# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-25-000138
**Filing Date:** 2025-11
**Character Count:** 8734557
**Document Hash:** 7f948c7bbeaae8b19f8aa3ef9c71100b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-25-000138.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000794105-25-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 251518261

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Total Bond Market Index Fund (Series ID: S000002564)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000007062 | Investor Shares             | VBMFX           |
| C000007063 | Admiral Shares              | VBTLX           |
| C000007064 | Institutional Shares        | VBTIX           |
| C000046844 | ETF Shares                  | BND             |
| C000081425 | Institutional Plus Shares   | VBMPX           |
| C000170279 | Institutional Select Shares | VTBSX           |

## Nport-Ex

Vanguard<sup>®</sup> Total Bond Market Index Fund

Schedule of Investments (unaudited)

As of September 30, 2025

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (68.0%)** | **U.S. Government and Agency Obligations (68.0%)** | **U.S. Government and Agency Obligations (68.0%)** | **U.S. Government and Agency Obligations (68.0%)** | **U.S. Government and Agency Obligations (68.0%)** |
| **U.S. Government Securities (47.9%)** | **U.S. Government Securities (47.9%)** | **U.S. Government Securities (47.9%)** | **U.S. Government Securities (47.9%)** | **U.S. Government Securities (47.9%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;549649 | &nbsp;&nbsp;&nbsp;&nbsp;554716 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;714382 | &nbsp;&nbsp;&nbsp;&nbsp;694848 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;366660 | &nbsp;&nbsp;&nbsp;&nbsp;358625 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;1157289 | &nbsp;&nbsp;1162307 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;589806 | &nbsp;&nbsp;&nbsp;&nbsp;578655 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;695565 | &nbsp;&nbsp;&nbsp;&nbsp;702303 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;565290 | &nbsp;&nbsp;&nbsp;&nbsp;549457 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;294060 | &nbsp;&nbsp;&nbsp;&nbsp;287133 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;1543594 | &nbsp;&nbsp;1552819 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;604216 | &nbsp;&nbsp;&nbsp;&nbsp;608889 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;739005 | &nbsp;&nbsp;&nbsp;&nbsp;716979 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;336329 | &nbsp;&nbsp;&nbsp;&nbsp;328367 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;739544 | &nbsp;&nbsp;&nbsp;&nbsp;744311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;643728 | &nbsp;&nbsp;&nbsp;&nbsp;646117 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;1012474 | &nbsp;&nbsp;&nbsp;&nbsp;983840 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;926094 | &nbsp;&nbsp;&nbsp;&nbsp;931050 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;599105 | &nbsp;&nbsp;&nbsp;&nbsp;587661 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;611741 | &nbsp;&nbsp;&nbsp;&nbsp;615278 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;142620 | &nbsp;&nbsp;&nbsp;&nbsp;137634 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;690895 | &nbsp;&nbsp;&nbsp;&nbsp;673812 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;1049155 | &nbsp;&nbsp;1055466 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;795310 | &nbsp;&nbsp;&nbsp;&nbsp;801741 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16833 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;642578 | &nbsp;&nbsp;&nbsp;&nbsp;631734 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;491909 | &nbsp;&nbsp;&nbsp;&nbsp;493389 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;690814 | &nbsp;&nbsp;&nbsp;&nbsp;699341 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;458278 | &nbsp;&nbsp;&nbsp;&nbsp;436313 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;637630 | &nbsp;&nbsp;&nbsp;&nbsp;628788 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;1113926 | &nbsp;&nbsp;1115536 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;741704 | &nbsp;&nbsp;&nbsp;&nbsp;726754 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;864412 | &nbsp;&nbsp;&nbsp;&nbsp;875690 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;632895 | &nbsp;&nbsp;&nbsp;&nbsp;600954 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;660010 | &nbsp;&nbsp;&nbsp;&nbsp;649053 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;1203429 | &nbsp;&nbsp;1207613 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;655672 | &nbsp;&nbsp;&nbsp;&nbsp;666096 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;481770 | &nbsp;&nbsp;&nbsp;&nbsp;456345 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;543980 | &nbsp;&nbsp;&nbsp;&nbsp;540431 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;451290 | &nbsp;&nbsp;&nbsp;&nbsp;452119 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;578990 | &nbsp;&nbsp;&nbsp;&nbsp;586273 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;714219 | &nbsp;&nbsp;&nbsp;&nbsp;673319 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;850372 | &nbsp;&nbsp;&nbsp;&nbsp;837052 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;867018 | &nbsp;&nbsp;&nbsp;&nbsp;870608 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;605074 | &nbsp;&nbsp;&nbsp;&nbsp;590042 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;560027 | &nbsp;&nbsp;&nbsp;&nbsp;561165 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19800 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;595300 | &nbsp;&nbsp;&nbsp;&nbsp;561117 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;682799 | &nbsp;&nbsp;&nbsp;&nbsp;676451 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;738256 | &nbsp;&nbsp;&nbsp;&nbsp;738256 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;728503 | &nbsp;&nbsp;&nbsp;&nbsp;725174 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;778577 | &nbsp;&nbsp;&nbsp;&nbsp;730311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;301865 | &nbsp;&nbsp;&nbsp;&nbsp;301240 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;530129 | &nbsp;&nbsp;&nbsp;&nbsp;535202 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;759783 | &nbsp;&nbsp;&nbsp;&nbsp;763523 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;634007 | &nbsp;&nbsp;&nbsp;&nbsp;594704 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;498878 | &nbsp;&nbsp;&nbsp;&nbsp;503906 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;747369 | &nbsp;&nbsp;&nbsp;&nbsp;726553 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;796135 | &nbsp;&nbsp;&nbsp;&nbsp;804283 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;732460 | &nbsp;&nbsp;&nbsp;&nbsp;687311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;861829 | &nbsp;&nbsp;&nbsp;&nbsp;866374 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;477658 | &nbsp;&nbsp;&nbsp;&nbsp;481595 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;669455 | &nbsp;&nbsp;&nbsp;&nbsp;626594 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;521897 | &nbsp;&nbsp;&nbsp;&nbsp;524751 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;662897 | &nbsp;&nbsp;&nbsp;&nbsp;671934 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;894367 | &nbsp;&nbsp;&nbsp;&nbsp;837386 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;651649 | &nbsp;&nbsp;&nbsp;&nbsp;649893 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;831836 | &nbsp;&nbsp;&nbsp;&nbsp;815297 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;623185 | &nbsp;&nbsp;&nbsp;&nbsp;632021 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;1054060 | &nbsp;&nbsp;&nbsp;&nbsp;993863 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;584369 | &nbsp;&nbsp;&nbsp;&nbsp;589505 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;882424 | &nbsp;&nbsp;&nbsp;&nbsp;887974 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;698505 | &nbsp;&nbsp;&nbsp;&nbsp;659241 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;667555 | &nbsp;&nbsp;&nbsp;&nbsp;667738 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;530811 | &nbsp;&nbsp;&nbsp;&nbsp;532428 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;1090923 | &nbsp;&nbsp;1027641 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;485431 | &nbsp;&nbsp;&nbsp;&nbsp;484028 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;824886 | &nbsp;&nbsp;&nbsp;&nbsp;809388 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;933029 | &nbsp;&nbsp;&nbsp;&nbsp;936054 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;867080 | &nbsp;&nbsp;&nbsp;&nbsp;815021 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;677585 | &nbsp;&nbsp;&nbsp;&nbsp;677638 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;619517 | &nbsp;&nbsp;&nbsp;&nbsp;623583 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;692633 | &nbsp;&nbsp;&nbsp;&nbsp;649857 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;505826 | &nbsp;&nbsp;&nbsp;&nbsp;510766 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;607196 | &nbsp;&nbsp;&nbsp;&nbsp;611157 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;794506 | &nbsp;&nbsp;&nbsp;&nbsp;738611 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;552896 | &nbsp;&nbsp;&nbsp;&nbsp;560196 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;820754 | &nbsp;&nbsp;&nbsp;&nbsp;804114 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;710401 | &nbsp;&nbsp;&nbsp;&nbsp;710429 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50626 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;835124 | &nbsp;&nbsp;&nbsp;&nbsp;777644 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;626648 | &nbsp;&nbsp;&nbsp;&nbsp;639426 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;338066 | &nbsp;&nbsp;&nbsp;&nbsp;335768 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;773370 | &nbsp;&nbsp;&nbsp;&nbsp;721349 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;625504 | &nbsp;&nbsp;&nbsp;&nbsp;643047 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;789860 | &nbsp;&nbsp;&nbsp;&nbsp;738025 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;677017 | &nbsp;&nbsp;&nbsp;&nbsp;701136 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;818650 | &nbsp;&nbsp;&nbsp;&nbsp;806114 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;121485 | &nbsp;&nbsp;&nbsp;&nbsp;126876 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;762390 | &nbsp;&nbsp;&nbsp;&nbsp;713788 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;786125 | &nbsp;&nbsp;&nbsp;&nbsp;803137 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;683301 | &nbsp;&nbsp;&nbsp;&nbsp;636111 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;681738 | &nbsp;&nbsp;&nbsp;&nbsp;683922 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;685591 | &nbsp;&nbsp;&nbsp;&nbsp;644938 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;730722 | &nbsp;&nbsp;&nbsp;&nbsp;738657 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;823322 | &nbsp;&nbsp;&nbsp;&nbsp;796564 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36291 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;649645 | &nbsp;&nbsp;&nbsp;&nbsp;612747 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;852128 | &nbsp;&nbsp;&nbsp;&nbsp;868305 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;648205 | &nbsp;&nbsp;&nbsp;&nbsp;621011 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;922816 | &nbsp;&nbsp;&nbsp;&nbsp;936875 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;527428 | &nbsp;&nbsp;&nbsp;&nbsp;513418 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;916260 | &nbsp;&nbsp;&nbsp;&nbsp;945466 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;726888 | &nbsp;&nbsp;&nbsp;&nbsp;695143 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;610270 | &nbsp;&nbsp;&nbsp;&nbsp;591056 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;911700 | &nbsp;&nbsp;&nbsp;&nbsp;937270 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;618308 | &nbsp;&nbsp;&nbsp;&nbsp;609033 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;934209 | &nbsp;&nbsp;&nbsp;&nbsp;952820 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;567684 | &nbsp;&nbsp;&nbsp;&nbsp;546352 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;675667 | &nbsp;&nbsp;&nbsp;&nbsp;683110 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;532028 | &nbsp;&nbsp;&nbsp;&nbsp;493580 |
| United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64537 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;431029 | &nbsp;&nbsp;&nbsp;&nbsp;422139 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;905832 | &nbsp;&nbsp;&nbsp;&nbsp;903638 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;886234 | &nbsp;&nbsp;&nbsp;&nbsp;880072 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;474877 | &nbsp;&nbsp;&nbsp;&nbsp;478142 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;431880 | &nbsp;&nbsp;&nbsp;&nbsp;436739 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;851655 | &nbsp;&nbsp;&nbsp;&nbsp;865228 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;330827 | &nbsp;&nbsp;&nbsp;&nbsp;306842 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;524640 | &nbsp;&nbsp;&nbsp;&nbsp;528001 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;891442 | &nbsp;&nbsp;&nbsp;&nbsp;905789 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;466039 | &nbsp;&nbsp;&nbsp;&nbsp;468989 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;506935 | &nbsp;&nbsp;&nbsp;&nbsp;520084 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;471020 | &nbsp;&nbsp;&nbsp;&nbsp;467046 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;897161 | &nbsp;&nbsp;&nbsp;&nbsp;916226 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;670054 | &nbsp;&nbsp;&nbsp;&nbsp;610953 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;1306276 | &nbsp;&nbsp;1321482 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;401535 | &nbsp;&nbsp;&nbsp;&nbsp;399872 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;854836 | &nbsp;&nbsp;&nbsp;&nbsp;864653 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;402665 | &nbsp;&nbsp;&nbsp;&nbsp;398764 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;825320 | &nbsp;&nbsp;&nbsp;&nbsp;830607 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;1127137 | &nbsp;&nbsp;&nbsp;&nbsp;979641 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84526 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;528011 | &nbsp;&nbsp;&nbsp;&nbsp;528341 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;672274 | &nbsp;&nbsp;&nbsp;&nbsp;680205 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;440635 | &nbsp;&nbsp;&nbsp;&nbsp;440807 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;722748 | &nbsp;&nbsp;&nbsp;&nbsp;727209 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;658941 | &nbsp;&nbsp;&nbsp;&nbsp;662905 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;468132 | &nbsp;&nbsp;&nbsp;&nbsp;473398 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1387129 | &nbsp;&nbsp;1195803 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;753277 | &nbsp;&nbsp;&nbsp;&nbsp;749422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;487455 | &nbsp;&nbsp;&nbsp;&nbsp;495586 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;830939 | &nbsp;&nbsp;&nbsp;&nbsp;826654 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;488561 | &nbsp;&nbsp;&nbsp;&nbsp;507817 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;435145 | &nbsp;&nbsp;&nbsp;&nbsp;457412 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;1397599 | &nbsp;&nbsp;1211653 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;473200 | &nbsp;&nbsp;&nbsp;&nbsp;486546 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;509805 | &nbsp;&nbsp;&nbsp;&nbsp;509287 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;583424 | &nbsp;&nbsp;&nbsp;&nbsp;589486 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;1382626 | &nbsp;&nbsp;1208177 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;295202 | &nbsp;&nbsp;&nbsp;&nbsp;317238 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;545474 | &nbsp;&nbsp;&nbsp;&nbsp;557747 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;549952 | &nbsp;&nbsp;&nbsp;&nbsp;558846 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;574360 | &nbsp;&nbsp;&nbsp;&nbsp;597918 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;1374322 | &nbsp;&nbsp;1223522 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;635304 | &nbsp;&nbsp;&nbsp;&nbsp;661287 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;529376 | &nbsp;&nbsp;&nbsp;&nbsp;540977 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;632462 | &nbsp;&nbsp;&nbsp;&nbsp;642097 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;1503110 | &nbsp;&nbsp;1300073 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;652319 | &nbsp;&nbsp;&nbsp;&nbsp;649261 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;563939 | &nbsp;&nbsp;&nbsp;&nbsp;557330 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;560715 | &nbsp;&nbsp;&nbsp;&nbsp;568950 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;1544464 | &nbsp;&nbsp;1336806 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;575384 | &nbsp;&nbsp;&nbsp;&nbsp;583610 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;613941 | &nbsp;&nbsp;&nbsp;&nbsp;635237 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;639402 | &nbsp;&nbsp;&nbsp;&nbsp;657135 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;1394802 | &nbsp;&nbsp;1237451 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;531114 | &nbsp;&nbsp;&nbsp;&nbsp;538313 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;670465 | &nbsp;&nbsp;&nbsp;&nbsp;679422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;628733 | &nbsp;&nbsp;&nbsp;&nbsp;632490 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;1400896 | &nbsp;&nbsp;1317006 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;620463 | &nbsp;&nbsp;&nbsp;&nbsp;628413 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;585059 | &nbsp;&nbsp;&nbsp;&nbsp;588167 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;696485 | &nbsp;&nbsp;&nbsp;&nbsp;699859 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1342660 | &nbsp;&nbsp;1248149 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;797713 | &nbsp;&nbsp;&nbsp;&nbsp;795501 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;730451 | &nbsp;&nbsp;&nbsp;&nbsp;728054 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;1252707 | &nbsp;&nbsp;1267143 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;1253203 | &nbsp;&nbsp;1216684 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;1397471 | &nbsp;&nbsp;1342282 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;1464484 | &nbsp;&nbsp;1452585 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;1492175 | &nbsp;&nbsp;1542885 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;1674196 | &nbsp;&nbsp;1670011 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;1545865 | &nbsp;&nbsp;1581734 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;1587096 | &nbsp;&nbsp;1562918 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;1618803 | &nbsp;&nbsp;1637331 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;1544932 | &nbsp;&nbsp;1605764 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;1063802 | &nbsp;&nbsp;1073817 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;1123698 | &nbsp;&nbsp;1132872 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46229 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41162 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65292 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;144063 | &nbsp;&nbsp;&nbsp;&nbsp;145194 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98411 | &nbsp;&nbsp;&nbsp;&nbsp;100452 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;140641 | &nbsp;&nbsp;128560 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;149294 | &nbsp;&nbsp;146920 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;122972 | &nbsp;&nbsp;123813 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;234899 | &nbsp;&nbsp;232908 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;205527 | &nbsp;&nbsp;209068 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;475451 | &nbsp;&nbsp;302506 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;311181 | &nbsp;&nbsp;307790 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;731787 | &nbsp;&nbsp;460883 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;211862 | &nbsp;&nbsp;197371 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;703149 | &nbsp;&nbsp;458338 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;160292 | &nbsp;&nbsp;155734 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;913967 | &nbsp;&nbsp;642026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;141215 | &nbsp;&nbsp;144812 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;669529 | &nbsp;&nbsp;495687 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;859330 | &nbsp;&nbsp;582733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;100545 | &nbsp;&nbsp;&nbsp;&nbsp;91307 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;790270 | &nbsp;&nbsp;554516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;96254 | &nbsp;&nbsp;&nbsp;&nbsp;80135 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;669733 | &nbsp;&nbsp;495916 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;178642 | &nbsp;&nbsp;148140 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;138799 | &nbsp;&nbsp;112552 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;514149 | &nbsp;&nbsp;431905 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;193969 | &nbsp;&nbsp;150872 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;433618 | &nbsp;&nbsp;369270 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;258400 | &nbsp;&nbsp;199937 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;487291 | &nbsp;&nbsp;450383 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;369076 | &nbsp;&nbsp;301028 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;538630 | &nbsp;&nbsp;488638 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;415385 | &nbsp;&nbsp;325169 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;449766 | &nbsp;&nbsp;407319 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;306820 | &nbsp;&nbsp;267592 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;474144 | &nbsp;&nbsp;457567 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;352191 | &nbsp;&nbsp;311744 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;481184 | &nbsp;&nbsp;486127 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;336062 | &nbsp;&nbsp;291547 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;478820 | &nbsp;&nbsp;468196 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;308936 | &nbsp;&nbsp;257612 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;492257 | &nbsp;&nbsp;488584 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;321360 | &nbsp;&nbsp;257188 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;518817 | &nbsp;&nbsp;481547 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;365447 | &nbsp;&nbsp;285862 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;481155 | &nbsp;&nbsp;476738 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;247601 | &nbsp;&nbsp;177267 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;505267 | &nbsp;&nbsp;508425 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;232697 | &nbsp;&nbsp;181031 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;665506 | &nbsp;&nbsp;691216 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;258348 | &nbsp;&nbsp;196173 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;411487 | &nbsp;&nbsp;420697 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;153075 | &nbsp;&nbsp;118370 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;369760 | &nbsp;&nbsp;260753 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;318080 | &nbsp;&nbsp;223464 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;351434 | &nbsp;&nbsp;234239 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;270737 | &nbsp;&nbsp;202556 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;400870 | &nbsp;&nbsp;305789 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;245609 | &nbsp;&nbsp;186883 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;416833 | &nbsp;&nbsp;301927 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;418544 | &nbsp;&nbsp;302414 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;571356 | &nbsp;&nbsp;431284 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;614094 | &nbsp;&nbsp;473212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;586597 | &nbsp;&nbsp;440796 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;671717 | &nbsp;&nbsp;539368 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;596976 | &nbsp;&nbsp;446892 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;633175 | &nbsp;&nbsp;461748 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;454909 | &nbsp;&nbsp;290200 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;503261 | &nbsp;&nbsp;329105 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;652325 | &nbsp;&nbsp;389943 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;631460 | &nbsp;&nbsp;309637 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;795919 | &nbsp;&nbsp;399981 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;812447 | &nbsp;&nbsp;435707 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;949745 | &nbsp;&nbsp;542245 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;993693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639030 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;992266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581096 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;938453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530776 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;921897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571612 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;801937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572132 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;771345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564046 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;776299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686812 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;820116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677845 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;827879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683615 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;833310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753136 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;824308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825532 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;974653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899650 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;856604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;879358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811929 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;854082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822354 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;943843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927694 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;922030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924912 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;889265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892461 |
|  |  |  |  |  | &nbsp;&nbsp;**179053968** |
| **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** |
| <sup>2,3</sup> | AID-Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10956 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;16716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16991 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;17097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17317 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;22756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22893 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13222 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10851 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8107 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12975 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6357 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16792 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9132 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9479 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;48605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49102 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;84765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82336 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;30170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30348 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;2.010% | &nbsp;&nbsp;2/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10748 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;34305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34844 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7095 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;87150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87916 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;388020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384039 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10035 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;56545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62053 |
| <sup>2,4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;191931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213291 |
| <sup>4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;97319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111296 |
| <sup>4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20272 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;281570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265925 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46157 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35918 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;76687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88085 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/2030 | &nbsp;&nbsp;198665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173502 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37963 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;12835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14171 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10854 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 |
| <sup>2</sup> | Resolution Funding Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>2</sup> | Tennessee Valley Authority | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35106 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42338 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;28955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32866 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12337 |
| <sup>2</sup> | Tennessee Valley Authority | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11248 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15765 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13145 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41780 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10340 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12985 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32404 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11046 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27304 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2313247** |
| **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** |  |
| <sup>2,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2029–9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/1/2028–12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9169 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2027–3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114865 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/1/2026–12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455584 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2025–7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709958 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2025–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448451 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026–1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215895 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2025–11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71715 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2025–6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46139 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/2026–5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18443 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/2025–12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/1/2025–2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/1/2025–11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;11/1/2025–7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;5/1/2027–9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2026–11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31527 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2025–7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48284 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2026–6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62608 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2033–2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60875 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034–4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28818 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2029–6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2026–1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/15/2025–9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;12/15/2025–5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/2025–11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;9/15/2026–3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/15/2026–1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/20/2051–12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43775 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/20/2050–5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2169895 | &nbsp;&nbsp;&nbsp;&nbsp;1796213 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2027–10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2191467 | &nbsp;&nbsp;&nbsp;&nbsp;1889242 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/20/2026–2/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2147985 | &nbsp;&nbsp;&nbsp;&nbsp;1934057 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/20/2025–10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1776601 | &nbsp;&nbsp;&nbsp;&nbsp;1650441 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/20/2026–5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1275456 | &nbsp;&nbsp;&nbsp;&nbsp;1219201 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/20/2033–10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1698747 | &nbsp;&nbsp;&nbsp;&nbsp;1660327 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/2032–11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2313875 | &nbsp;&nbsp;&nbsp;&nbsp;2311503 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/20/2049–10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2858818 | &nbsp;&nbsp;&nbsp;&nbsp;2887451 |
| <sup>1,2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/20/2033–10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1825943 | &nbsp;&nbsp;&nbsp;&nbsp;1863650 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/20/2031–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669121 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/20/2028–9/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101211 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/20/2030–12/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/1/2035–6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2779170 | &nbsp;&nbsp;&nbsp;&nbsp;2285126 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/2027–11/25/2055 | &nbsp;&nbsp;12072775 | &nbsp;&nbsp;10067274 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/2026–11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8465922 | &nbsp;&nbsp;&nbsp;&nbsp;7302179 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/1/2025–11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5250421 | &nbsp;&nbsp;&nbsp;&nbsp;4730637 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2025–11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3135516 | &nbsp;&nbsp;&nbsp;&nbsp;2920077 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2025–10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2895772 | &nbsp;&nbsp;&nbsp;&nbsp;2768798 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2026–11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2609975 | &nbsp;&nbsp;&nbsp;&nbsp;2559417 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2025–11/25/2055 | &nbsp;&nbsp;4260606 | &nbsp;&nbsp;&nbsp;&nbsp;4258652 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/2025–10/25/2055 | &nbsp;&nbsp;6060122 | &nbsp;&nbsp;&nbsp;&nbsp;6148973 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/1/2026–10/25/2055 | &nbsp;&nbsp;6116857 | &nbsp;&nbsp;&nbsp;&nbsp;6284176 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2052–10/25/2055 | &nbsp;&nbsp;2715253 | &nbsp;&nbsp;&nbsp;&nbsp;2824251 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;11/1/2025–8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;502415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527024 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;12/1/2025–1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24732 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/1/2026–9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;8/1/2026–5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;12/1/2026–8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  |  |  |  |  | &nbsp;&nbsp;**73063734** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |  |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.185% | &nbsp;&nbsp;6.307% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.190% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.235% | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;6.518% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;7.268% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.275% | &nbsp;&nbsp;6.775% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;6.186% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;6.243% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.335% | &nbsp;&nbsp;6.335% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.430% | &nbsp;&nbsp;6.166% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.460% | &nbsp;&nbsp;6.460% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;6.215% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;6.374% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;6.272% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.530% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.558% | &nbsp;&nbsp;6.309% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;6.283% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.585% | &nbsp;&nbsp;6.585% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.597% | &nbsp;&nbsp;6.472% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.621% | &nbsp;&nbsp;6.567% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.624% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;6.502% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;6.635% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.646% | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.672% | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.675% | &nbsp;&nbsp;6.543% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;6.682% | &nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.563% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.765% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.445% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;6.448% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.535% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.701% | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.703% | &nbsp;&nbsp;6.657% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.711% | &nbsp;&nbsp;6.461% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.715% | &nbsp;&nbsp;6.533% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.777% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.738% | &nbsp;&nbsp;6.753% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.619% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;6.725% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.498% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.748% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.712% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.774% | &nbsp;&nbsp;6.399% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.786% | &nbsp;&nbsp;6.643% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.695% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.792% | &nbsp;&nbsp;6.751% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;6.592% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;6.739% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.801% | &nbsp;&nbsp;6.649% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;6.669% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;463 | &nbsp;&nbsp;481 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.435% | &nbsp;&nbsp;11/1/2033–11/1/2039 | &nbsp;&nbsp;259 | &nbsp;&nbsp;267 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.685% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.810% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;121 | &nbsp;&nbsp;126 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.945% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;6.742% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;149 | &nbsp;&nbsp;155 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.651% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.717% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;239 | &nbsp;&nbsp;249 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.565% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.576% | &nbsp;&nbsp;5/1/2041 | &nbsp;&nbsp;218 | &nbsp;&nbsp;227 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.665% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;276 | &nbsp;&nbsp;287 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.815% | &nbsp;&nbsp;11/1/2040–2/1/2041 | &nbsp;&nbsp;317 | &nbsp;&nbsp;331 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.824% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;206 | &nbsp;&nbsp;215 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;129 | &nbsp;&nbsp;134 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;6.451% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;116 | &nbsp;&nbsp;121 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;6.524% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;119 | &nbsp;&nbsp;124 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;224 | &nbsp;&nbsp;234 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.705% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;340 | &nbsp;&nbsp;355 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.832% | &nbsp;&nbsp;6.522% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;295 | &nbsp;&nbsp;307 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.782% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.835% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;208 | &nbsp;&nbsp;217 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;6.590% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;199 | &nbsp;&nbsp;208 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.875% | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.678% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;102 | &nbsp;&nbsp;105 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;123 | &nbsp;&nbsp;128 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 2.130% | &nbsp;&nbsp;6.888% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;124 | &nbsp;&nbsp;129 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;259 | &nbsp;&nbsp;260 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 1.411% | &nbsp;&nbsp;6.034% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;6.523% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;248 | &nbsp;&nbsp;255 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2034–5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.608% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.665% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;252 | &nbsp;&nbsp;257 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;190 | &nbsp;&nbsp;194 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275% | &nbsp;&nbsp;6.275% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.461% | &nbsp;&nbsp;6.478% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.550% | &nbsp;&nbsp;6.425% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.570% | &nbsp;&nbsp;6.459% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.265% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.390% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;7.140% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;6.660% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;124 | &nbsp;&nbsp;127 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | &nbsp;&nbsp;6.602% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.610% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;6.369% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;123 | &nbsp;&nbsp;126 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;6.620% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;167 | &nbsp;&nbsp;173 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.467% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.775% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;138 | &nbsp;&nbsp;143 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;7.189% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.870% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.841% | &nbsp;&nbsp;7.136% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;6.480% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.505% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;226 | &nbsp;&nbsp;235 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.755% | &nbsp;&nbsp;12/1/2040–3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.799% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;238 | &nbsp;&nbsp;248 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.845% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;6.638% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.888% | &nbsp;&nbsp;6.958% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;126 | &nbsp;&nbsp;131 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.808% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;7.123% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.895% | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;44 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.525% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.747% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.785% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.812% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.843% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.995% | &nbsp;&nbsp;6.870% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;6.960% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;5/1/2037–6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.570% | &nbsp;&nbsp;6.195% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.665% | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/20/2041–8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/2038–12/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/20/2029–1/20/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/20/2038–12/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25687** |
| **Total U.S. Government and Agency Obligations (Cost $266,919,204)** | **Total U.S. Government and Agency Obligations (Cost $266,919,204)** | **Total U.S. Government and Agency Obligations (Cost $266,919,204)** | **Total U.S. Government and Agency Obligations (Cost $266,919,204)** | **Total U.S. Government and Agency Obligations (Cost $266,919,204)** | **254456636** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2022-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;12686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12689 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19807 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-3 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7496 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7652 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11840 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10539 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-1 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12176 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9086 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8157 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7277 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-5 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8783 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 |
| <sup>2</sup> | BA Credit Card Trust Series 2023-A1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14572 |
| <sup>2</sup> | BA Credit Card Trust Series 2024-A1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13856 |
| <sup>2</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 |
| <sup>2</sup> | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>2</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 |
| <sup>2</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.731% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 |
| <sup>2</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469 |
| <sup>2</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7844 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.688% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
| <sup>2</sup> | BANK Series 2018-BNK11 | &nbsp;&nbsp;4.046% | &nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519 |
| <sup>2</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529 |
| <sup>2</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.473% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
| <sup>2</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;4.217% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;3.966% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.231% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1505 |
| <sup>2</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7687 |
| <sup>2</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6543 |
| <sup>2</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7196 |
| <sup>2</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1691 |
| <sup>2</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;21125 | &nbsp;&nbsp;20230 |
| <sup>2</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
| <sup>2</sup> | BANK Series 2019-BNK19 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;14973 |
| <sup>2</sup> | BANK Series 2019-BNK20 | &nbsp;&nbsp;3.011% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9609 |
| <sup>2</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;2.851% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;20296 |
| <sup>2</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;3.093% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
| <sup>2</sup> | BANK Series 2019-BNK22 | &nbsp;&nbsp;2.978% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;16943 | &nbsp;&nbsp;15987 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;10705 | &nbsp;&nbsp;10092 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3745 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7580 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3502 |
| <sup>2</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.649% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;10914 |
| <sup>2</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.841% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
| <sup>2</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.403% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;9534 |
| <sup>2</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2960 |
| <sup>2</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;8463 |
| <sup>2</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2480 |
| <sup>2</sup> | BANK Series 2020-BNK28 | &nbsp;&nbsp;1.844% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2489 |
| <sup>2</sup> | BANK Series 2020-BNK29 | &nbsp;&nbsp;1.997% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;5399 |
| <sup>2</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.925% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| <sup>2</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>2</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.036% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
| <sup>2</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>2</sup> | BANK Series 2021-BNK32 | &nbsp;&nbsp;2.643% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;4861 |
| <sup>2</sup> | BANK Series 2021-BNK33 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;8579 |
| <sup>2</sup> | BANK Series 2021-BNK34 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;6/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;8556 |
| <sup>2</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
| <sup>2</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7626 |
| <sup>2</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.695% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| <sup>2</sup> | BANK Series 2021-BNK37 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
| <sup>2</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11347 |
| <sup>2</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
| <sup>2</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;6.656% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8174 |
| <sup>2</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;7.379% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;6.724% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;4090 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4059 | &nbsp;&nbsp;&nbsp;&nbsp;4357 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.559% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2107 |
| <sup>2</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
| <sup>2</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;7.274% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| <sup>2</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
| <sup>2</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.651% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
| <sup>2</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8178 |
| <sup>2</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;6.385% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;1913 |
| <sup>2</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;6234 |
| <sup>2</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;11516 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6921 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5862 |
| <sup>2</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;10058 |
| <sup>2</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
| <sup>2</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp;&nbsp;&nbsp;9024 |
| <sup>2</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;3488 |
| <sup>2</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;34326 |
| <sup>2</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.790% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;14022 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;21010 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;14981 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;3.171% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8531 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5058 |
| <sup>2</sup> | Barclays Dryrock Issuance Trust Series 2025-1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8004 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;17475 | &nbsp;&nbsp;17237 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4551 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8355 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1825 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C7 | &nbsp;&nbsp;2.037% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2248 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7261 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.398% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2806 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.536% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C12 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2022-C14 | &nbsp;&nbsp;2.946% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;11882 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;7.703% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;5.451% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;4038 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.973% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8286 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4402 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5846 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;7.369% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1719 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8407 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2104 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.943% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2051 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;6.094% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6383 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;12109 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9419 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4264 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |
| <sup>2</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9473 | &nbsp;&nbsp;&nbsp;&nbsp;8582 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;7841 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2526 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;17354 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.084% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7955 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B3 | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;4/10/2051 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;13027 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.121% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;18473 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.311% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3150 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.208% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8801 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.419% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1715 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.261% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1206 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22455 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.232% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;10690 | &nbsp;&nbsp;10555 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3281 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;2394 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6281 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2500 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.281% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2313 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;15840 | &nbsp;&nbsp;15267 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3949 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B13 | &nbsp;&nbsp;2.952% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3399 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B14 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;12/15/2062 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;12881 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B15 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;12477 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;25275 | &nbsp;&nbsp;23484 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.944% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1177 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.583% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1465 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;2969 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;2.148% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;5920 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.978% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;2.254% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B22 | &nbsp;&nbsp;1.973% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5319 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.909% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;10615 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.274% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6741 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7026 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.847% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3197 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B26 | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4722 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4641 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.284% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.388% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2812 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.612% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B30 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;11813 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B31 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4171 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;12867 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.527% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B33 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3911 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B34 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3053 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5136 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1587 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13727 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4394 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;5.812% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2706 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;6.363% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;7.097% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4378 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3282 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;6.417% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5490 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6099 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2571 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.407% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7495 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-V15 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18982 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C1 | &nbsp;&nbsp;3.374% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3407 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C2 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.313% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13514 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.503% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;7.355% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.296% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.485% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4046 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;5.765% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3266 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1054 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;8226 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2780 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.674% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2426 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5343 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;6.286% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5165 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.866% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10143 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;7.252% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5850 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;9172 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10428 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;6.127% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7313 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2645 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9545 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C12 | &nbsp;&nbsp;5.573% | &nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14734 |
| <sup>2,5</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;25200 | &nbsp;&nbsp;26040 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.990% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2023-2 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1935 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;6947 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4137 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2307 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2408 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3023 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2022-A | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12394 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2024-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2877 | &nbsp;&nbsp;&nbsp;&nbsp;2883 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF1 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3932 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF2 | &nbsp;&nbsp;2.874% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7614 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7476 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2019-A3 | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;19866 | &nbsp;&nbsp;19559 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2021-A2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;27900 | &nbsp;&nbsp;26061 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2023-A1 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20901 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2025-A1 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;19495 | &nbsp;&nbsp;19485 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2025-A2 | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;8821 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.170% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp;2073 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1472 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1392 | &nbsp;&nbsp;&nbsp;&nbsp;1397 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1563 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2318 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2021-4 | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2600 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1568 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;&nbsp;2597 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;1558 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2619 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4369 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6273 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4173 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1624 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7106 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3072 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2534 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1417 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2025-B | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2379 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4440 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2643 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3952 |
| <sup>2</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8848 |
| <sup>2</sup> | CD Mortgage Trust Series 2016-CD2 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7102 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.833% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2246 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.746% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2919 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.431% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3438 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.332% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.456% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6448 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3723 |
| <sup>2</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>2</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7322 |
| <sup>2</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.657% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
| <sup>2</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.912% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;18130 | &nbsp;&nbsp;16778 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;3.865% | &nbsp;&nbsp;1/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8213 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5859 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2016-C6 | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14109 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.572% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
| <sup>2</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;13218 |
| <sup>2</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.711% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
| <sup>2</sup> | Chase Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;8845 |
| <sup>2</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;7959 |
| <sup>2</sup> | Chase Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13426 |
| <sup>2</sup> | Chase Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7359 |
| <sup>2</sup> | Chase Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;38400 | &nbsp;&nbsp;38647 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2007-A3 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6490 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2018-A7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;10/13/2030 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12845 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2023-A1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1703 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9750 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5695 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC29 | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;4/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2314 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.003% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6451 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-C2 | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC36 | &nbsp;&nbsp;3.616% | &nbsp;&nbsp;2/10/2049 | &nbsp;&nbsp;14925 | &nbsp;&nbsp;14830 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC37 | &nbsp;&nbsp;3.314% | &nbsp;&nbsp;4/10/2049 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;11593 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.646% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3082 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.902% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3774 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1018 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10522 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.764% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2055 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17149 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;6/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3919 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-C6 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;11/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;7722 | &nbsp;&nbsp;&nbsp;&nbsp;7321 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC41 | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;8/10/2056 | &nbsp;&nbsp;22410 | &nbsp;&nbsp;20965 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC43 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;15065 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;14355 | &nbsp;&nbsp;13276 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2022-GC48 | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6753 |
| <sup>2</sup> | CNH Equipment Trust Series 2021-C | &nbsp;&nbsp;1.160% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;1174 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;2928 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;4577 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-C | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-A | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3298 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3024 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2532 |
| <sup>2</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>2</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>2</sup> | COMM Mortgage Trust Series 2014-CR14 | &nbsp;&nbsp;3.792% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>2</sup> | COMM Mortgage Trust Series 2014-CR15 | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>2</sup> | COMM Mortgage Trust Series 2015-CR26 | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | COMM Mortgage Trust Series 2015-CR27 | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1171 |
| <sup>2</sup> | COMM Mortgage Trust Series 2015-LC23 | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3520 |
| <sup>2</sup> | COMM Mortgage Trust Series 2016-CR28 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;2/10/2049 | &nbsp;&nbsp;12164 | &nbsp;&nbsp;12139 |
| <sup>2</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>2</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2018 |
| <sup>2</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
| <sup>2</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
| <sup>2</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;18332 |
| <sup>2</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.791% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;&nbsp;1608 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.958% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;3.955% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2454 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;11561 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.392% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10033 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX9 | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX10 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7747 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX11 | &nbsp;&nbsp;4.033% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15702 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX12 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;16388 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2019-C15 | &nbsp;&nbsp;4.053% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;26700 | &nbsp;&nbsp;26383 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.329% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;15399 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14681 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2370 |
| <sup>2</sup> | Daimler Trucks Retail Trust Series 2022-1 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>2</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5044 | &nbsp;&nbsp;&nbsp;&nbsp;5090 |
| <sup>2</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6773 |
| <sup>2</sup> | DBGS Mortgage Trust Series 2018-C1 | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;7255 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4237 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2016-C3 | &nbsp;&nbsp;2.890% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7757 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.561% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp;&nbsp;&nbsp;2090 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2021-A2 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;10048 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2022-A4 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;15375 | &nbsp;&nbsp;15380 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2023-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;20675 | &nbsp;&nbsp;20698 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2023-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;20782 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2021-2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2021-3A | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;1766 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-1A | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp;1258 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;6.760% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;6.690% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;1231 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2024-4A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2024-5A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2015-M10 | &nbsp;&nbsp;3.092% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;2347 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2015-M15 | &nbsp;&nbsp;2.923% | &nbsp;&nbsp;10/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M3 | &nbsp;&nbsp;2.702% | &nbsp;&nbsp;2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2453 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M4 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;2931 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M5 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;4/25/2026 | &nbsp;&nbsp;12361 | &nbsp;&nbsp;12242 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M6 | &nbsp;&nbsp;2.488% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;5935 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M7 | &nbsp;&nbsp;2.499% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2796 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M9 | &nbsp;&nbsp;2.292% | &nbsp;&nbsp;6/25/2026 | &nbsp;&nbsp;15379 | &nbsp;&nbsp;15192 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M11 | &nbsp;&nbsp;2.369% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;11605 | &nbsp;&nbsp;11441 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M12 | &nbsp;&nbsp;2.515% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;14352 | &nbsp;&nbsp;14139 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M13 | &nbsp;&nbsp;2.609% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4674 | &nbsp;&nbsp;&nbsp;&nbsp;4610 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M1 | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8501 | &nbsp;&nbsp;&nbsp;&nbsp;8354 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M2 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;3685 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M3 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;12/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M4 | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;12/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;8916 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M5 | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;9188 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;10361 | &nbsp;&nbsp;10210 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3323 | &nbsp;&nbsp;&nbsp;&nbsp;3189 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;11697 | &nbsp;&nbsp;11508 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M13 | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3758 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.206% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;12816 | &nbsp;&nbsp;12630 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;3.085% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M2 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;23860 | &nbsp;&nbsp;23321 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M3 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.159% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8483 | &nbsp;&nbsp;&nbsp;&nbsp;8324 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;6301 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.421% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4403 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.466% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M12 | &nbsp;&nbsp;3.747% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2480 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M13 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8163 | &nbsp;&nbsp;&nbsp;&nbsp;8060 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M14 | &nbsp;&nbsp;3.697% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9085 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M1 | &nbsp;&nbsp;3.661% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;14660 | &nbsp;&nbsp;14478 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M2 | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;10199 | &nbsp;&nbsp;10045 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M4 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;15303 | &nbsp;&nbsp;14884 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9751 | &nbsp;&nbsp;&nbsp;&nbsp;9532 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M7 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;10822 | &nbsp;&nbsp;10463 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M9 | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;11866 | &nbsp;&nbsp;11480 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;39612 | &nbsp;&nbsp;38037 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;12781 | &nbsp;&nbsp;12106 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M21 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6429 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;22806 | &nbsp;&nbsp;21565 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.151% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3581 | &nbsp;&nbsp;&nbsp;&nbsp;3486 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;13285 | &nbsp;&nbsp;12423 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M5 | &nbsp;&nbsp;2.210% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6134 | &nbsp;&nbsp;&nbsp;&nbsp;5693 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M14 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9664 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8497 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;15836 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M46 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;13669 | &nbsp;&nbsp;12265 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M52 | &nbsp;&nbsp;1.363% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;15048 | &nbsp;&nbsp;13220 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M53 | &nbsp;&nbsp;1.740% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;24539 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.432% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7604 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M1G | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2784 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M3G | &nbsp;&nbsp;1.286% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;13096 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.514% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;12794 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M11 | &nbsp;&nbsp;1.506% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;20925 | &nbsp;&nbsp;18130 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.652% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7448 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M19 | &nbsp;&nbsp;1.797% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;18150 | &nbsp;&nbsp;15751 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M1 | &nbsp;&nbsp;1.724% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;20350 | &nbsp;&nbsp;17542 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M1G | &nbsp;&nbsp;1.583% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M3 | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5294 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M4 | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9474 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M8 | &nbsp;&nbsp;2.001% | &nbsp;&nbsp;12/25/2031 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8740 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M10 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;39175 | &nbsp;&nbsp;34244 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M1S | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10157 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M6 | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9568 | &nbsp;&nbsp;&nbsp;&nbsp;9586 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M8 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2024-M5 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;49491 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2025-M4 | &nbsp;&nbsp;4.389% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6538 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | &nbsp;&nbsp;3.151% | &nbsp;&nbsp;11/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;12/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;&nbsp;2652 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | &nbsp;&nbsp;2.745% | &nbsp;&nbsp;1/25/2026 | &nbsp;&nbsp;13498 | &nbsp;&nbsp;13422 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | &nbsp;&nbsp;2.673% | &nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;13376 | &nbsp;&nbsp;13275 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;10861 | &nbsp;&nbsp;10755 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;16565 | &nbsp;&nbsp;16381 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | &nbsp;&nbsp;2.653% | &nbsp;&nbsp;8/25/2026 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11439 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6498 | &nbsp;&nbsp;&nbsp;&nbsp;6443 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4290 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;12261 | &nbsp;&nbsp;12139 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | &nbsp;&nbsp;3.413% | &nbsp;&nbsp;12/25/2026 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12763 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;29250 | &nbsp;&nbsp;29064 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | &nbsp;&nbsp;3.224% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;14058 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | &nbsp;&nbsp;3.243% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;9929 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;18126 | &nbsp;&nbsp;17890 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;13669 | &nbsp;&nbsp;13474 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4813 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;9917 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7226 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9532 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;16150 | &nbsp;&nbsp;16034 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10880 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;35850 | &nbsp;&nbsp;35845 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17915 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;10157 | &nbsp;&nbsp;10154 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11247 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;31075 | &nbsp;&nbsp;31047 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;11640 | &nbsp;&nbsp;11636 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9611 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;36100 | &nbsp;&nbsp;35939 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;37950 | &nbsp;&nbsp;38075 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;15101 | &nbsp;&nbsp;15030 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;16080 | &nbsp;&nbsp;15966 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10378 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;11977 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | &nbsp;&nbsp;3.505% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;20118 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;13215 | &nbsp;&nbsp;12936 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;23152 | &nbsp;&nbsp;22448 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | &nbsp;&nbsp;2.903% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;15725 | &nbsp;&nbsp;15164 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15229 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13073 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | &nbsp;&nbsp;2.425% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;26450 | &nbsp;&nbsp;25036 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;12180 | &nbsp;&nbsp;11579 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | &nbsp;&nbsp;2.524% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;21365 | &nbsp;&nbsp;20222 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | &nbsp;&nbsp;2.537% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;19195 | &nbsp;&nbsp;18186 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;15863 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | &nbsp;&nbsp;2.253% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;25885 | &nbsp;&nbsp;24164 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | &nbsp;&nbsp;1.872% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;23113 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K107 | &nbsp;&nbsp;1.639% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;5869 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;8866 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | &nbsp;&nbsp;1.558% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5540 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;4831 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;11555 | &nbsp;&nbsp;10285 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | &nbsp;&nbsp;1.366% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;13763 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | &nbsp;&nbsp;1.378% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;17463 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;19215 | &nbsp;&nbsp;16999 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | &nbsp;&nbsp;1.493% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;25215 | &nbsp;&nbsp;22349 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | &nbsp;&nbsp;1.566% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3111 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;15356 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;0.995% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;1.547% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;&nbsp;&nbsp;9633 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;0.863% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;1.521% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;9614 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;22275 | &nbsp;&nbsp;19743 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | &nbsp;&nbsp;1.658% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;16532 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | &nbsp;&nbsp;1.846% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;43265 | &nbsp;&nbsp;38670 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | &nbsp;&nbsp;2.074% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;22825 | &nbsp;&nbsp;20659 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | &nbsp;&nbsp;2.108% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;27475 | &nbsp;&nbsp;24879 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;15240 | &nbsp;&nbsp;13731 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.342% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;2808 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;26225 | &nbsp;&nbsp;23423 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | &nbsp;&nbsp;1.723% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;8822 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;26325 | &nbsp;&nbsp;23295 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | &nbsp;&nbsp;2.023% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | &nbsp;&nbsp;2.096% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;11401 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;2.243% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10476 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;6854 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | &nbsp;&nbsp;2.476% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9244 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6831 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;6984 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.711% | &nbsp;&nbsp;4/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;2046 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/2032 | &nbsp;&nbsp;47125 | &nbsp;&nbsp;45001 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K150 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;49000 | &nbsp;&nbsp;47301 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14528 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9730 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8156 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;4/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;5132 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;11212 | &nbsp;&nbsp;10767 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6194 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3574 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;13336 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;13098 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3043 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9676 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K160 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;15296 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K161 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;8095 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K163 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/25/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10416 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K164 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;14163 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K165 | &nbsp;&nbsp;4.489% | &nbsp;&nbsp;9/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K166 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17169 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K167 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8546 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K168 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12696 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K169 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8224 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7815 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K171 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2285 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K505 | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;10040 | &nbsp;&nbsp;10229 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K506 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7618 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7139 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K508 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12741 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K509 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9258 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K510 | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3835 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K512 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K515 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11929 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10345 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K517 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;10064 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K518 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;30354 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K520 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8482 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K524 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K526 | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8136 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K533 | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K537 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5879 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K538 | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;31000 | &nbsp;&nbsp;31476 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K539 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;23090 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K541 | &nbsp;&nbsp;4.348% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;32078 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K542 | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27340 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K543 | &nbsp;&nbsp;4.329% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3534 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K547 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6260 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | &nbsp;&nbsp;3.208% | &nbsp;&nbsp;2/25/2026 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;13055 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | &nbsp;&nbsp;2.862% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;19042 | &nbsp;&nbsp;18895 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;23725 | &nbsp;&nbsp;23398 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | &nbsp;&nbsp;1.545% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8108 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;23263 | &nbsp;&nbsp;22281 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | &nbsp;&nbsp;1.603% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | &nbsp;&nbsp;1.760% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;11796 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;5260 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;15675 | &nbsp;&nbsp;14727 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | &nbsp;&nbsp;2.031% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;9733 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;8674 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1991 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10358 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K752 | &nbsp;&nbsp;4.284% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10179 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K753 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;12254 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K754 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5704 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K755 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8919 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K756 | &nbsp;&nbsp;4.963% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6232 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K757 | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15709 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K758 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16394 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K759 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14432 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K760 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;44640 | &nbsp;&nbsp;45415 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K761 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;48000 | &nbsp;&nbsp;48368 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4089 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;1/25/2034 | &nbsp;&nbsp;23775 | &nbsp;&nbsp;22670 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5052 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;3/25/2034 | &nbsp;&nbsp;13170 | &nbsp;&nbsp;12346 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;22265 | &nbsp;&nbsp;19509 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | &nbsp;&nbsp;2.859% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;13375 | &nbsp;&nbsp;11780 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | &nbsp;&nbsp;1.940% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;11696 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | &nbsp;&nbsp;1.721% | &nbsp;&nbsp;5/25/2035 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;11014 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | &nbsp;&nbsp;1.716% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;19930 | &nbsp;&nbsp;15665 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;12/25/2035 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;9120 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.007% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;10755 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;8008 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;7429 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;10806 | &nbsp;&nbsp;10708 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | &nbsp;&nbsp;2.853% | &nbsp;&nbsp;1/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;5138 |
| <sup>2,4</sup> | FHLMC Multifamily WI Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;31950 | &nbsp;&nbsp;33292 |
| <sup>2</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5414 | &nbsp;&nbsp;&nbsp;&nbsp;5464 |
| <sup>2</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
| <sup>2</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.910% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1804 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2020 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12054 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4522 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2022-A | &nbsp;&nbsp;1.560% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2022-B | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;1075 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4737 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp;&nbsp;&nbsp;1431 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;2869 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5166 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7582 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6557 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8118 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1276 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;8128 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7099 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2023-2 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2023-3 | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1030 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4661 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5034 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5065 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1605 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4339 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4918 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | &nbsp;&nbsp;0.990% | &nbsp;&nbsp;10/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | &nbsp;&nbsp;1.510% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;4/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;1735 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp;1478 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;1598 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6308 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8608 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;11/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7578 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1008 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC22 | &nbsp;&nbsp;3.862% | &nbsp;&nbsp;6/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.527% | &nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC26 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;11/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS2 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS3 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/10/2049 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11310 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.645% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2878 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8248 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12065 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.638% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;13194 | &nbsp;&nbsp;12918 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;3393 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS8 | &nbsp;&nbsp;3.205% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9810 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC39 | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;5/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7335 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2404 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15208 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.212% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GSA1 | &nbsp;&nbsp;3.048% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;3.173% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;3907 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2021-B | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;1783 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4166 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4907 | &nbsp;&nbsp;&nbsp;&nbsp;4948 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1154 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.730% | &nbsp;&nbsp;7/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;&nbsp;&nbsp;1811 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp;&nbsp;&nbsp;5423 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1076 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;6/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;1771 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7357 | &nbsp;&nbsp;&nbsp;&nbsp;7427 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1018 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10035 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-3 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8895 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1410 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9604 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3049 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1254 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;6383 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-3 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2021-C | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;1719 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1334 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6565 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3557 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1393 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4142 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3533 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1012 |
| <sup>2</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3521 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
| <sup>2</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2667 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;1847 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;2897 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7249 | &nbsp;&nbsp;&nbsp;&nbsp;7324 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1461 |
| <sup>2</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3964 |
| <sup>2</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
| <sup>2</sup> | John Deere Owner Trust Series 2024-C | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
| <sup>2</sup> | John Deere Owner Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1516 |
| <sup>2</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
| <sup>2</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;4092 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;14096 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.648% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5739 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4558 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | &nbsp;&nbsp;4.202% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;1120 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.639% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;1697 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | &nbsp;&nbsp;3.179% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;4.226% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2750 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5022 | &nbsp;&nbsp;&nbsp;&nbsp;4982 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;3.316% | &nbsp;&nbsp;3/17/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;3/17/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;17175 | &nbsp;&nbsp;17010 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.876% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3123 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;10755 | &nbsp;&nbsp;10493 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4296 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | &nbsp;&nbsp;3.454% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | &nbsp;&nbsp;4.029% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;16910 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11300 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4349 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.484% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1918 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | &nbsp;&nbsp;3.141% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.414% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2712 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14040 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3765 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.713% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2312 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13070 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;11/13/2052 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;14223 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | &nbsp;&nbsp;2.180% | &nbsp;&nbsp;5/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;3336 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2023-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3130 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2532 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2189 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2535 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1322 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2021-1 | &nbsp;&nbsp;0.730% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;1789 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp;4393 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4255 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11377 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4107 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | &nbsp;&nbsp;3.531% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | &nbsp;&nbsp;3.753% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.272% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11928 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.325% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1241 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | &nbsp;&nbsp;2.860% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11503 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13991 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;13521 | &nbsp;&nbsp;13415 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.994% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.599% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8059 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5627 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.536% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8192 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;21234 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2015-UBS8 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3441 | &nbsp;&nbsp;&nbsp;&nbsp;3431 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.282% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB11 | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11548 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.596% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11470 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4780 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2017-H1 | &nbsp;&nbsp;3.530% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7400 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-H4 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9893 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.417% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;14885 | &nbsp;&nbsp;14379 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1785 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H7 | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;3.806% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3588 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;4.071% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;8257 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10405 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;2.041% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6806 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.698% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;9788 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.880% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4683 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.951% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L7 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;9366 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2022-L8 | &nbsp;&nbsp;3.918% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;9801 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;6.199% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2023-B | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2962 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;13013 | &nbsp;&nbsp;13165 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10528 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4051 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1395 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7598 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5678 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2021-A | &nbsp;&nbsp;0.570% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1055 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp;&nbsp;&nbsp;4292 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3592 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2135 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1158 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3137 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1094 |
| <sup>2</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>2</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2763 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2021-4 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2362 | &nbsp;&nbsp;&nbsp;&nbsp;2357 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2022-5 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2022-6 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1040 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1456 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;1370 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1821 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4746 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2851 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2111 | &nbsp;&nbsp;&nbsp;&nbsp;2120 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;10304 | &nbsp;&nbsp;10347 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9138 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6233 | &nbsp;&nbsp;&nbsp;&nbsp;6265 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11368 |
| <sup>2</sup> | SG Commercial Mortgage Securities Trust Series 2016-C5 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8863 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2023-A1 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6221 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2023-A2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;13087 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2024-A1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;16744 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18296 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>2</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4579 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2021-C | &nbsp;&nbsp;0.720% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2021-D | &nbsp;&nbsp;1.020% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;3.110% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.770% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;1617 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1282 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;2773 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1564 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;3300 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3189 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6745 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1573 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16244 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5086 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2162 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8304 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7347 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6633 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6332 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.460% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9976 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.724% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4687 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7920 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2095 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.426% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3929 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.301% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7873 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.836% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3432 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C5 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8123 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4259 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;6279 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15676 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C9 | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15543 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C10 | &nbsp;&nbsp;4.313% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10416 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C11 | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.296% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5918 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.587% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.334% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;5767 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.585% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C14 | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12948 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C15 | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.605% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5062 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1494 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2123 |
| <sup>2</sup> | Verizon Master Trust Series 2023-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12964 |
| <sup>2</sup> | Verizon Master Trust Series 2023-4 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11724 |
| <sup>2</sup> | Verizon Master Trust Series 2023-7 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3466 |
| <sup>2</sup> | Verizon Master Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3356 |
| <sup>2</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5095 |
| <sup>2</sup> | Verizon Master Trust Series 2024-4 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4538 |
| <sup>2</sup> | Verizon Master Trust Series 2024-6 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;11825 | &nbsp;&nbsp;11880 |
| <sup>2</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
| <sup>2</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9152 |
| <sup>2</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
| <sup>2</sup> | Verizon Master Trust Series 2025-7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.810% | &nbsp;&nbsp;10/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp;&nbsp;&nbsp;3477 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2023-A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3095 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5825 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3534 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2373 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.652% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;13629 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.814% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1717 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;1/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | &nbsp;&nbsp;3.096% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4647 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | &nbsp;&nbsp;2.807% | &nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;2283 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.825% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp;8945 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;12/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1513 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;11445 | &nbsp;&nbsp;11266 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;3158 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.418% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9462 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5188 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7914 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2085 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13065 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;4017 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8371 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;1/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8426 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.012% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15692 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | &nbsp;&nbsp;4.212% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10489 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10084 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10643 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4049 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;13076 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7426 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;10574 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2660 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4393 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10160 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | &nbsp;&nbsp;3.146% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | &nbsp;&nbsp;2.725% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;11883 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | &nbsp;&nbsp;2.448% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2073 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;2.092% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | &nbsp;&nbsp;2.626% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;5.928% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7337 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;4065 |
| <sup>2</sup> | WF Card Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;11337 |
| <sup>2</sup> | WF Card Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5545 |
| <sup>2</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8591 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2013-C14 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2014-C22 | &nbsp;&nbsp;4.371% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2014-C23 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2021-D | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;2087 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.660% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-A | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1569 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1321 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;2823 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;2476 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4187 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;1972 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5659 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>2</sup> | World Omni Automobile Lease Securitization Trust Series 2023-A | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>2</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015 |
| <sup>2</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513 |
| <sup>2</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 |
| <sup>2</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
| <sup>2</sup> | World Omni Select Auto Trust Series 2025-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,860,139)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,860,139)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,860,139)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,860,139)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,860,139)** | **7594386** |
| **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** |
| **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;11083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10515 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;67896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59456 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13729 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;14811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10110 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;36760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20881 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7571 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;37509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20246 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;7385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;13257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12957 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10058 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;12598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13909 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/2040 | &nbsp;&nbsp;26907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28741 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2042 | &nbsp;&nbsp;17299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15133 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/2049 | &nbsp;&nbsp;15766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13356 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;13091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13390 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;31980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33086 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;10974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11084 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;10256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10210 |
|  | AT&T Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;21753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21794 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;35556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34521 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;39053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36962 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;26597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26576 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;26266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26376 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;41327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41410 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7103 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;18463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16160 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14959 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;22436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19112 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;58900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61223 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;32452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31312 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;26050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25847 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10641 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | AT&T Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;37282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35742 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;42117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33666 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;25077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21646 |
|  | AT&T Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;16093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14207 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;18325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15449 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19705 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;57123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50956 |
|  | AT&T Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;33042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27970 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12627 | &nbsp;&nbsp;10666 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;41173 | &nbsp;&nbsp;29770 |
| AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;57221 | &nbsp;&nbsp;39539 |
| AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;35250 | &nbsp;&nbsp;34844 |
| AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;103645 | &nbsp;&nbsp;71383 |
| AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;18548 | &nbsp;&nbsp;19239 |
| AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;91206 | &nbsp;&nbsp;65069 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;110706 | &nbsp;&nbsp;75697 |
| AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;16368 | &nbsp;&nbsp;11640 |
| Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14170 | &nbsp;&nbsp;14068 |
| Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10472 | &nbsp;&nbsp;10539 |
| Baidu Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6779 | &nbsp;&nbsp;&nbsp;&nbsp;6926 |
| Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;5596 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 | &nbsp;&nbsp;&nbsp;&nbsp;4206 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;7085 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;52383 | &nbsp;&nbsp;53322 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp;&nbsp;&nbsp;8756 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;20537 | &nbsp;&nbsp;20058 |
| Booking Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10348 | &nbsp;&nbsp;10236 |
| British Telecommunications plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;10006 |
| British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36283 | &nbsp;&nbsp;44670 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19821 | &nbsp;&nbsp;19518 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23069 | &nbsp;&nbsp;22957 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30678 | &nbsp;&nbsp;28536 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20122 | &nbsp;&nbsp;20383 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21409 | &nbsp;&nbsp;22466 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8149 | &nbsp;&nbsp;&nbsp;&nbsp;7348 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;14701 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13705 | &nbsp;&nbsp;12987 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14484 | &nbsp;&nbsp;15487 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;28626 | &nbsp;&nbsp;30504 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;40350 | &nbsp;&nbsp;42251 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;32153 | &nbsp;&nbsp;23486 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;25670 | &nbsp;&nbsp;18490 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;66025 | &nbsp;&nbsp;65219 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;54037 | &nbsp;&nbsp;46667 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;37959 | &nbsp;&nbsp;34344 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;22513 | &nbsp;&nbsp;18616 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;64145 | &nbsp;&nbsp;50717 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;37577 | &nbsp;&nbsp;24783 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;14830 | &nbsp;&nbsp;10033 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;15710 | &nbsp;&nbsp;13122 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.834% | &nbsp;&nbsp;10/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;5820 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;18913 | &nbsp;&nbsp;19102 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;20912 | &nbsp;&nbsp;13018 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;24046 | &nbsp;&nbsp;16669 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp;11795 | &nbsp;&nbsp;&nbsp;&nbsp;7458 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;7363 |
| Comcast Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;19444 | &nbsp;&nbsp;19061 |
| Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;22792 | &nbsp;&nbsp;22600 |
| Comcast Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;12329 | &nbsp;&nbsp;12207 |
| Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;24791 | &nbsp;&nbsp;24340 |
| Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5798 | &nbsp;&nbsp;&nbsp;&nbsp;5739 |
| Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;59479 | &nbsp;&nbsp;59730 |
| Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;18339 | &nbsp;&nbsp;18606 |
| Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp;12289 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;29184 | &nbsp;&nbsp;27370 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24166 | &nbsp;&nbsp;23375 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30352 | &nbsp;&nbsp;30399 |
| Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608 | &nbsp;&nbsp;&nbsp;&nbsp;6756 |
| Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502 | &nbsp;&nbsp;&nbsp;&nbsp;4757 |
| Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;10300 |
| Comcast Corp. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;11255 |
| Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;4508 |
| Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20373 | &nbsp;&nbsp;19466 |
| Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13754 | &nbsp;&nbsp;14131 |
| Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;&nbsp;9092 |
| Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;36173 | &nbsp;&nbsp;34729 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Comcast Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8257 | &nbsp;&nbsp;&nbsp;&nbsp;9240 |
| Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;17244 | &nbsp;&nbsp;14668 |
| Comcast Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;13994 | &nbsp;&nbsp;15622 |
| Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6956 | &nbsp;&nbsp;&nbsp;&nbsp;6116 |
| Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;37752 | &nbsp;&nbsp;35559 |
| Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp;4227 |
| Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;13536 | &nbsp;&nbsp;10789 |
| Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;29782 | &nbsp;&nbsp;25007 |
| Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;10601 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
| Comcast Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;2781 |
| Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;21168 | &nbsp;&nbsp;18532 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;40975 | &nbsp;&nbsp;29605 |
| Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;16409 | &nbsp;&nbsp;12850 |
| Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;20252 | &nbsp;&nbsp;15807 |
| Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;22418 | &nbsp;&nbsp;17522 |
| Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;25629 | &nbsp;&nbsp;22288 |
| Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;&nbsp;&nbsp;9531 |
| Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;25149 | &nbsp;&nbsp;17565 |
| Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;31943 | &nbsp;&nbsp;19459 |
| Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;86060 | &nbsp;&nbsp;52970 |
| Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;16911 | &nbsp;&nbsp;&nbsp;&nbsp;9317 |
| Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
| Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;86853 | &nbsp;&nbsp;51500 |
| Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;15392 | &nbsp;&nbsp;13449 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;15640 | &nbsp;&nbsp;&nbsp;&nbsp;8213 |
| Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;43359 | &nbsp;&nbsp;24761 |
| Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;4156 |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;58459 | &nbsp;&nbsp;68911 |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
| Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;5666 |
| Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;7304 |
| Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;12427 | &nbsp;&nbsp;12520 |
| Expedia Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14954 | &nbsp;&nbsp;14822 |
| Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4787 | &nbsp;&nbsp;&nbsp;&nbsp;4572 |
| Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
| Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;15340 | &nbsp;&nbsp;15749 |
| FactSet Research Systems Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp;5046 |
| FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;6263 |
| Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;77104 | &nbsp;&nbsp;78102 |
| Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/2030 | &nbsp;&nbsp;10636 | &nbsp;&nbsp;10298 |
| Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;7762 |
| Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;14047 | &nbsp;&nbsp;14103 |
| Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;20996 | &nbsp;&nbsp;20441 |
| Grupo Televisa SAB | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;4468 |
| Grupo Televisa SAB | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
| Grupo Televisa SAB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;14658 | &nbsp;&nbsp;10218 |
| Grupo Televisa SAB | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/31/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7438 | &nbsp;&nbsp;&nbsp;&nbsp;5991 |
| Grupo Televisa SAB | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9094 | &nbsp;&nbsp;&nbsp;&nbsp;6431 |
| Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
| Interpublic Group of Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5481 |
| Interpublic Group of Cos. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;5591 |
| Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3796 | &nbsp;&nbsp;&nbsp;&nbsp;2845 |
| Interpublic Group of Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
| Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7439 | &nbsp;&nbsp;&nbsp;&nbsp;8723 |
| Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;23172 | &nbsp;&nbsp;23073 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;22270 | &nbsp;&nbsp;22720 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;15598 | &nbsp;&nbsp;15802 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13122 | &nbsp;&nbsp;13550 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;15399 | &nbsp;&nbsp;15703 |
| Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;48144 | &nbsp;&nbsp;46842 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;2204 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;13098 | &nbsp;&nbsp;13261 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;31832 | &nbsp;&nbsp;27311 |
| Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;35058 | &nbsp;&nbsp;35509 |
| Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;38716 | &nbsp;&nbsp;38271 |
| Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;19750 | &nbsp;&nbsp;16925 |
| Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;25029 | &nbsp;&nbsp;25686 |
| Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;35847 | &nbsp;&nbsp;35583 |
| NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
| Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;37890 | &nbsp;&nbsp;38719 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;45483 | &nbsp;&nbsp;&nbsp;&nbsp;47954 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20309 | &nbsp;&nbsp;&nbsp;&nbsp;21877 |
| <sup>7</sup> | Netflix Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 |
| <sup>7</sup> | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9306 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11128 | &nbsp;&nbsp;&nbsp;&nbsp;10221 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13760 | &nbsp;&nbsp;&nbsp;&nbsp;12406 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31385 | &nbsp;&nbsp;&nbsp;&nbsp;38126 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;17856 | &nbsp;&nbsp;&nbsp;&nbsp;17814 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6546 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;28946 | &nbsp;&nbsp;&nbsp;&nbsp;32321 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14849 | &nbsp;&nbsp;&nbsp;&nbsp;14676 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;23913 | &nbsp;&nbsp;&nbsp;&nbsp;22279 |
|  | Paramount Global | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8442 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;22028 | &nbsp;&nbsp;&nbsp;&nbsp;23325 |
|  | Paramount Global | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;18141 | &nbsp;&nbsp;&nbsp;&nbsp;14854 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;27560 | &nbsp;&nbsp;&nbsp;&nbsp;21263 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;14739 | &nbsp;&nbsp;&nbsp;&nbsp;13470 |
|  | Paramount Global | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9666 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18848 | &nbsp;&nbsp;&nbsp;&nbsp;14685 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;24285 | &nbsp;&nbsp;&nbsp;&nbsp;24749 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;22552 | &nbsp;&nbsp;&nbsp;&nbsp;21289 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;35005 | &nbsp;&nbsp;&nbsp;&nbsp;35496 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;23670 | &nbsp;&nbsp;&nbsp;&nbsp;20587 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;27823 | &nbsp;&nbsp;&nbsp;&nbsp;22994 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31373 | &nbsp;&nbsp;&nbsp;&nbsp;33742 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30294 | &nbsp;&nbsp;&nbsp;&nbsp;36886 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7122 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9555 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 |
|  | TCI Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.103% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20911 | &nbsp;&nbsp;&nbsp;&nbsp;20874 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;14044 | &nbsp;&nbsp;&nbsp;&nbsp;12803 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;11844 | &nbsp;&nbsp;&nbsp;&nbsp;10651 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6832 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;16054 | &nbsp;&nbsp;&nbsp;&nbsp;14924 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13584 | &nbsp;&nbsp;&nbsp;&nbsp;15705 |
|  | TELUS Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;11931 | &nbsp;&nbsp;&nbsp;&nbsp;11703 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11624 | &nbsp;&nbsp;&nbsp;&nbsp;10706 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6557 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;26461 | &nbsp;&nbsp;&nbsp;&nbsp;27491 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;19276 | &nbsp;&nbsp;&nbsp;&nbsp;20105 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;11682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9376 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;68237 | &nbsp;&nbsp;&nbsp;&nbsp;67835 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17144 | &nbsp;&nbsp;&nbsp;&nbsp;17174 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;33640 | &nbsp;&nbsp;&nbsp;&nbsp;32064 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15168 | &nbsp;&nbsp;&nbsp;&nbsp;15457 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;16598 | &nbsp;&nbsp;&nbsp;&nbsp;16898 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12730 | &nbsp;&nbsp;&nbsp;&nbsp;12085 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5117 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13241 | &nbsp;&nbsp;&nbsp;&nbsp;12858 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;153142 | &nbsp;&nbsp;150120 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;43289 | &nbsp;&nbsp;&nbsp;&nbsp;39307 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;15676 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35407 | &nbsp;&nbsp;&nbsp;&nbsp;33688 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;11531 | &nbsp;&nbsp;10140 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;13904 | &nbsp;&nbsp;12465 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8697 | &nbsp;&nbsp;&nbsp;&nbsp;8948 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;21721 | &nbsp;&nbsp;22405 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;37279 | &nbsp;&nbsp;38084 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;12319 | &nbsp;&nbsp;12603 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;32044 | &nbsp;&nbsp;28926 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;32340 | &nbsp;&nbsp;24273 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;46696 | &nbsp;&nbsp;39299 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;59987 | &nbsp;&nbsp;40756 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;28340 | &nbsp;&nbsp;19385 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;16477 | &nbsp;&nbsp;16302 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;16780 | &nbsp;&nbsp;16799 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8588 | &nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;7646 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2060 | &nbsp;&nbsp;28381 | &nbsp;&nbsp;19253 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;2674 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;8186 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;12123 | &nbsp;&nbsp;&nbsp;&nbsp;9896 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;9297 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;41118 | &nbsp;&nbsp;41243 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20114 | &nbsp;&nbsp;19932 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;30636 | &nbsp;&nbsp;30676 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;14047 | &nbsp;&nbsp;13911 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6272 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp;&nbsp;&nbsp;8664 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7408 | &nbsp;&nbsp;&nbsp;&nbsp;7609 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;53106 | &nbsp;&nbsp;50641 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;57585 | &nbsp;&nbsp;57186 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;29522 | &nbsp;&nbsp;28213 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;17585 | &nbsp;&nbsp;15377 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;22590 | &nbsp;&nbsp;19864 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/2031 | &nbsp;&nbsp;34488 | &nbsp;&nbsp;30178 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;51840 | &nbsp;&nbsp;47130 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;72152 | &nbsp;&nbsp;63277 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/2033 | &nbsp;&nbsp;19564 | &nbsp;&nbsp;20037 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;38680 | &nbsp;&nbsp;38093 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;39351 | &nbsp;&nbsp;37922 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;23325 | &nbsp;&nbsp;22943 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;18229 | &nbsp;&nbsp;18529 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;18817 | &nbsp;&nbsp;17634 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;14362 | &nbsp;&nbsp;14524 |
| <sup>7</sup> | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/2037 | &nbsp;&nbsp;39607 | &nbsp;&nbsp;40239 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;15899 | &nbsp;&nbsp;15141 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;89230 | &nbsp;&nbsp;64536 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;54735 | &nbsp;&nbsp;43239 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/2041 | &nbsp;&nbsp;16626 | &nbsp;&nbsp;12097 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;10677 | &nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;10222 | &nbsp;&nbsp;&nbsp;&nbsp;8317 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;20129 | &nbsp;&nbsp;16420 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;39295 | &nbsp;&nbsp;35733 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/16/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6248 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;17028 | &nbsp;&nbsp;14651 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/2050 | &nbsp;&nbsp;21327 | &nbsp;&nbsp;16817 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;40126 | &nbsp;&nbsp;25604 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/2051 | &nbsp;&nbsp;13707 | &nbsp;&nbsp;10028 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;70190 | &nbsp;&nbsp;43217 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;24300 | &nbsp;&nbsp;14727 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/2061 | &nbsp;&nbsp;44618 | &nbsp;&nbsp;31434 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5649 | &nbsp;&nbsp;&nbsp;&nbsp;6152 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2048 | &nbsp;&nbsp;22436 | &nbsp;&nbsp;21147 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/2049 | &nbsp;&nbsp;43919 | &nbsp;&nbsp;38952 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;15214 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;23163 | &nbsp;&nbsp;22546 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4613 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/2064 | &nbsp;&nbsp;13180 | &nbsp;&nbsp;13100 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Walt Disney Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8796 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8605 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;10272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9908 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;20295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18825 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;12658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11773 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11995 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;10616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11965 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;44209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50202 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/2040 | &nbsp;&nbsp;13845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13309 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;24550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20579 |
|  | Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10140 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;19368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17944 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;26075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16812 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/23/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/2051 | &nbsp;&nbsp;24063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18205 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/2060 | &nbsp;&nbsp;15384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11513 |
|  | Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9465 |
|  |  |  |  |  | &nbsp;&nbsp;**6718361** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;29815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29445 |
| <sup>7</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/2030 | &nbsp;&nbsp;13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13579 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;18691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16821 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/2034 | &nbsp;&nbsp;10111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10018 |
| <sup>7</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17326 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2037 | &nbsp;&nbsp;10143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/2041 | &nbsp;&nbsp;12006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/2047 | &nbsp;&nbsp;24723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21113 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/2051 | &nbsp;&nbsp;19218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13434 |
| <sup>7</sup> | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/2057 | &nbsp;&nbsp;15996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13722 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/2061 | &nbsp;&nbsp;13577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9106 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/2027 | &nbsp;&nbsp;27837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27635 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;28787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27631 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/2027 | &nbsp;&nbsp;56364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55758 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;14477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14698 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;50257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47616 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;36713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36182 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;13631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13986 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;24564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21985 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/2031 | &nbsp;&nbsp;64652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58161 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;10876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10518 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;27408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28161 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6443 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/2037 | &nbsp;&nbsp;68092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62715 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;40622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31182 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;35701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30195 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/2050 | &nbsp;&nbsp;39978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24657 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/2051 | &nbsp;&nbsp;34869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24209 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;24297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20396 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/2060 | &nbsp;&nbsp;35305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20857 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/2061 | &nbsp;&nbsp;40297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26999 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;13259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10658 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/5/2026 | &nbsp;&nbsp;13955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13995 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;17165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17354 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9803 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6649 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11770 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4802 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;16112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15311 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;10692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10973 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27564 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8142 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7386 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8927 | &nbsp;&nbsp;&nbsp;&nbsp;9083 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;27085 | &nbsp;&nbsp;27320 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;33050 | &nbsp;&nbsp;33100 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;12007 | &nbsp;&nbsp;10491 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;14486 | &nbsp;&nbsp;14874 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;2321 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/2034 | &nbsp;&nbsp;18827 | &nbsp;&nbsp;18993 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;10033 |
| <sup>2</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5359 | &nbsp;&nbsp;&nbsp;&nbsp;4112 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;23177 | &nbsp;&nbsp;14708 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;13635 | &nbsp;&nbsp;10311 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/2054 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;10524 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;8168 |
|  | AutoNation Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6604 | &nbsp;&nbsp;&nbsp;&nbsp;6639 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7291 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17103 | &nbsp;&nbsp;17007 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4810 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6968 | &nbsp;&nbsp;&nbsp;&nbsp;7388 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/2029 | &nbsp;&nbsp;10719 | &nbsp;&nbsp;10549 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;17234 | &nbsp;&nbsp;17735 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;21707 | &nbsp;&nbsp;21445 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5678 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;23179 | &nbsp;&nbsp;23369 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17332 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;1925 |
|  | Block Financial LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7832 | &nbsp;&nbsp;&nbsp;&nbsp;7428 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;18016 | &nbsp;&nbsp;17354 |
|  | Block Financial LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp;&nbsp;&nbsp;7184 |
|  | BorgWarner Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;15396 | &nbsp;&nbsp;15007 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6442 |
| <sup>2</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9201 | &nbsp;&nbsp;&nbsp;&nbsp;6198 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;4331 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9214 |
|  | Brunswick Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7325 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>2</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;&nbsp;&nbsp;2468 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;9152 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;4861 |
| <sup>2</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;7057 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8336 |
|  | Claremont Mckenna College | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;1/1/2122 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9566 | &nbsp;&nbsp;&nbsp;&nbsp;9519 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2364 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5353 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;6245 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;5047 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;18050 | &nbsp;&nbsp;18411 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;17020 | &nbsp;&nbsp;17637 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;11253 | &nbsp;&nbsp;&nbsp;&nbsp;8295 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;3097 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;17383 | &nbsp;&nbsp;11062 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;14456 | &nbsp;&nbsp;14350 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;20173 | &nbsp;&nbsp;18874 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/2031 | &nbsp;&nbsp;13433 | &nbsp;&nbsp;12226 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;10947 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;14755 | &nbsp;&nbsp;11035 |
| <sup>2</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
| <sup>2</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;6535 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4522 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;9987 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;3509 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/2070 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;10410 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.346% | &nbsp;&nbsp;12/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;3413 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;2180 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2545 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;35455 | &nbsp;&nbsp;30965 |
|  | Ford Motor Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;31424 | &nbsp;&nbsp;25056 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7428 | &nbsp;&nbsp;&nbsp;&nbsp;7454 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;1/9/2027 | &nbsp;&nbsp;15057 | &nbsp;&nbsp;14939 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5277 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;17918 | &nbsp;&nbsp;18144 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;15790 | &nbsp;&nbsp;15768 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;15457 | &nbsp;&nbsp;15206 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;11852 | &nbsp;&nbsp;11563 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;10215 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp;&nbsp;&nbsp;7845 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;9849 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;26948 | &nbsp;&nbsp;28143 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp;&nbsp;&nbsp;5847 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;29177 | &nbsp;&nbsp;29613 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;23321 | &nbsp;&nbsp;23157 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;36254 | &nbsp;&nbsp;36156 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;28190 | &nbsp;&nbsp;28680 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;3/6/2030 | &nbsp;&nbsp;18115 | &nbsp;&nbsp;19387 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;22798 | &nbsp;&nbsp;24366 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;9/5/2030 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10789 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;31726 | &nbsp;&nbsp;29483 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp;&nbsp;&nbsp;8500 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;11/5/2031 | &nbsp;&nbsp;36038 | &nbsp;&nbsp;36816 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;6986 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;26234 | &nbsp;&nbsp;28050 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;1690 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13455 | &nbsp;&nbsp;12882 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;10031 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4506 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;2078 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11905 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8874 | &nbsp;&nbsp;&nbsp;&nbsp;9021 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;23440 | &nbsp;&nbsp;24309 |
|  | General Motors Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp;3058 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;22043 | &nbsp;&nbsp;21425 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;17455 | &nbsp;&nbsp;18360 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;12596 | &nbsp;&nbsp;13585 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;17734 | &nbsp;&nbsp;16980 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;50461 | &nbsp;&nbsp;51335 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;8384 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;22575 | &nbsp;&nbsp;24161 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;18698 | &nbsp;&nbsp;17053 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/6/2026 | &nbsp;&nbsp;27077 | &nbsp;&nbsp;27015 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/2027 | &nbsp;&nbsp;26478 | &nbsp;&nbsp;26506 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;9980 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5902 | &nbsp;&nbsp;&nbsp;&nbsp;6012 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;18009 | &nbsp;&nbsp;17503 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9507 | &nbsp;&nbsp;&nbsp;&nbsp;9427 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;5199 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;17700 | &nbsp;&nbsp;16886 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;18649 | &nbsp;&nbsp;19322 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4602 | &nbsp;&nbsp;&nbsp;&nbsp;4783 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;15353 | &nbsp;&nbsp;15233 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;45200 | &nbsp;&nbsp;46693 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;27979 | &nbsp;&nbsp;28279 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;37482 | &nbsp;&nbsp;38395 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;&nbsp;&nbsp;9955 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;17720 | &nbsp;&nbsp;16884 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;16238 | &nbsp;&nbsp;16730 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;10023 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;11482 | &nbsp;&nbsp;11963 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;17448 | &nbsp;&nbsp;15588 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/2031 | &nbsp;&nbsp;13606 | &nbsp;&nbsp;14079 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;8476 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/7/2034 | &nbsp;&nbsp;14844 | &nbsp;&nbsp;15614 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12940 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp;1853 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/2035 | &nbsp;&nbsp;30379 | &nbsp;&nbsp;31320 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1767 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7344 | &nbsp;&nbsp;&nbsp;&nbsp;7799 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;18136 | &nbsp;&nbsp;18479 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;6132 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp;7719 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;13562 | &nbsp;&nbsp;11186 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;8422 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9523 | &nbsp;&nbsp;&nbsp;&nbsp;6259 |
|  | Georgetown University | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;3940 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;12624 | &nbsp;&nbsp;11252 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/2045 | &nbsp;&nbsp;11335 | &nbsp;&nbsp;&nbsp;&nbsp;9217 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8822 | &nbsp;&nbsp;&nbsp;&nbsp;8750 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;10056 | &nbsp;&nbsp;&nbsp;&nbsp;9916 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/19/2029 | &nbsp;&nbsp;12085 | &nbsp;&nbsp;11777 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7384 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;3542 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;21325 | &nbsp;&nbsp;20908 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;24954 | &nbsp;&nbsp;24480 |
|  | Home Depot Inc. | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;4046 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;6159 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7789 | &nbsp;&nbsp;&nbsp;&nbsp;7759 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6263 | &nbsp;&nbsp;&nbsp;&nbsp;6268 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;29692 | &nbsp;&nbsp;28639 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;18113 | &nbsp;&nbsp;18557 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;31273 | &nbsp;&nbsp;29459 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;18172 | &nbsp;&nbsp;15661 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;11745 | &nbsp;&nbsp;12111 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;15434 | &nbsp;&nbsp;13486 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;38724 | &nbsp;&nbsp;36266 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;14074 | &nbsp;&nbsp;14292 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/2034 | &nbsp;&nbsp;21443 | &nbsp;&nbsp;21961 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;14167 | &nbsp;&nbsp;14034 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/2036 | &nbsp;&nbsp;71692 | &nbsp;&nbsp;78026 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;10755 | &nbsp;&nbsp;&nbsp;&nbsp;8812 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;13827 | &nbsp;&nbsp;14235 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;2845 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;7035 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;2768 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;13012 | &nbsp;&nbsp;11177 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;20564 | &nbsp;&nbsp;16628 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;23708 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;33874 | &nbsp;&nbsp;24451 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;3705 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;12442 | &nbsp;&nbsp;&nbsp;&nbsp;7848 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;45411 | &nbsp;&nbsp;34001 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp;&nbsp;&nbsp;7779 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7949 | &nbsp;&nbsp;&nbsp;&nbsp;7783 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;10847 | &nbsp;&nbsp;&nbsp;&nbsp;7753 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/25/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.534% | &nbsp;&nbsp;3/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/2028 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20620 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;26010 | &nbsp;&nbsp;26236 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;14731 | &nbsp;&nbsp;13414 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/2035 | &nbsp;&nbsp;10890 | &nbsp;&nbsp;11097 |
| <sup>2</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;3944 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7547 | &nbsp;&nbsp;&nbsp;&nbsp;7689 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;4140 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12538 | &nbsp;&nbsp;12552 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7409 | &nbsp;&nbsp;&nbsp;&nbsp;7602 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/2030 | &nbsp;&nbsp;21115 | &nbsp;&nbsp;21949 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;10510 | &nbsp;&nbsp;10751 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7543 | &nbsp;&nbsp;&nbsp;&nbsp;7722 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;10156 | &nbsp;&nbsp;&nbsp;&nbsp;9833 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3200 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;5959 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/2060 | &nbsp;&nbsp;12582 | &nbsp;&nbsp;&nbsp;&nbsp;7458 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;15105 | &nbsp;&nbsp;15435 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5727 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;11912 | &nbsp;&nbsp;12407 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;12635 | &nbsp;&nbsp;13238 |
|  | Lear Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;13552 |
|  | Lear Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp;&nbsp;7984 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;10731 | &nbsp;&nbsp;&nbsp;&nbsp;9664 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;13942 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;7894 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;5194 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;14306 | &nbsp;&nbsp;11323 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9946 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | Lennar Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;18524 | &nbsp;&nbsp;18699 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;10391 | &nbsp;&nbsp;10290 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;18017 | &nbsp;&nbsp;17762 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;22417 | &nbsp;&nbsp;22397 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7989 | &nbsp;&nbsp;&nbsp;&nbsp;7470 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18157 | &nbsp;&nbsp;16972 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;24634 | &nbsp;&nbsp;24577 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3799 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15763 | &nbsp;&nbsp;15964 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;10447 | &nbsp;&nbsp;&nbsp;&nbsp;9193 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;27068 | &nbsp;&nbsp;26889 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;31219 | &nbsp;&nbsp;28491 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;31995 | &nbsp;&nbsp;30581 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;31484 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;14979 | &nbsp;&nbsp;15477 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;25288 | &nbsp;&nbsp;25080 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;12158 | &nbsp;&nbsp;11900 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;3415 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/2047 | &nbsp;&nbsp;18607 | &nbsp;&nbsp;14979 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/2049 | &nbsp;&nbsp;29219 | &nbsp;&nbsp;24927 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;7751 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;17985 | &nbsp;&nbsp;11622 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4356 | &nbsp;&nbsp;&nbsp;&nbsp;3086 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;26489 | &nbsp;&nbsp;21376 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;12563 | &nbsp;&nbsp;12480 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;16761 | &nbsp;&nbsp;16908 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;11988 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8707 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp;&nbsp;&nbsp;7653 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;7800 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5641 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;12306 | &nbsp;&nbsp;12271 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;15631 | &nbsp;&nbsp;16242 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8021 | &nbsp;&nbsp;&nbsp;&nbsp;8172 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;23384 | &nbsp;&nbsp;23606 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;17473 | &nbsp;&nbsp;16078 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2389 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;14705 | &nbsp;&nbsp;13621 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4874 | &nbsp;&nbsp;&nbsp;&nbsp;4227 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;8420 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;18811 | &nbsp;&nbsp;19230 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;12182 |
|  | Masco Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;7061 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8699 | &nbsp;&nbsp;&nbsp;&nbsp;8188 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp;7937 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;5889 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9682 | &nbsp;&nbsp;&nbsp;&nbsp;6664 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;4810 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;5538 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4721 | &nbsp;&nbsp;&nbsp;&nbsp;4987 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/2111 | &nbsp;&nbsp;11341 | &nbsp;&nbsp;11449 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;8046 | &nbsp;&nbsp;&nbsp;&nbsp;6875 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/2116 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;4928 |
|  | Mattel Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;16270 | &nbsp;&nbsp;16157 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9172 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;23006 | &nbsp;&nbsp;22903 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;8172 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8259 | &nbsp;&nbsp;&nbsp;&nbsp;8501 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;17672 | &nbsp;&nbsp;16745 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;17012 | &nbsp;&nbsp;15600 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2827 | &nbsp;&nbsp;&nbsp;&nbsp;2872 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;19223 | &nbsp;&nbsp;18763 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3610 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;17965 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/2035 | &nbsp;&nbsp;41896 | &nbsp;&nbsp;42431 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/2035 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;13063 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;13705 | &nbsp;&nbsp;13809 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;10554 | &nbsp;&nbsp;11687 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;10534 | &nbsp;&nbsp;11204 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2277 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;6352 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/2045 | &nbsp;&nbsp;11968 | &nbsp;&nbsp;10726 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/2045 | &nbsp;&nbsp;17209 | &nbsp;&nbsp;15920 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;14053 | &nbsp;&nbsp;12168 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5711 | &nbsp;&nbsp;&nbsp;&nbsp;4914 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6354 | &nbsp;&nbsp;&nbsp;&nbsp;4759 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;16923 | &nbsp;&nbsp;13905 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;7809 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;6402 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;&nbsp;&nbsp;1557 |
|  | MDC Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;12734 | &nbsp;&nbsp;12101 |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/2031 | &nbsp;&nbsp;10952 | &nbsp;&nbsp;13043 |
| <sup>7</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6916 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6355 |
|  | NIKE Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8997 | &nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | NIKE Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;29056 | &nbsp;&nbsp;27596 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2872 | &nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/27/2050 | &nbsp;&nbsp;21955 | &nbsp;&nbsp;15954 |
| <sup>2</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9553 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;14941 | &nbsp;&nbsp;14247 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5813 | &nbsp;&nbsp;&nbsp;&nbsp;3683 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;6109 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;12790 | &nbsp;&nbsp;12089 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4725 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;22089 | &nbsp;&nbsp;21891 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;15690 | &nbsp;&nbsp;15524 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8231 | &nbsp;&nbsp;&nbsp;&nbsp;8205 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7037 | &nbsp;&nbsp;&nbsp;&nbsp;7097 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7693 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5689 | &nbsp;&nbsp;&nbsp;&nbsp;5618 |
|  | Owens Corning | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;10445 | &nbsp;&nbsp;11000 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;11394 | &nbsp;&nbsp;11752 |
| <sup>2</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;8691 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;12152 | &nbsp;&nbsp;&nbsp;&nbsp;8980 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;8545 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;16076 | &nbsp;&nbsp;11250 |
|  | PulteGroup Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;7216 |
|  | PulteGroup Inc. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;&nbsp;7183 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;2396 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;18225 | &nbsp;&nbsp;18579 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10997 | &nbsp;&nbsp;10389 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15418 |
| <sup>2</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;19019 | &nbsp;&nbsp;11720 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;3077 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7033 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4856 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;8183 |
| <sup>5</sup> | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;19350 | &nbsp;&nbsp;19473 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9074 | &nbsp;&nbsp;&nbsp;&nbsp;8813 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;22790 | &nbsp;&nbsp;23286 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/2030 | &nbsp;&nbsp;10986 | &nbsp;&nbsp;10805 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6721 | &nbsp;&nbsp;&nbsp;&nbsp;6177 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;3457 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp;&nbsp;&nbsp;5708 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;1676 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;25845 | &nbsp;&nbsp;23538 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9135 | &nbsp;&nbsp;&nbsp;&nbsp;8928 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;5829 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;1746 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5322 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6971 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12197 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;16676 | &nbsp;&nbsp;15321 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;6817 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;31229 | &nbsp;&nbsp;28671 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;6064 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;4766 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;19605 | &nbsp;&nbsp;19869 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;15159 | &nbsp;&nbsp;15719 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8179 | &nbsp;&nbsp;&nbsp;&nbsp;6851 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5101 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;5431 |
| <sup>2</sup> | Tapestry Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;11917 | &nbsp;&nbsp;12196 |
|  | Tapestry Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;2126 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8487 | &nbsp;&nbsp;&nbsp;&nbsp;8674 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6435 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;10336 | &nbsp;&nbsp;10241 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5256 | &nbsp;&nbsp;&nbsp;&nbsp;4646 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14476 | &nbsp;&nbsp;14502 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6033 | &nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7561 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;12243 | &nbsp;&nbsp;12301 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2121 | &nbsp;&nbsp;&nbsp;&nbsp;2114 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;13176 | &nbsp;&nbsp;12590 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;6557 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;13104 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;19472 | &nbsp;&nbsp;19632 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;13783 | &nbsp;&nbsp;13654 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;12405 | &nbsp;&nbsp;12596 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;14155 | &nbsp;&nbsp;14286 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9249 | &nbsp;&nbsp;&nbsp;&nbsp;8806 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8167 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8813 | &nbsp;&nbsp;&nbsp;&nbsp;8637 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9798 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/5/2028 | &nbsp;&nbsp;22625 | &nbsp;&nbsp;22687 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;12012 | &nbsp;&nbsp;12431 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8803 | &nbsp;&nbsp;&nbsp;&nbsp;8962 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13151 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;7311 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7637 | &nbsp;&nbsp;&nbsp;&nbsp;7728 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;16934 | &nbsp;&nbsp;17441 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;16107 | &nbsp;&nbsp;14837 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;15358 | &nbsp;&nbsp;14871 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11163 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;23668 | &nbsp;&nbsp;24036 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;15195 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;22591 | &nbsp;&nbsp;23434 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/2031 | &nbsp;&nbsp;22184 | &nbsp;&nbsp;19342 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;20265 | &nbsp;&nbsp;20522 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13604 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;17405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18190 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7563 |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 |
| <sup>2</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839 |
| <sup>2</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 |
|  | Trustees of Dartmouth College | &nbsp;&nbsp;4.273% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;10835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11666 |
| <sup>2</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;20475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12970 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8288 |
| <sup>2</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6259 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7108 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;11259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976 |
| <sup>2</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;22355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17495 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;11724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8844 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;13025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10771 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;14780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11891 |
|  | University of Southern California | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5494 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 |
| <sup>2</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;16618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12186 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10292 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589 |
| <sup>2</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12022 |
| <sup>2</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;11377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 |
|  |  |  |  |  | &nbsp;&nbsp;**6421119** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27116 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5017 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18461 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;23416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24276 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;37870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29363 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8370 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;19439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16734 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp;33578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25679 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;22828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23350 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;14740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10627 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;86310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85267 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;140948 | &nbsp;&nbsp;&nbsp;&nbsp;131923 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;25877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25481 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;37660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35169 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;69993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71423 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31405 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11597 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9537 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;38629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49901 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;24048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24827 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8735 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14499 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;27902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24258 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;48280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48836 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;20863 | &nbsp;&nbsp;21747 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;12137 | &nbsp;&nbsp;11673 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;18672 | &nbsp;&nbsp;17057 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;5469 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;4999 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;3631 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;4785 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9930 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
| Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;7469 |
| Avery Dennison Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;11124 | &nbsp;&nbsp;10323 |
| Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;8498 |
| BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;14813 | &nbsp;&nbsp;14915 |
| BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;14226 | &nbsp;&nbsp;14081 |
| BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;33465 | &nbsp;&nbsp;31965 |
| BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11533 |
| BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;20035 | &nbsp;&nbsp;20416 |
| BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;13024 | &nbsp;&nbsp;14059 |
| BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;14500 |
| BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;18345 | &nbsp;&nbsp;16771 |
| BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;13735 | &nbsp;&nbsp;13800 |
| BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12532 | &nbsp;&nbsp;12964 |
| BAT Capital Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/19/2032 | &nbsp;&nbsp;10170 | &nbsp;&nbsp;11858 |
| BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;21690 | &nbsp;&nbsp;23800 |
| BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;11619 | &nbsp;&nbsp;12401 |
| BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;14273 |
| BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;32906 | &nbsp;&nbsp;30139 |
| BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp;10994 |
| BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;18457 | &nbsp;&nbsp;15481 |
| BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;5941 |
| BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/2050 | &nbsp;&nbsp;12411 | &nbsp;&nbsp;11299 |
| BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;7344 |
| BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;15264 |
| BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8085 | &nbsp;&nbsp;&nbsp;&nbsp;8460 |
| BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;12202 | &nbsp;&nbsp;12272 |
| BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;13823 | &nbsp;&nbsp;14517 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13707 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2683 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6327 | &nbsp;&nbsp;&nbsp;&nbsp;5586 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9046 | &nbsp;&nbsp;&nbsp;&nbsp;8993 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6786 | &nbsp;&nbsp;&nbsp;&nbsp;6793 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;&nbsp;7724 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/2031 | &nbsp;&nbsp;12977 | &nbsp;&nbsp;11897 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7621 | &nbsp;&nbsp;&nbsp;&nbsp;7738 |
| Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;22432 | &nbsp;&nbsp;22410 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7577 |
| Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;5507 |
| Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;11503 | &nbsp;&nbsp;11783 |
| Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;10899 |
| Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1628 | &nbsp;&nbsp;&nbsp;&nbsp;1437 |
| Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp;3876 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5621 | &nbsp;&nbsp;&nbsp;&nbsp;5545 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;4867 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9189 | &nbsp;&nbsp;&nbsp;&nbsp;8551 |
| Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8074 | &nbsp;&nbsp;&nbsp;&nbsp;7929 |
| Clorox Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6528 |
| Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11294 | &nbsp;&nbsp;10128 |
| Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
| Coca-Cola Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;3947 |
| Coca-Cola Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;11456 | &nbsp;&nbsp;11289 |
| Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17560 | &nbsp;&nbsp;16911 |
| Coca-Cola Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;12048 |
| Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;15467 | &nbsp;&nbsp;14493 |
| Coca-Cola Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;10257 | &nbsp;&nbsp;&nbsp;&nbsp;9604 |
| Coca-Cola Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;12902 |
| Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;30448 | &nbsp;&nbsp;27371 |
| Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
| Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;16484 | &nbsp;&nbsp;14337 |
| Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/2032 | &nbsp;&nbsp;18082 | &nbsp;&nbsp;16182 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;9415 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;10016 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1478 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;12718 | &nbsp;&nbsp;&nbsp;&nbsp;9457 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;&nbsp;&nbsp;5374 |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;25703 | &nbsp;&nbsp;16276 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;4301 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;32408 | &nbsp;&nbsp;19814 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/2055 | &nbsp;&nbsp;22831 | &nbsp;&nbsp;22385 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9051 | &nbsp;&nbsp;&nbsp;&nbsp;5502 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/2064 | &nbsp;&nbsp;20682 | &nbsp;&nbsp;20581 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;9389 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5301 | &nbsp;&nbsp;&nbsp;&nbsp;5544 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;13346 | &nbsp;&nbsp;12534 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;8385 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7293 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2043 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11495 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;11393 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;7120 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;18115 | &nbsp;&nbsp;16989 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4317 |
| <sup>2</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9411 | &nbsp;&nbsp;&nbsp;&nbsp;9504 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;15529 | &nbsp;&nbsp;14632 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;17822 | &nbsp;&nbsp;18015 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6283 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5127 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;16938 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp;&nbsp;&nbsp;2419 |
| <sup>2</sup> | Conopco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp;1721 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/6/2026 | &nbsp;&nbsp;13133 | &nbsp;&nbsp;13067 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/2027 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;11322 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14798 | &nbsp;&nbsp;14600 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp;&nbsp;&nbsp;8178 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;8549 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;18866 | &nbsp;&nbsp;18103 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp;3698 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;15192 | &nbsp;&nbsp;13392 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;5713 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;13114 | &nbsp;&nbsp;13236 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/2047 | &nbsp;&nbsp;15928 | &nbsp;&nbsp;13359 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;8041 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/2027 | &nbsp;&nbsp;19674 | &nbsp;&nbsp;19442 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/2027 | &nbsp;&nbsp;22284 | &nbsp;&nbsp;21414 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;36055 | &nbsp;&nbsp;32512 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;18165 | &nbsp;&nbsp;15726 |
|  | Delhaize America LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;4545 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6679 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;14426 | &nbsp;&nbsp;13497 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;12998 | &nbsp;&nbsp;11812 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;18414 | &nbsp;&nbsp;15932 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;9154 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;6565 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9083 | &nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9708 | &nbsp;&nbsp;10059 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6607 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp;5410 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;8895 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;40159 | &nbsp;&nbsp;38586 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;12356 | &nbsp;&nbsp;12485 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/2033 | &nbsp;&nbsp;11077 | &nbsp;&nbsp;11485 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2234 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9591 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;25543 | &nbsp;&nbsp;25466 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;15291 | &nbsp;&nbsp;10272 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;9675 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10274 | &nbsp;&nbsp;10348 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;19832 | &nbsp;&nbsp;18453 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;14176 | &nbsp;&nbsp;13214 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;13189 | &nbsp;&nbsp;11643 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8868 | &nbsp;&nbsp;&nbsp;&nbsp;8891 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;5857 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6451 | &nbsp;&nbsp;&nbsp;&nbsp;5215 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;12582 | &nbsp;&nbsp;&nbsp;&nbsp;8362 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;6012 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | General Mills Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | General Mills Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/10/2027 | &nbsp;&nbsp;15884 | &nbsp;&nbsp;15698 |
|  | General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;26017 | &nbsp;&nbsp;26058 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8398 |
|  | General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9327 | &nbsp;&nbsp;&nbsp;&nbsp;8762 |
|  | General Mills Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
|  | General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;11155 |
|  | General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2027 | &nbsp;&nbsp;25949 | &nbsp;&nbsp;25691 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;12204 | &nbsp;&nbsp;11890 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;29595 | &nbsp;&nbsp;28040 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/2052 | &nbsp;&nbsp;11337 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
|  | Hershey Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
|  | Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | Hershey Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4689 | &nbsp;&nbsp;&nbsp;&nbsp;4401 |
|  | Hershey Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5773 | &nbsp;&nbsp;&nbsp;&nbsp;5169 |
|  | Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6911 | &nbsp;&nbsp;&nbsp;&nbsp;6934 |
|  | Hershey Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6831 | &nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | Hershey Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5437 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9916 | &nbsp;&nbsp;&nbsp;&nbsp;9339 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;14588 | &nbsp;&nbsp;13100 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5758 |
|  | Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;11314 | &nbsp;&nbsp;10611 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;1541 |
|  | J M Smucker Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;14112 |
|  | J M Smucker Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5903 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;9950 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;19027 | &nbsp;&nbsp;20656 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;6279 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;12785 | &nbsp;&nbsp;13943 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;10753 | &nbsp;&nbsp;10157 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;11542 | &nbsp;&nbsp;10769 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;22690 | &nbsp;&nbsp;23680 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15419 | &nbsp;&nbsp;17047 |
| <sup>7</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12416 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2052 | &nbsp;&nbsp;15876 | &nbsp;&nbsp;12496 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;34439 | &nbsp;&nbsp;36300 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;13170 | &nbsp;&nbsp;15076 |
| <sup>7</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;17796 | &nbsp;&nbsp;18243 |
| <sup>7</sup> | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;8501 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
| <sup>7</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;13462 |
| <sup>7</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;20686 | &nbsp;&nbsp;21599 |
|  | Kellanova | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8692 | &nbsp;&nbsp;&nbsp;&nbsp;8590 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp;7496 |
|  | Kellanova | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
| <sup>2</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;11070 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;3958 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;16306 | &nbsp;&nbsp;16663 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13870 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;10247 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;26101 | &nbsp;&nbsp;26537 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9554 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;9292 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/2063 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;10164 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7536 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;12977 | &nbsp;&nbsp;12802 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;18394 | &nbsp;&nbsp;18094 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;24894 | &nbsp;&nbsp;23481 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11065 | &nbsp;&nbsp;&nbsp;&nbsp;9758 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;10119 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;12035 | &nbsp;&nbsp;11506 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8260 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;4504 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;4638 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;5/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2581 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;13994 | &nbsp;&nbsp;10185 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;16930 | &nbsp;&nbsp;13658 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;5143 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;10747 | &nbsp;&nbsp;10478 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7582 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/2031 | &nbsp;&nbsp;11611 | &nbsp;&nbsp;10351 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3408 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10423 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;4658 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;3561 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;21982 | &nbsp;&nbsp;21893 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5274 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5108 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;9890 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/2039 | &nbsp;&nbsp;13607 | &nbsp;&nbsp;15177 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/2040 | &nbsp;&nbsp;12376 | &nbsp;&nbsp;13361 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;17736 | &nbsp;&nbsp;16378 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;28156 | &nbsp;&nbsp;26031 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;29935 | &nbsp;&nbsp;24905 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;17480 | &nbsp;&nbsp;15287 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;14076 | &nbsp;&nbsp;13310 |
|  | Kroger Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;17018 | &nbsp;&nbsp;16779 |
|  | Kroger Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;3734 |
| <sup>2</sup> | Kroger Co. | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5843 |
|  | Kroger Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7603 | &nbsp;&nbsp;&nbsp;&nbsp;8707 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;32560 | &nbsp;&nbsp;32823 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7598 | &nbsp;&nbsp;&nbsp;&nbsp;8715 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp;6914 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5833 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;7651 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;11264 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;6409 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;8183 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;27387 | &nbsp;&nbsp;26675 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;21612 | &nbsp;&nbsp;21112 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10613 | &nbsp;&nbsp;10491 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8092 | &nbsp;&nbsp;&nbsp;&nbsp;7482 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;&nbsp;5194 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;9306 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;9086 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;5971 |
| Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;13677 |
| Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;23232 | &nbsp;&nbsp;18894 |
| Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/17/2027 | &nbsp;&nbsp;11239 | &nbsp;&nbsp;11011 |
| Mondelez International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10043 |
| Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
| Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/2030 | &nbsp;&nbsp;14709 | &nbsp;&nbsp;13791 |
| Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;12120 | &nbsp;&nbsp;10513 |
| Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;5881 |
| Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
| Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
| Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/2050 | &nbsp;&nbsp;16129 | &nbsp;&nbsp;&nbsp;&nbsp;9782 |
| PepsiCo Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/6/2026 | &nbsp;&nbsp;19323 | &nbsp;&nbsp;19046 |
| PepsiCo Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7018 | &nbsp;&nbsp;&nbsp;&nbsp;7108 |
| PepsiCo Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;14195 | &nbsp;&nbsp;13955 |
| PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;9589 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5546 |
| PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;9397 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
| PepsiCo Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12590 | &nbsp;&nbsp;12637 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;19810 | &nbsp;&nbsp;18854 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;38628 | &nbsp;&nbsp;36499 |
| PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;8657 |
| PepsiCo Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6667 |
| PepsiCo Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;12376 | &nbsp;&nbsp;10754 |
| PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;5964 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;11174 | &nbsp;&nbsp;11345 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10229 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;18100 | &nbsp;&nbsp;18418 |
| PepsiCo Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;12290 | &nbsp;&nbsp;10402 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9263 | &nbsp;&nbsp;&nbsp;&nbsp;6741 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9261 | &nbsp;&nbsp;&nbsp;&nbsp;8043 |
| PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;10654 | &nbsp;&nbsp;&nbsp;&nbsp;8700 |
| PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/2046 | &nbsp;&nbsp;15488 | &nbsp;&nbsp;13845 |
| PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/2046 | &nbsp;&nbsp;23363 | &nbsp;&nbsp;17855 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7572 | &nbsp;&nbsp;&nbsp;&nbsp;6268 |
| PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;6968 |
| PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;10324 | &nbsp;&nbsp;&nbsp;&nbsp;6927 |
| PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9920 | &nbsp;&nbsp;&nbsp;&nbsp;7597 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/2051 | &nbsp;&nbsp;15887 | &nbsp;&nbsp;10175 |
| PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;3175 |
| PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/2027 | &nbsp;&nbsp;11994 | &nbsp;&nbsp;12109 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5705 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;20090 | &nbsp;&nbsp;20523 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;21718 | &nbsp;&nbsp;22103 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6878 | &nbsp;&nbsp;&nbsp;&nbsp;6734 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9818 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp;&nbsp;&nbsp;8518 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;10794 | &nbsp;&nbsp;11023 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;11225 | &nbsp;&nbsp;10906 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;11388 | &nbsp;&nbsp;11562 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;16290 | &nbsp;&nbsp;17152 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;14181 | &nbsp;&nbsp;14656 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10299 |
| Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;16412 | &nbsp;&nbsp;14956 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;8178 |
| Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;15249 | &nbsp;&nbsp;13490 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;17410 | &nbsp;&nbsp;18011 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;11915 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;23445 | &nbsp;&nbsp;24972 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;30203 | &nbsp;&nbsp;31551 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/2033 | &nbsp;&nbsp;14412 | &nbsp;&nbsp;15261 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;24537 | &nbsp;&nbsp;25330 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
| Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;16053 | &nbsp;&nbsp;18010 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;24908 | &nbsp;&nbsp;22265 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;10302 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;18425 | &nbsp;&nbsp;15271 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;13555 | &nbsp;&nbsp;11588 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;11372 | &nbsp;&nbsp;10593 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;11026 | &nbsp;&nbsp;&nbsp;&nbsp;9488 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;14223 | &nbsp;&nbsp;13752 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;16535 | &nbsp;&nbsp;15142 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;13535 | &nbsp;&nbsp;14428 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9994 | &nbsp;&nbsp;11028 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/3/2026 | &nbsp;&nbsp;16547 | &nbsp;&nbsp;16305 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;19692 | &nbsp;&nbsp;19416 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;13936 | &nbsp;&nbsp;14172 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;35402 | &nbsp;&nbsp;33988 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;23044 | &nbsp;&nbsp;20173 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/2034 | &nbsp;&nbsp;22408 | &nbsp;&nbsp;22761 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4364 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3921 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2047 | &nbsp;&nbsp;10637 | &nbsp;&nbsp;&nbsp;&nbsp;8293 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;15480 | &nbsp;&nbsp;16100 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
| <sup>2</sup> | Reynolds American Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
| <sup>2</sup> | Reynolds American Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3626 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;10081 | &nbsp;&nbsp;10357 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;35222 | &nbsp;&nbsp;34896 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;23709 | &nbsp;&nbsp;23394 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7034 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | Sysco Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;11971 | &nbsp;&nbsp;12692 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;3675 |
|  | Sysco Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;7206 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2419 | &nbsp;&nbsp;&nbsp;&nbsp;2622 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9589 | &nbsp;&nbsp;10705 |
|  | Sysco Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;7293 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;7331 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;5091 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;18076 | &nbsp;&nbsp;20086 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9922 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | Target Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7506 | &nbsp;&nbsp;&nbsp;&nbsp;7328 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6790 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;15174 | &nbsp;&nbsp;14856 |
|  | Target Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Target Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;11503 | &nbsp;&nbsp;10730 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;14566 | &nbsp;&nbsp;14651 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;15276 | &nbsp;&nbsp;15069 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;32147 | &nbsp;&nbsp;33088 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;10911 | &nbsp;&nbsp;12870 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;14373 | &nbsp;&nbsp;12284 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;12031 | &nbsp;&nbsp;&nbsp;&nbsp;9283 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp;1469 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;17636 | &nbsp;&nbsp;17463 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;18237 | &nbsp;&nbsp;18257 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2772 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;14268 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;14877 | &nbsp;&nbsp;13969 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;5418 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/2048 | &nbsp;&nbsp;19754 | &nbsp;&nbsp;18266 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;16688 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7202 | &nbsp;&nbsp;&nbsp;&nbsp;7257 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4224 | &nbsp;&nbsp;&nbsp;&nbsp;4186 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8326 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;21120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19672 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10774 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2033 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12412 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483 |
| <sup>2</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;14515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/2027 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14349 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469 |
|  | Walmart Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;10885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10929 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;30921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30916 |
|  | Walmart Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;15858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14860 |
|  | Walmart Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/8/2029 | &nbsp;&nbsp;24048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23549 |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/2029 | &nbsp;&nbsp;22553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21324 |
|  | Walmart Inc. | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/2030 | &nbsp;&nbsp;25560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25978 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;11956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11982 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9410 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;32433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33326 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;15936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16878 |
|  | Walmart Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;15859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18007 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/2038 | &nbsp;&nbsp;24993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23219 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | Walmart Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/2043 | &nbsp;&nbsp;22716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19905 |
|  | Walmart Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;10482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/2048 | &nbsp;&nbsp;10901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9188 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;19039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17065 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;16019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14364 |
|  |  |  |  |  | &nbsp;&nbsp;**5786615** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
|  | APA Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 |
|  | APA Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898 |
|  | Apache Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 |
|  | Apache Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;12278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10631 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;2.061% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.337% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;15706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15486 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.138% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7207 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.486% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;12592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10182 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7928 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10437 |
| <sup>2</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.017% | &nbsp;&nbsp;1/16/2027 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12768 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;14329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14238 |
| <sup>2</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4788 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;14535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14831 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;13028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13004 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27223 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;18750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19245 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.633% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;19626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19223 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;10545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;19797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17965 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;26736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27049 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;47513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48203 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;22215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22958 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;39470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30027 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;43479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28829 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;28509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17946 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;32058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20727 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;14884 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;30260 | &nbsp;&nbsp;29897 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;16114 | &nbsp;&nbsp;15950 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;24196 | &nbsp;&nbsp;24051 |
| <sup>7</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7614 | &nbsp;&nbsp;&nbsp;&nbsp;7785 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9764 | &nbsp;&nbsp;&nbsp;&nbsp;9151 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;16613 | &nbsp;&nbsp;18699 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
| <sup>7</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3058 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6338 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;13770 | &nbsp;&nbsp;14702 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
| <sup>2</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;10293 | &nbsp;&nbsp;&nbsp;&nbsp;9153 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5775 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;10101 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6541 | &nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;14393 | &nbsp;&nbsp;10222 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;33312 | &nbsp;&nbsp;33678 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;24680 | &nbsp;&nbsp;24004 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/2039 | &nbsp;&nbsp;11623 | &nbsp;&nbsp;&nbsp;&nbsp;9770 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;19485 | &nbsp;&nbsp;19431 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;20305 | &nbsp;&nbsp;20919 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;26253 | &nbsp;&nbsp;26184 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;30393 | &nbsp;&nbsp;29326 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;25019 | &nbsp;&nbsp;22809 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;&nbsp;3310 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;21705 | &nbsp;&nbsp;22573 |
| <sup>7</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;17490 | &nbsp;&nbsp;17891 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;24073 | &nbsp;&nbsp;22301 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.405% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;6970 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;14107 | &nbsp;&nbsp;14166 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;11192 | &nbsp;&nbsp;11193 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/13/2028 | &nbsp;&nbsp;23640 | &nbsp;&nbsp;23758 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7261 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;31948 | &nbsp;&nbsp;32694 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;7963 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7878 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;20284 | &nbsp;&nbsp;20451 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;24350 | &nbsp;&nbsp;24635 |
|  | Chevron USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6524 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5360 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;8948 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | CNOOC Finance 2014 ULC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | CNOOC Finance 2015 Australia Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/2028 | &nbsp;&nbsp;18436 | &nbsp;&nbsp;18596 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;10353 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;15927 | &nbsp;&nbsp;18822 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;3876 |
|  | ConocoPhillips | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;14016 | &nbsp;&nbsp;14123 |
|  | ConocoPhillips | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;10303 | &nbsp;&nbsp;11221 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;19664 | &nbsp;&nbsp;22214 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7086 | &nbsp;&nbsp;&nbsp;&nbsp;6454 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;22595 | &nbsp;&nbsp;23041 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;18919 | &nbsp;&nbsp;19350 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;13980 | &nbsp;&nbsp;14151 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;11516 | &nbsp;&nbsp;&nbsp;&nbsp;9466 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;13032 | &nbsp;&nbsp;11267 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;16075 | &nbsp;&nbsp;12084 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;14634 | &nbsp;&nbsp;13942 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;13835 | &nbsp;&nbsp;13642 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;34645 | &nbsp;&nbsp;33897 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;23345 | &nbsp;&nbsp;17444 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;9567 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2065 | &nbsp;&nbsp;17633 | &nbsp;&nbsp;17322 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;13057 | &nbsp;&nbsp;12978 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;12982 | &nbsp;&nbsp;10583 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;18531 | &nbsp;&nbsp;18416 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7637 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;11754 | &nbsp;&nbsp;11355 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6389 | &nbsp;&nbsp;&nbsp;&nbsp;6526 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6849 | &nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;5607 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;5572 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10468 | &nbsp;&nbsp;10487 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;7527 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;16942 | &nbsp;&nbsp;16326 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8911 | &nbsp;&nbsp;&nbsp;&nbsp;7758 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;10813 | &nbsp;&nbsp;10701 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;11848 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;17331 | &nbsp;&nbsp;16731 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;11665 | &nbsp;&nbsp;12016 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;13436 | &nbsp;&nbsp;12490 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;14585 | &nbsp;&nbsp;15709 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;21606 | &nbsp;&nbsp;22186 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;10079 | &nbsp;&nbsp;&nbsp;&nbsp;8144 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;11584 | &nbsp;&nbsp;&nbsp;&nbsp;9089 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;22887 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;18422 | &nbsp;&nbsp;17716 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;13844 | &nbsp;&nbsp;13334 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;8824 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;11602 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4339 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;4751 |
| <sup>2</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;12051 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5651 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;11832 | &nbsp;&nbsp;13925 |
|  | Enbridge Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;3454 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;10583 | &nbsp;&nbsp;10774 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;14084 | &nbsp;&nbsp;14087 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;10334 | &nbsp;&nbsp;10495 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;13799 | &nbsp;&nbsp;13692 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;10185 | &nbsp;&nbsp;10713 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;13165 | &nbsp;&nbsp;13592 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;14891 | &nbsp;&nbsp;14194 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;10185 | &nbsp;&nbsp;10988 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;32571 | &nbsp;&nbsp;34286 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;15735 | &nbsp;&nbsp;13390 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11811 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8382 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;8466 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;17094 | &nbsp;&nbsp;11704 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;27005 | &nbsp;&nbsp;30169 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;17825 | &nbsp;&nbsp;18300 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/2054 | &nbsp;&nbsp;11283 | &nbsp;&nbsp;11994 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;13688 | &nbsp;&nbsp;13732 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9389 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;48673 | &nbsp;&nbsp;49516 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;12192 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;7665 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;21422 | &nbsp;&nbsp;21776 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;18110 | &nbsp;&nbsp;18421 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;19132 | &nbsp;&nbsp;19684 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8818 | &nbsp;&nbsp;&nbsp;&nbsp;9077 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;16923 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;10645 | &nbsp;&nbsp;11163 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4347 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;15694 | &nbsp;&nbsp;16109 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;18544 | &nbsp;&nbsp;19038 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7562 | &nbsp;&nbsp;&nbsp;&nbsp;7368 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7313 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7014 | &nbsp;&nbsp;&nbsp;&nbsp;7666 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;13405 | &nbsp;&nbsp;13642 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7664 | &nbsp;&nbsp;&nbsp;&nbsp;8905 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6911 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;14255 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;11581 | &nbsp;&nbsp;11813 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3285 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9591 | &nbsp;&nbsp;&nbsp;&nbsp;8784 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11593 | &nbsp;&nbsp;10417 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;12755 | &nbsp;&nbsp;11698 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;22528 | &nbsp;&nbsp;22723 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;12118 | &nbsp;&nbsp;10953 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;13839 | &nbsp;&nbsp;12686 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;22892 | &nbsp;&nbsp;22573 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;34288 | &nbsp;&nbsp;34607 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;30803 | &nbsp;&nbsp;26374 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;39050 | &nbsp;&nbsp;37879 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;35503 | &nbsp;&nbsp;34949 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;15170 | &nbsp;&nbsp;15260 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6483 | &nbsp;&nbsp;&nbsp;&nbsp;6480 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;8397 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;56691 | &nbsp;&nbsp;54684 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;10107 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;19146 | &nbsp;&nbsp;19353 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp;10614 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp;4513 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;17290 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12199 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9468 | &nbsp;&nbsp;10233 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;12482 | &nbsp;&nbsp;11599 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;14832 | &nbsp;&nbsp;13113 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;14857 | &nbsp;&nbsp;13682 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;8886 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;21400 | &nbsp;&nbsp;19648 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;19642 | &nbsp;&nbsp;16350 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;19037 | &nbsp;&nbsp;17015 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;17938 | &nbsp;&nbsp;14643 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/2051 | &nbsp;&nbsp;15141 | &nbsp;&nbsp;11264 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;&nbsp;&nbsp;9559 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;14882 | &nbsp;&nbsp;10113 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;10153 | &nbsp;&nbsp;&nbsp;&nbsp;9136 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;19383 | &nbsp;&nbsp;19162 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/2060 | &nbsp;&nbsp;14163 | &nbsp;&nbsp;10568 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2077 | &nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp;2021 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2078 | &nbsp;&nbsp;&nbsp;&nbsp;9183 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15367 | &nbsp;&nbsp;15459 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;12445 | &nbsp;&nbsp;12733 |
|  | EOG Resources Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1237 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20380 | &nbsp;&nbsp;20930 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;13747 | &nbsp;&nbsp;12513 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13577 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5989 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp;&nbsp;&nbsp;8491 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | EQT Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8487 | &nbsp;&nbsp;&nbsp;&nbsp;8604 |
|  | EQT Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6772 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;12844 | &nbsp;&nbsp;13445 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;30135 | &nbsp;&nbsp;29625 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;12795 | &nbsp;&nbsp;13146 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10468 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;20182 | &nbsp;&nbsp;19195 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;25540 | &nbsp;&nbsp;24964 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;31468 | &nbsp;&nbsp;29367 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/2039 | &nbsp;&nbsp;11592 | &nbsp;&nbsp;&nbsp;&nbsp;9272 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;31019 | &nbsp;&nbsp;28415 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/2045 | &nbsp;&nbsp;12818 | &nbsp;&nbsp;10222 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;26441 | &nbsp;&nbsp;22439 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/2049 | &nbsp;&nbsp;21925 | &nbsp;&nbsp;15237 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;35455 | &nbsp;&nbsp;30415 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;39334 | &nbsp;&nbsp;28810 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;19075 | &nbsp;&nbsp;17976 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;16840 | &nbsp;&nbsp;16586 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;15200 |
|  | Halliburton Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;24196 | &nbsp;&nbsp;28960 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6456 | &nbsp;&nbsp;&nbsp;&nbsp;5717 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;11606 | &nbsp;&nbsp;10394 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;29692 | &nbsp;&nbsp;27022 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6974 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9825 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;12395 | &nbsp;&nbsp;10951 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;14546 | &nbsp;&nbsp;14591 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;8002 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;11256 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;14583 | &nbsp;&nbsp;15860 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;19263 | &nbsp;&nbsp;19994 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;10819 | &nbsp;&nbsp;11258 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7823 | &nbsp;&nbsp;&nbsp;&nbsp;7705 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp;&nbsp;&nbsp;9414 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5327 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;12945 | &nbsp;&nbsp;13528 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;5515 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8709 | &nbsp;&nbsp;&nbsp;&nbsp;9118 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;17296 | &nbsp;&nbsp;18769 |
| <sup>2</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;10117 | &nbsp;&nbsp;11392 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7268 | &nbsp;&nbsp;&nbsp;&nbsp;7899 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;8305 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;3504 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;12049 | &nbsp;&nbsp;10608 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5018 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp;&nbsp;&nbsp;9058 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4711 | &nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6873 | &nbsp;&nbsp;&nbsp;&nbsp;6694 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;30239 | &nbsp;&nbsp;30378 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4655 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;13995 | &nbsp;&nbsp;12400 |
| <sup>2</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;6170 |
| <sup>2</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6942 | &nbsp;&nbsp;&nbsp;&nbsp;8075 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;19739 | &nbsp;&nbsp;20133 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;24177 | &nbsp;&nbsp;23504 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;13410 | &nbsp;&nbsp;12133 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;3198 |
| Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
| Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;1378 |
| Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;10173 | &nbsp;&nbsp;10260 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;23308 | &nbsp;&nbsp;23517 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10645 | &nbsp;&nbsp;10533 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;23654 | &nbsp;&nbsp;24420 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;15435 | &nbsp;&nbsp;16627 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;10212 | &nbsp;&nbsp;&nbsp;&nbsp;8835 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6686 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
| MPLX LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;10467 | &nbsp;&nbsp;10457 |
| MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;21689 | &nbsp;&nbsp;21711 |
| MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;18379 | &nbsp;&nbsp;18285 |
| MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;19372 | &nbsp;&nbsp;17786 |
| MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11948 |
| MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;14910 | &nbsp;&nbsp;14923 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;9114 |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;18370 | &nbsp;&nbsp;18415 |
| MPLX LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;22252 | &nbsp;&nbsp;20144 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;12995 | &nbsp;&nbsp;11684 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;3829 |
| MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;9865 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;18253 | &nbsp;&nbsp;16995 |
| MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;1364 |
| MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5464 | &nbsp;&nbsp;&nbsp;&nbsp;5343 |
| MPLX LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;12844 | &nbsp;&nbsp;12998 |
| NOV Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10342 | &nbsp;&nbsp;10005 |
| NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;15291 | &nbsp;&nbsp;11944 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7576 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8566 | &nbsp;&nbsp;&nbsp;&nbsp;8948 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;16335 | &nbsp;&nbsp;16595 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;13236 | &nbsp;&nbsp;15280 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;13287 | &nbsp;&nbsp;14234 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;22465 | &nbsp;&nbsp;23634 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;12281 | &nbsp;&nbsp;13777 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6976 | &nbsp;&nbsp;&nbsp;&nbsp;7936 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4177 | &nbsp;&nbsp;&nbsp;&nbsp;4247 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;9597 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;24625 | &nbsp;&nbsp;26125 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6831 | &nbsp;&nbsp;&nbsp;&nbsp;6934 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;14816 | &nbsp;&nbsp;15464 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp;6906 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;4459 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;14005 | &nbsp;&nbsp;13663 |
| ONEOK Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6329 | &nbsp;&nbsp;&nbsp;&nbsp;6408 |
| ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;16069 | &nbsp;&nbsp;16022 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;15007 | &nbsp;&nbsp;15040 |
| ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;13990 | &nbsp;&nbsp;14101 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5799 |
| ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;13287 | &nbsp;&nbsp;13277 |
| ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7361 |
| ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;16199 | &nbsp;&nbsp;15617 |
| ONEOK Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;14659 |
| ONEOK Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4302 | &nbsp;&nbsp;&nbsp;&nbsp;4074 |
| ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;10429 |
| ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4211 | &nbsp;&nbsp;&nbsp;&nbsp;4529 |
| ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;10135 | &nbsp;&nbsp;10135 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;10658 | &nbsp;&nbsp;10664 |
| ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;13280 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;12255 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;27106 | &nbsp;&nbsp;26744 |
| ONEOK Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;2285 |
| ONEOK Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;21596 |
| ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;14830 | &nbsp;&nbsp;14099 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
| ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;10455 | &nbsp;&nbsp;&nbsp;&nbsp;9655 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/2047 | &nbsp;&nbsp;11333 | &nbsp;&nbsp;&nbsp;&nbsp;9837 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/3/2047 | &nbsp;&nbsp;13586 | &nbsp;&nbsp;10552 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;6487 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;11862 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;6445 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7286 | &nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8887 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;21935 | &nbsp;&nbsp;23325 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9202 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;21550 | &nbsp;&nbsp;21891 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;&nbsp;&nbsp;9735 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;10026 | &nbsp;&nbsp;10963 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7699 | &nbsp;&nbsp;&nbsp;&nbsp;7896 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4186 | &nbsp;&nbsp;&nbsp;&nbsp;4287 |
|  | Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10363 | &nbsp;&nbsp;10675 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6666 | &nbsp;&nbsp;&nbsp;&nbsp;7427 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp;6667 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;14824 | &nbsp;&nbsp;15688 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;9728 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;6664 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;7525 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8723 | &nbsp;&nbsp;&nbsp;&nbsp;8754 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9743 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11252 | &nbsp;&nbsp;11192 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;21358 | &nbsp;&nbsp;19068 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5499 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;3731 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;20877 | &nbsp;&nbsp;18668 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;3220 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7444 | &nbsp;&nbsp;&nbsp;&nbsp;7371 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;10936 | &nbsp;&nbsp;10459 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;12999 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;14915 | &nbsp;&nbsp;15342 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;12374 | &nbsp;&nbsp;12253 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8584 | &nbsp;&nbsp;&nbsp;&nbsp;7366 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6357 | &nbsp;&nbsp;&nbsp;&nbsp;5584 |
| <sup>2</sup> | Phillips 66 Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;8109 |
| <sup>2</sup> | Phillips 66 Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7268 | &nbsp;&nbsp;&nbsp;&nbsp;7287 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;20501 | &nbsp;&nbsp;18421 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13658 | &nbsp;&nbsp;12283 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;12745 | &nbsp;&nbsp;12766 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;13722 | &nbsp;&nbsp;13250 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;10962 | &nbsp;&nbsp;10575 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;8833 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;18423 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6089 | &nbsp;&nbsp;&nbsp;&nbsp;6162 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1694 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;11110 | &nbsp;&nbsp;&nbsp;&nbsp;9442 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8371 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;28844 | &nbsp;&nbsp;29029 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;26009 | &nbsp;&nbsp;25982 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;35285 | &nbsp;&nbsp;35432 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;11928 | &nbsp;&nbsp;12529 |
| <sup>7</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/26/2030 | &nbsp;&nbsp;19760 | &nbsp;&nbsp;18436 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;28903 | &nbsp;&nbsp;27120 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;22361 | &nbsp;&nbsp;21119 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;5186 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;18034 | &nbsp;&nbsp;16333 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;31772 | &nbsp;&nbsp;27772 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;31346 | &nbsp;&nbsp;25803 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;11443 | &nbsp;&nbsp;&nbsp;&nbsp;9098 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;23317 | &nbsp;&nbsp;16525 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/2028 | &nbsp;&nbsp;14499 | &nbsp;&nbsp;14490 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Shell International Finance BV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;38567 | &nbsp;&nbsp;43635 |
| Shell International Finance BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;14025 | &nbsp;&nbsp;14521 |
| Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7426 | &nbsp;&nbsp;&nbsp;&nbsp;5507 |
| Shell International Finance BV | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;9956 |
| Shell International Finance BV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;13172 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
| South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6945 | &nbsp;&nbsp;&nbsp;&nbsp;7006 |
| South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;11077 |
| South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;17945 | &nbsp;&nbsp;18042 |
| South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;9624 |
| Spectra Energy Partners LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;14544 | &nbsp;&nbsp;14444 |
| Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;14247 | &nbsp;&nbsp;12221 |
| Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7834 | &nbsp;&nbsp;&nbsp;&nbsp;8795 |
| Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;5373 |
| Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;9290 |
| Suncor Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;1942 |
| Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;8006 |
| Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;25829 | &nbsp;&nbsp;18512 |
| Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;16545 | &nbsp;&nbsp;17427 |
| Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8609 |
| Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;12880 | &nbsp;&nbsp;12242 |
| Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;11764 | &nbsp;&nbsp;12519 |
| Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3484 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;36030 | &nbsp;&nbsp;36687 |
| Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;10949 | &nbsp;&nbsp;11169 |
| Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15356 |
| Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;6568 |
| Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;13116 |
| Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;11839 | &nbsp;&nbsp;11908 |
| Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9763 | &nbsp;&nbsp;&nbsp;&nbsp;9775 |
| Targa Resources Partners LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6886 |
| Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10672 | &nbsp;&nbsp;10859 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;11383 | &nbsp;&nbsp;11420 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;17630 | &nbsp;&nbsp;16749 |
| TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6828 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1481 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;5635 |
| Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| Texas Eastern Transmission LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7795 | &nbsp;&nbsp;&nbsp;&nbsp;8729 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/2029 | &nbsp;&nbsp;16900 | &nbsp;&nbsp;16592 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;17765 | &nbsp;&nbsp;16944 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp;&nbsp;&nbsp;7577 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/2049 | &nbsp;&nbsp;12391 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/2050 | &nbsp;&nbsp;37289 | &nbsp;&nbsp;25473 |
| TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
| TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9707 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;16135 | &nbsp;&nbsp;16739 |
| TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;47902 | &nbsp;&nbsp;48221 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;26187 | &nbsp;&nbsp;25948 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;12435 | &nbsp;&nbsp;11953 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;19025 | &nbsp;&nbsp;19027 |
| TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;37770 | &nbsp;&nbsp;36372 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;16156 | &nbsp;&nbsp;16163 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;18254 | &nbsp;&nbsp;17984 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;23255 | &nbsp;&nbsp;22668 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4682 | &nbsp;&nbsp;&nbsp;&nbsp;4844 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7711 | &nbsp;&nbsp;&nbsp;&nbsp;8114 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;30410 | &nbsp;&nbsp;32557 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;15706 | &nbsp;&nbsp;16621 |
| TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;23235 | &nbsp;&nbsp;23939 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9286 | &nbsp;&nbsp;&nbsp;&nbsp;9258 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;22263 | &nbsp;&nbsp;21252 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;8415 |
| Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6383 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
| Valero Energy Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7246 |
| Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
| Valero Energy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7856 | &nbsp;&nbsp;&nbsp;&nbsp;7142 |
| Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8728 | &nbsp;&nbsp;10098 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14668 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  | Valero Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7724 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7225 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;16465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16057 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8282 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;11125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;18317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15962 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;21030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20893 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;15013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14352 |
| <sup>2</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;22160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20123 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14659 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;11552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11996 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20985 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8134 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9014 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;10076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9098 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;16698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15461 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;11947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10608 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7932 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;10360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10386 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;18783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19281 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2035 | &nbsp;&nbsp;26387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27542 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/2054 | &nbsp;&nbsp;12075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11527 |
|  |  |  |  |  | &nbsp;&nbsp;**6947427** |
| **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** | **Financials (7.2%)** |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 |
| <sup>2</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6968 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;49367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48512 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;45384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44990 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5148 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;18746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18598 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10406 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/2028 | &nbsp;&nbsp;12364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12808 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;47803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46078 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;43880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44283 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11817 |
| <sup>5</sup> | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;62935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58003 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;27977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25161 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;19065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18991 |
| <sup>5</sup> | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;21917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18033 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | Aflac Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22241 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2854 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;10460 | &nbsp;&nbsp;10178 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;15570 | &nbsp;&nbsp;15344 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10299 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;9119 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;7709 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;3359 |
| <sup>2</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;5141 |
| <sup>2</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;1943 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | Allstate Corp. | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5166 | &nbsp;&nbsp;&nbsp;&nbsp;5312 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;10176 | &nbsp;&nbsp;&nbsp;&nbsp;8785 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5860 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9821 | &nbsp;&nbsp;10287 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;11666 | &nbsp;&nbsp;&nbsp;&nbsp;9133 |
| <sup>2</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;7523 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7998 | &nbsp;&nbsp;&nbsp;&nbsp;8045 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
|  | Ally Financial Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;11850 | &nbsp;&nbsp;11070 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
| <sup>2</sup> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9946 | &nbsp;&nbsp;11343 |
|  | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7988 | &nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | American Express Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;11/4/2026 | &nbsp;&nbsp;16102 | &nbsp;&nbsp;15703 |
|  | American Express Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/4/2027 | &nbsp;&nbsp;34367 | &nbsp;&nbsp;33697 |
|  | American Express Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;33791 | &nbsp;&nbsp;33461 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;14049 | &nbsp;&nbsp;14237 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8554 | &nbsp;&nbsp;&nbsp;&nbsp;8701 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;17844 |
|  | American Express Co. | &nbsp;&nbsp;4.351% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;24500 | &nbsp;&nbsp;24632 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;14871 | &nbsp;&nbsp;15337 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;20853 | &nbsp;&nbsp;21785 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;10595 | &nbsp;&nbsp;10917 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;20285 | &nbsp;&nbsp;20865 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;31228 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10800 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;18594 | &nbsp;&nbsp;18911 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;20599 | &nbsp;&nbsp;20412 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;25208 | &nbsp;&nbsp;25849 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;8153 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;22774 | &nbsp;&nbsp;23505 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;39530 | &nbsp;&nbsp;41059 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;22250 | &nbsp;&nbsp;23568 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/2042 | &nbsp;&nbsp;14078 | &nbsp;&nbsp;12205 |
| <sup>2</sup> | American Express Credit Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1762 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;6441 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5592 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;12270 | &nbsp;&nbsp;11749 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8867 | &nbsp;&nbsp;&nbsp;&nbsp;9115 |
|  | American International Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5231 | &nbsp;&nbsp;&nbsp;&nbsp;4860 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8333 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;23239 | &nbsp;&nbsp;21001 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;13382 | &nbsp;&nbsp;11361 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6451 | &nbsp;&nbsp;&nbsp;&nbsp;6504 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4433 | &nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;9424 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6555 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;22010 |
| <sup>2</sup> | Andrew W Mellon Foundation | &nbsp;&nbsp;0.947% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
| <sup>2</sup> | Aon Corp. | &nbsp;&nbsp;8.205% | &nbsp;&nbsp;1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;4972 |
|  | Aon Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;10421 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/2029 | &nbsp;&nbsp;12375 | &nbsp;&nbsp;12194 |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;20332 | &nbsp;&nbsp;19094 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;6401 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8084 | &nbsp;&nbsp;&nbsp;&nbsp;5100 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/2052 | &nbsp;&nbsp;12665 | &nbsp;&nbsp;&nbsp;&nbsp;9608 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;12097 | &nbsp;&nbsp;10687 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;3162 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;12554 | &nbsp;&nbsp;12920 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;9138 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;39838 | &nbsp;&nbsp;41501 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;26789 | &nbsp;&nbsp;26994 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;21885 | &nbsp;&nbsp;22998 |
| <sup>7</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3996 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;9857 |
| <sup>7</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;10864 | &nbsp;&nbsp;11004 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5974 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;4.011% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;11601 | &nbsp;&nbsp;11582 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp;&nbsp;&nbsp;4435 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;5310 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;12970 | &nbsp;&nbsp;&nbsp;&nbsp;9683 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Ares Capital Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;11696 | &nbsp;&nbsp;12045 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;19105 | &nbsp;&nbsp;19665 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;12748 | &nbsp;&nbsp;13171 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;12103 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;17775 | &nbsp;&nbsp;17641 |
| <sup>2</sup> | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2032 | &nbsp;&nbsp;13385 | &nbsp;&nbsp;13635 |
|  | Ares Management Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/11/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6027 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;13758 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5316 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;12668 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;10520 | &nbsp;&nbsp;10895 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8385 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14624 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/2032 | &nbsp;&nbsp;12760 | &nbsp;&nbsp;13187 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2601 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;5457 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6489 | &nbsp;&nbsp;&nbsp;&nbsp;7190 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3698 | &nbsp;&nbsp;&nbsp;&nbsp;3827 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;11970 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;&nbsp;&nbsp;8995 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;4471 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;8989 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;14689 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5860 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
|  | Assurant Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4933 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;5851 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;4391 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;12739 | &nbsp;&nbsp;12713 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;18535 | &nbsp;&nbsp;19769 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12534 | &nbsp;&nbsp;&nbsp;&nbsp;11890 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13015 | &nbsp;&nbsp;&nbsp;&nbsp;13611 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;12886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8481 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;18130 | &nbsp;&nbsp;&nbsp;&nbsp;18475 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 |
| <sup>2</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;16945 | &nbsp;&nbsp;&nbsp;&nbsp;17040 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp;&nbsp;&nbsp;10895 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14964 | &nbsp;&nbsp;&nbsp;&nbsp;15272 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11779 | &nbsp;&nbsp;&nbsp;&nbsp;14011 |
|  | AXIS Specialty Finance LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066 |
| <sup>2</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15699 | &nbsp;&nbsp;&nbsp;&nbsp;15615 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9547 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;13467 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16259 | &nbsp;&nbsp;&nbsp;&nbsp;17315 |
|  | Banco Santander SA | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;11/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;21783 | &nbsp;&nbsp;&nbsp;&nbsp;21798 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10687 | &nbsp;&nbsp;&nbsp;&nbsp;10703 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;22005 | &nbsp;&nbsp;&nbsp;&nbsp;22545 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19390 | &nbsp;&nbsp;&nbsp;&nbsp;19206 |
|  | Banco Santander SA | &nbsp;&nbsp;5.552% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6874 |
|  | Banco Santander SA | &nbsp;&nbsp;4.175% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21290 | &nbsp;&nbsp;&nbsp;&nbsp;21259 |
|  | Banco Santander SA | &nbsp;&nbsp;4.379% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21391 | &nbsp;&nbsp;&nbsp;&nbsp;21460 |
| <sup>2</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11515 | &nbsp;&nbsp;&nbsp;&nbsp;11749 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23986 | &nbsp;&nbsp;&nbsp;&nbsp;24919 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;38640 | &nbsp;&nbsp;&nbsp;&nbsp;41352 |
|  | Banco Santander SA | &nbsp;&nbsp;3.306% | &nbsp;&nbsp;6/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19110 | &nbsp;&nbsp;&nbsp;&nbsp;18488 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp;&nbsp;&nbsp;13322 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13734 | &nbsp;&nbsp;&nbsp;&nbsp;13213 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22814 | &nbsp;&nbsp;&nbsp;&nbsp;20692 |
|  | Banco Santander SA | &nbsp;&nbsp;2.958% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9393 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;10388 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;32483 | &nbsp;&nbsp;&nbsp;&nbsp;36143 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;24705 | &nbsp;&nbsp;&nbsp;&nbsp;28308 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;22544 | &nbsp;&nbsp;&nbsp;&nbsp;24187 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12260 | &nbsp;&nbsp;&nbsp;&nbsp;13176 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;38127 | &nbsp;&nbsp;&nbsp;&nbsp;38184 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.248% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;50653 | &nbsp;&nbsp;&nbsp;&nbsp;49990 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;58838 | &nbsp;&nbsp;&nbsp;&nbsp;58874 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.824% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;35533 | &nbsp;&nbsp;&nbsp;&nbsp;35371 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp;&nbsp;&nbsp;12605 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;49011 | &nbsp;&nbsp;&nbsp;&nbsp;48685 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;71342 | &nbsp;&nbsp;&nbsp;&nbsp;70698 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11368 | &nbsp;&nbsp;&nbsp;&nbsp;11531 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;110473 | &nbsp;&nbsp;108729 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29762 | &nbsp;&nbsp;&nbsp;&nbsp;29625 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;41177 | &nbsp;&nbsp;&nbsp;&nbsp;42203 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;31392 | &nbsp;&nbsp;&nbsp;&nbsp;31775 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;63684 | &nbsp;&nbsp;&nbsp;&nbsp;60315 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;94408 | &nbsp;&nbsp;&nbsp;&nbsp;94695 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;35320 | &nbsp;&nbsp;&nbsp;&nbsp;36928 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32202 | &nbsp;&nbsp;&nbsp;&nbsp;31022 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9924 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;98089 | &nbsp;&nbsp;&nbsp;&nbsp;90767 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;64801 | &nbsp;&nbsp;&nbsp;&nbsp;60053 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31735 | &nbsp;&nbsp;&nbsp;&nbsp;28172 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;111594 | &nbsp;&nbsp;101650 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;62208 | &nbsp;&nbsp;&nbsp;&nbsp;55171 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;53741 | &nbsp;&nbsp;&nbsp;&nbsp;48181 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;11969 | &nbsp;&nbsp;&nbsp;&nbsp;10898 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;24655 | &nbsp;&nbsp;&nbsp;&nbsp;24605 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;20751 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;26392 | &nbsp;&nbsp;27303 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;17440 | &nbsp;&nbsp;18686 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;18289 | &nbsp;&nbsp;19108 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;24026 | &nbsp;&nbsp;24522 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;55558 | &nbsp;&nbsp;56988 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;80724 | &nbsp;&nbsp;84363 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;30670 | &nbsp;&nbsp;31937 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;35717 | &nbsp;&nbsp;31023 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp;37922 | &nbsp;&nbsp;40853 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;43904 | &nbsp;&nbsp;40939 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;23919 | &nbsp;&nbsp;29179 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;42549 | &nbsp;&nbsp;37903 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;63175 | &nbsp;&nbsp;46559 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;21208 | &nbsp;&nbsp;22713 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;53624 | &nbsp;&nbsp;42512 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp;&nbsp;8017 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12602 | &nbsp;&nbsp;11439 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;42104 | &nbsp;&nbsp;35860 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;116904 | &nbsp;&nbsp;95150 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;3707 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;34295 | &nbsp;&nbsp;22812 |
| <sup>2</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;21210 | &nbsp;&nbsp;23008 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;20808 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;3887 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13183 | &nbsp;&nbsp;13775 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14410 | &nbsp;&nbsp;15177 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29293 | &nbsp;&nbsp;28772 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;15089 | &nbsp;&nbsp;13437 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9234 | &nbsp;&nbsp;&nbsp;&nbsp;9018 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29832 | &nbsp;&nbsp;29563 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10529 | &nbsp;&nbsp;10413 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20805 | &nbsp;&nbsp;20664 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;7692 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9187 | &nbsp;&nbsp;&nbsp;&nbsp;8660 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp;13190 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10403 | &nbsp;&nbsp;10088 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13717 | &nbsp;&nbsp;13871 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10079 | &nbsp;&nbsp;&nbsp;&nbsp;9754 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27970 | &nbsp;&nbsp;29763 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24149 | &nbsp;&nbsp;24807 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;33394 | &nbsp;&nbsp;34309 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11078 | &nbsp;&nbsp;&nbsp;&nbsp;9970 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;45285 | &nbsp;&nbsp;46765 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;28047 | &nbsp;&nbsp;30212 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;25095 | &nbsp;&nbsp;25187 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30765 | &nbsp;&nbsp;31359 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;18741 | &nbsp;&nbsp;20883 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;20339 | &nbsp;&nbsp;20945 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.225% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;7868 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8693 | &nbsp;&nbsp;&nbsp;&nbsp;8476 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14392 | &nbsp;&nbsp;14850 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6635 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25160 | &nbsp;&nbsp;25739 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14341 | &nbsp;&nbsp;14741 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8613 | &nbsp;&nbsp;&nbsp;&nbsp;7648 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9068 | &nbsp;&nbsp;&nbsp;&nbsp;9167 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;10556 | &nbsp;&nbsp;11232 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/2037 | &nbsp;&nbsp;20485 | &nbsp;&nbsp;19828 |
|  | Barclays plc | &nbsp;&nbsp;7.325% | &nbsp;&nbsp;11/2/2026 | &nbsp;&nbsp;26360 | &nbsp;&nbsp;26421 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;20753 | &nbsp;&nbsp;20754 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/2028 | &nbsp;&nbsp;10538 | &nbsp;&nbsp;10741 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;38981 | &nbsp;&nbsp;39191 |
|  | Barclays plc | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;14938 | &nbsp;&nbsp;15258 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;24432 | &nbsp;&nbsp;24679 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;28471 | &nbsp;&nbsp;30192 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;13559 | &nbsp;&nbsp;13801 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;31054 | &nbsp;&nbsp;31514 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;23066 | &nbsp;&nbsp;24417 |
|  | Barclays plc | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;15376 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;10433 | &nbsp;&nbsp;10838 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;22593 | &nbsp;&nbsp;22874 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;25537 | &nbsp;&nbsp;25916 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;15670 | &nbsp;&nbsp;16155 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/2031 | &nbsp;&nbsp;29172 | &nbsp;&nbsp;26847 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7968 | &nbsp;&nbsp;&nbsp;&nbsp;7206 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/2032 | &nbsp;&nbsp;12789 | &nbsp;&nbsp;11517 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/2033 | &nbsp;&nbsp;17335 | &nbsp;&nbsp;18208 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;59287 | &nbsp;&nbsp;68032 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;20471 | &nbsp;&nbsp;22012 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/2034 | &nbsp;&nbsp;21676 | &nbsp;&nbsp;24247 |
|  | Barclays plc | &nbsp;&nbsp;6.692% | &nbsp;&nbsp;9/13/2034 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;23781 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/2035 | &nbsp;&nbsp;20874 | &nbsp;&nbsp;21182 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;27955 | &nbsp;&nbsp;26162 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;26271 | &nbsp;&nbsp;27405 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8868 | &nbsp;&nbsp;&nbsp;&nbsp;7147 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8667 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/2045 | &nbsp;&nbsp;10869 | &nbsp;&nbsp;10461 |
|  | Barclays plc | &nbsp;&nbsp;5.860% | &nbsp;&nbsp;8/11/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp;&nbsp;&nbsp;8787 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;25403 | &nbsp;&nbsp;23312 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;10135 |
|  | Barings BDC Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>7</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;8795 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;12929 | &nbsp;&nbsp;12662 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6173 | &nbsp;&nbsp;&nbsp;&nbsp;5640 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;9409 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;11571 | &nbsp;&nbsp;10814 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9062 | &nbsp;&nbsp;&nbsp;&nbsp;8174 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;27789 | &nbsp;&nbsp;23772 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;27246 | &nbsp;&nbsp;23410 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;25651 | &nbsp;&nbsp;16834 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;10486 | &nbsp;&nbsp;&nbsp;&nbsp;6415 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;49285 | &nbsp;&nbsp;38705 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;5262 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
| <sup>7</sup> | BGC Group Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3304 | &nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7550 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;14552 | &nbsp;&nbsp;15000 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/8/2035 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;12016 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;20326 | &nbsp;&nbsp;19836 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;9734 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;9385 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;13490 | &nbsp;&nbsp;13192 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;9745 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;16855 | &nbsp;&nbsp;15030 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;14923 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;18752 | &nbsp;&nbsp;19166 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;13169 | &nbsp;&nbsp;12865 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/26/2027 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;10083 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1362 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/2029 | &nbsp;&nbsp;14620 | &nbsp;&nbsp;14886 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;19485 | &nbsp;&nbsp;20361 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;12758 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;13407 | &nbsp;&nbsp;13738 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10647 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;10626 | &nbsp;&nbsp;10340 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/2028 | &nbsp;&nbsp;28674 | &nbsp;&nbsp;27129 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;22665 | &nbsp;&nbsp;23091 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3085 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;14605 | &nbsp;&nbsp;15653 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;12190 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;14441 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;2238 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;13615 | &nbsp;&nbsp;14288 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8646 | &nbsp;&nbsp;&nbsp;&nbsp;8395 |
| <sup>7</sup> | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10702 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;15070 | &nbsp;&nbsp;15548 |
| <sup>2</sup> | BPCE SA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;8268 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7096 | &nbsp;&nbsp;&nbsp;&nbsp;5643 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/22/2051 | &nbsp;&nbsp;11104 | &nbsp;&nbsp;&nbsp;&nbsp;7320 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;6.077% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10375 |
|  | Brookfield Capital Finance LLC | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6603 | &nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;13149 | &nbsp;&nbsp;13053 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/2029 | &nbsp;&nbsp;18899 | &nbsp;&nbsp;19215 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;11993 | &nbsp;&nbsp;11981 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;5008 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9869 | &nbsp;&nbsp;10764 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;16189 | &nbsp;&nbsp;16848 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;6351 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7033 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/2054 | &nbsp;&nbsp;10979 | &nbsp;&nbsp;11332 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7558 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;16099 | &nbsp;&nbsp;11238 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6531 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;19167 | &nbsp;&nbsp;17056 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/2035 | &nbsp;&nbsp;13020 | &nbsp;&nbsp;13388 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;6989 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/2055 | &nbsp;&nbsp;15174 | &nbsp;&nbsp;15967 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;10115 | &nbsp;&nbsp;10039 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;10082 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;16206 | &nbsp;&nbsp;16580 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/2028 | &nbsp;&nbsp;13986 | &nbsp;&nbsp;14718 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11449 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5239 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;&nbsp;7921 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/2032 | &nbsp;&nbsp;25730 | &nbsp;&nbsp;24415 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/2033 | &nbsp;&nbsp;18285 | &nbsp;&nbsp;19894 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/9/2027 | &nbsp;&nbsp;34663 | &nbsp;&nbsp;34615 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/9/2027 | &nbsp;&nbsp;47128 | &nbsp;&nbsp;46860 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;17783 | &nbsp;&nbsp;17649 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7381 | &nbsp;&nbsp;&nbsp;&nbsp;7601 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;1.878% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;15312 | &nbsp;&nbsp;14922 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;55350 | &nbsp;&nbsp;54911 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;11714 | &nbsp;&nbsp;11833 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9681 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;10080 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;24134 | &nbsp;&nbsp;25058 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;16487 | &nbsp;&nbsp;15892 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;16900 | &nbsp;&nbsp;16764 |
| <sup>2</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;11271 | &nbsp;&nbsp;12748 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;10183 | &nbsp;&nbsp;&nbsp;&nbsp;9044 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;45026 | &nbsp;&nbsp;47224 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;29922 | &nbsp;&nbsp;32337 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.964% | &nbsp;&nbsp;11/2/2034 | &nbsp;&nbsp;11676 | &nbsp;&nbsp;13792 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;15942 | &nbsp;&nbsp;16905 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;45195 | &nbsp;&nbsp;46922 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;19300 | &nbsp;&nbsp;19088 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;18632 | &nbsp;&nbsp;18852 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp;7177 |
|  | Capital Southwest Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6512 | &nbsp;&nbsp;&nbsp;&nbsp;6527 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;1545 |
| <sup>5</sup> | Carlyle Secured Lending Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10189 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;16441 | &nbsp;&nbsp;16349 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;7802 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/2/2027 | &nbsp;&nbsp;15712 | &nbsp;&nbsp;15547 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/3/2027 | &nbsp;&nbsp;20688 | &nbsp;&nbsp;20243 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;25653 | &nbsp;&nbsp;25408 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9246 | &nbsp;&nbsp;&nbsp;&nbsp;9084 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;12956 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;15610 | &nbsp;&nbsp;16211 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/2029 | &nbsp;&nbsp;11405 | &nbsp;&nbsp;11077 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;12092 | &nbsp;&nbsp;11481 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;17620 | &nbsp;&nbsp;15329 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;16587 | &nbsp;&nbsp;14934 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;20640 | &nbsp;&nbsp;17916 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/2032 | &nbsp;&nbsp;33024 | &nbsp;&nbsp;30090 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;14172 | &nbsp;&nbsp;15433 |
|  | Chubb Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8958 | &nbsp;&nbsp;&nbsp;&nbsp;9807 |
| <sup>2</sup> | Chubb Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;19851 | &nbsp;&nbsp;17403 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;20985 | &nbsp;&nbsp;21516 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;16655 | &nbsp;&nbsp;16752 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2045 | &nbsp;&nbsp;32382 | &nbsp;&nbsp;28610 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5756 | &nbsp;&nbsp;&nbsp;&nbsp;3618 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/2030 | &nbsp;&nbsp;11016 | &nbsp;&nbsp;&nbsp;&nbsp;9887 |
| <sup>2</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7492 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;6809 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;12/4/2026 | &nbsp;&nbsp;32037 | &nbsp;&nbsp;32545 |
|  | Citibank NA | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2886 |
|  | Citibank NA | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;44541 | &nbsp;&nbsp;44884 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;32227 | &nbsp;&nbsp;33804 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;12219 | &nbsp;&nbsp;12513 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8729 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/2034 | &nbsp;&nbsp;27290 | &nbsp;&nbsp;28921 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Citigroup Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/21/2026 | &nbsp;&nbsp;66503 | &nbsp;&nbsp;65935 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;64363 | &nbsp;&nbsp;64622 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;76323 | &nbsp;&nbsp;76034 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6414 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12684 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7757 | &nbsp;&nbsp;&nbsp;&nbsp;7815 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;52488 | &nbsp;&nbsp;52013 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;14208 | &nbsp;&nbsp;14187 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;31702 | &nbsp;&nbsp;31278 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.786% | &nbsp;&nbsp;3/4/2029 | &nbsp;&nbsp;25808 | &nbsp;&nbsp;26138 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;15186 | &nbsp;&nbsp;15140 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;25409 | &nbsp;&nbsp;26075 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;26454 | &nbsp;&nbsp;26137 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;24250 | &nbsp;&nbsp;24363 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;34312 | &nbsp;&nbsp;32488 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;37306 | &nbsp;&nbsp;34676 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;64320 | &nbsp;&nbsp;64196 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;13936 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5122 | &nbsp;&nbsp;&nbsp;&nbsp;4711 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;22200 | &nbsp;&nbsp;22210 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;7380 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;16991 | &nbsp;&nbsp;15084 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;67077 | &nbsp;&nbsp;61105 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8988 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/2033 | &nbsp;&nbsp;99601 | &nbsp;&nbsp;94601 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/2033 | &nbsp;&nbsp;15943 | &nbsp;&nbsp;17133 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;36564 | &nbsp;&nbsp;39890 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;12145 | &nbsp;&nbsp;12928 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;12618 | &nbsp;&nbsp;13098 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;13810 | &nbsp;&nbsp;14481 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;17466 | &nbsp;&nbsp;18643 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;16177 | &nbsp;&nbsp;16338 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;27354 | &nbsp;&nbsp;24045 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;32441 | &nbsp;&nbsp;41575 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/2041 | &nbsp;&nbsp;16745 | &nbsp;&nbsp;16684 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;10793 | &nbsp;&nbsp;11435 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7880 | &nbsp;&nbsp;&nbsp;&nbsp;8895 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;4554 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;24639 | &nbsp;&nbsp;24118 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;17084 | &nbsp;&nbsp;15436 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/2046 | &nbsp;&nbsp;49182 | &nbsp;&nbsp;43669 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.281% | &nbsp;&nbsp;4/24/2048 | &nbsp;&nbsp;14961 | &nbsp;&nbsp;12683 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;25520 | &nbsp;&nbsp;22776 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/2056 | &nbsp;&nbsp;21041 | &nbsp;&nbsp;21246 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;9638 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;8116 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6172 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;12133 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;14760 | &nbsp;&nbsp;15418 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;14828 | &nbsp;&nbsp;12662 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;8469 |
|  | CME Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5869 | &nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;10080 |
|  | CME Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6792 | &nbsp;&nbsp;&nbsp;&nbsp;6171 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;10368 | &nbsp;&nbsp;10606 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;4893 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10360 | &nbsp;&nbsp;10238 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;5538 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5724 | &nbsp;&nbsp;&nbsp;&nbsp;5937 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7373 | &nbsp;&nbsp;&nbsp;&nbsp;7441 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;12056 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;10047 | &nbsp;&nbsp;10223 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;11414 |
|  | Comerica Bank | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;5998 |
|  | Comerica Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7301 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | Comerica Inc. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;10735 | &nbsp;&nbsp;11169 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.577% | &nbsp;&nbsp;11/27/2026 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;12321 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;10299 | &nbsp;&nbsp;10415 |
| <sup>2,5</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;5018 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/5/2026 | &nbsp;&nbsp;16430 | &nbsp;&nbsp;16682 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;4091 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.372% | &nbsp;&nbsp;5/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13799 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;14579 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;13529 | &nbsp;&nbsp;13772 |
| <sup>2</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;23686 | &nbsp;&nbsp;23872 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;18483 | &nbsp;&nbsp;18860 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;21666 | &nbsp;&nbsp;20725 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;15459 | &nbsp;&nbsp;15330 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;19903 | &nbsp;&nbsp;19617 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;20104 | &nbsp;&nbsp;19184 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5873 | &nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;12097 | &nbsp;&nbsp;12726 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;8188 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;21131 | &nbsp;&nbsp;17467 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13529 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;10766 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;19351 | &nbsp;&nbsp;22233 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.129% | &nbsp;&nbsp;11/24/2026 | &nbsp;&nbsp;30032 | &nbsp;&nbsp;29923 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;27539 | &nbsp;&nbsp;26941 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8542 | &nbsp;&nbsp;&nbsp;&nbsp;8354 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.706% | &nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;44789 | &nbsp;&nbsp;47026 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;21092 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;16409 | &nbsp;&nbsp;16649 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/2031 | &nbsp;&nbsp;38650 | &nbsp;&nbsp;39567 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4667 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;11653 | &nbsp;&nbsp;11757 |
| <sup>2</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;11136 | &nbsp;&nbsp;10556 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;18504 | &nbsp;&nbsp;17339 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10958 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;16162 | &nbsp;&nbsp;16148 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/2033 | &nbsp;&nbsp;19431 | &nbsp;&nbsp;17916 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;10814 | &nbsp;&nbsp;11884 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;23785 | &nbsp;&nbsp;24235 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/2029 | &nbsp;&nbsp;11094 | &nbsp;&nbsp;11602 |
|  | Enstar Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp;&nbsp;3282 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;12718 | &nbsp;&nbsp;11368 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6747 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;7281 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;18656 | &nbsp;&nbsp;17124 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | Essent Group Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;7255 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;12785 | &nbsp;&nbsp;&nbsp;&nbsp;9027 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;13005 | &nbsp;&nbsp;&nbsp;&nbsp;8395 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;7650 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;13182 | &nbsp;&nbsp;13351 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7073 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3607 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;10689 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
| <sup>7</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/2054 | &nbsp;&nbsp;14511 | &nbsp;&nbsp;15345 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;8134 |
| <sup>7</sup> | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5808 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9779 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;12931 | &nbsp;&nbsp;12270 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4759 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/2051 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;7490 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;18880 | &nbsp;&nbsp;18436 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;10362 | &nbsp;&nbsp;10072 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;22169 | &nbsp;&nbsp;22067 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp;&nbsp;&nbsp;4165 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;16935 | &nbsp;&nbsp;17842 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/2030 | &nbsp;&nbsp;13018 | &nbsp;&nbsp;13160 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;11568 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;13720 | &nbsp;&nbsp;14379 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;18638 | &nbsp;&nbsp;23061 |
| <sup>2</sup> | Fifth Third Bank NA | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8120 |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;11343 | &nbsp;&nbsp;&nbsp;&nbsp;9883 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7821 |
| <sup>2</sup> | First Horizon Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;8070 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;11035 | &nbsp;&nbsp;11357 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp;6223 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;5182 |
| <sup>5,7</sup> | Franklin BSP Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;21099 | &nbsp;&nbsp;18432 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;4368 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3106 | &nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;9257 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1208 |
|  | FS KKR Capital Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;21348 | &nbsp;&nbsp;21245 |
|  | GATX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;1707 |
|  | GATX Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;14206 | &nbsp;&nbsp;14127 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7278 | &nbsp;&nbsp;&nbsp;&nbsp;7147 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;10653 | &nbsp;&nbsp;10718 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6817 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | GATX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;10626 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;5037 |
|  | GATX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;1619 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8017 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/2054 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;17315 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;7123 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | Goldman Sachs BDC Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7941 | &nbsp;&nbsp;&nbsp;&nbsp;7989 |
|  | Goldman Sachs Capital I | &nbsp;&nbsp;6.345% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;17907 | &nbsp;&nbsp;19153 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;71767 | &nbsp;&nbsp;71303 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;17013 | &nbsp;&nbsp;17432 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;36185 | &nbsp;&nbsp;36091 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;40673 | &nbsp;&nbsp;39722 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;29421 | &nbsp;&nbsp;28805 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;35375 | &nbsp;&nbsp;35103 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/2028 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11028 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;38659 | &nbsp;&nbsp;38378 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;13113 | &nbsp;&nbsp;13194 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;88335 | &nbsp;&nbsp;87563 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;27063 | &nbsp;&nbsp;27093 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;16419 | &nbsp;&nbsp;17473 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;73230 | &nbsp;&nbsp;72044 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;27396 | &nbsp;&nbsp;28660 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;11789 | &nbsp;&nbsp;11941 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;57965 | &nbsp;&nbsp;59826 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6462 | &nbsp;&nbsp;&nbsp;&nbsp;6682 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;30589 | &nbsp;&nbsp;26986 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;22530 | &nbsp;&nbsp;20423 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;21414 | &nbsp;&nbsp;19101 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;44273 | &nbsp;&nbsp;39817 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;10807 | &nbsp;&nbsp;11903 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;34583 | &nbsp;&nbsp;31722 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;10/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2597 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5949 | &nbsp;&nbsp;&nbsp;&nbsp;6123 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;36435 | &nbsp;&nbsp;36682 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;80309 | &nbsp;&nbsp;83896 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;21657 | &nbsp;&nbsp;23811 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;64996 | &nbsp;&nbsp;72773 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/2038 | &nbsp;&nbsp;64647 | &nbsp;&nbsp;57897 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;59244 | &nbsp;&nbsp;54770 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;26164 | &nbsp;&nbsp;28745 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;30708 | &nbsp;&nbsp;23720 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2304 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;30935 | &nbsp;&nbsp;28708 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2045 | &nbsp;&nbsp;42164 | &nbsp;&nbsp;39626 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;40235 | &nbsp;&nbsp;40831 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;31116 | &nbsp;&nbsp;32273 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;11016 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;10387 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;24524 | &nbsp;&nbsp;25062 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6735 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8140 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;15930 | &nbsp;&nbsp;16365 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;12523 | &nbsp;&nbsp;12746 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;10180 | &nbsp;&nbsp;10498 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;2491 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;7559 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;&nbsp;&nbsp;4457 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;6478 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/2049 | &nbsp;&nbsp;17821 | &nbsp;&nbsp;13437 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9591 |
|  | Horace Mann Educators Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4718 | &nbsp;&nbsp;&nbsp;&nbsp;4672 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;2550 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7643 | &nbsp;&nbsp;&nbsp;&nbsp;7604 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;12467 | &nbsp;&nbsp;12999 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5793 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;8008 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;10899 | &nbsp;&nbsp;10891 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;14808 | &nbsp;&nbsp;15060 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5109 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;15083 | &nbsp;&nbsp;17771 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/3/2026 | &nbsp;&nbsp;20652 | &nbsp;&nbsp;20704 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.251% | &nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;20946 | &nbsp;&nbsp;20467 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;37122 | &nbsp;&nbsp;37012 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;21844 | &nbsp;&nbsp;22299 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;47726 | &nbsp;&nbsp;48137 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;26904 | &nbsp;&nbsp;27358 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;59569 | &nbsp;&nbsp;57071 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;23828 | &nbsp;&nbsp;25313 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;6340 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;15660 | &nbsp;&nbsp;15881 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;22900 | &nbsp;&nbsp;23870 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;35010 | &nbsp;&nbsp;35249 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;29820 | &nbsp;&nbsp;28143 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;20868 | &nbsp;&nbsp;21402 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;44060 | &nbsp;&nbsp;43402 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;29855 | &nbsp;&nbsp;30809 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8397 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;19259 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;20641 | &nbsp;&nbsp;18680 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;13765 | &nbsp;&nbsp;14471 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;49756 | &nbsp;&nbsp;45073 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;45576 | &nbsp;&nbsp;41057 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;19732 | &nbsp;&nbsp;19648 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12475 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/2033 | &nbsp;&nbsp;25802 | &nbsp;&nbsp;30270 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;29902 | &nbsp;&nbsp;32551 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;15264 | &nbsp;&nbsp;16464 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/2034 | &nbsp;&nbsp;28300 | &nbsp;&nbsp;32224 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/2035 | &nbsp;&nbsp;18219 | &nbsp;&nbsp;19210 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/2035 | &nbsp;&nbsp;28213 | &nbsp;&nbsp;29179 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;31092 | &nbsp;&nbsp;32122 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;22939 | &nbsp;&nbsp;24778 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/2036 | &nbsp;&nbsp;26148 | &nbsp;&nbsp;27559 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.741% | &nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;20371 | &nbsp;&nbsp;20746 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;47014 | &nbsp;&nbsp;50494 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;13793 | &nbsp;&nbsp;15388 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;10361 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;32524 | &nbsp;&nbsp;35733 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2044 | &nbsp;&nbsp;34044 | &nbsp;&nbsp;33193 |
|  | HSBC USA Inc. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;3/4/2027 | &nbsp;&nbsp;15374 | &nbsp;&nbsp;15642 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;5104 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;20660 | &nbsp;&nbsp;21739 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/2030 | &nbsp;&nbsp;19325 | &nbsp;&nbsp;17890 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;14840 | &nbsp;&nbsp;15293 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;10099 | &nbsp;&nbsp;10160 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;16471 | &nbsp;&nbsp;17157 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/2039 | &nbsp;&nbsp;14210 | &nbsp;&nbsp;14785 |
| <sup>2</sup> | Huntington National Bank | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5724 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8143 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;22868 | &nbsp;&nbsp;23007 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7966 |
|  | ING Groep NV | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;22298 | &nbsp;&nbsp;22217 |
|  | ING Groep NV | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6377 | &nbsp;&nbsp;&nbsp;&nbsp;6359 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/2028 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16763 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;6682 |
|  | ING Groep NV | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;7695 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3453 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | ING Groep NV | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;12873 | &nbsp;&nbsp;12592 |
|  | ING Groep NV | &nbsp;&nbsp;6.114% | &nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;11361 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/2035 | &nbsp;&nbsp;21769 | &nbsp;&nbsp;22619 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4072 | &nbsp;&nbsp;&nbsp;&nbsp;4227 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6041 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;14460 | &nbsp;&nbsp;14290 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;12232 | &nbsp;&nbsp;12127 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;10086 | &nbsp;&nbsp;10172 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;21656 | &nbsp;&nbsp;19668 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;38473 | &nbsp;&nbsp;32534 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;26096 | &nbsp;&nbsp;26264 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;16181 | &nbsp;&nbsp;11988 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9194 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;34450 | &nbsp;&nbsp;23058 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;10978 | &nbsp;&nbsp;10191 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;26839 | &nbsp;&nbsp;16651 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8532 | &nbsp;&nbsp;&nbsp;&nbsp;8091 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/2043 | &nbsp;&nbsp;11517 | &nbsp;&nbsp;11220 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8139 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8397 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5934 | &nbsp;&nbsp;&nbsp;&nbsp;6177 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;15522 | &nbsp;&nbsp;15329 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/2034 | &nbsp;&nbsp;23635 | &nbsp;&nbsp;25108 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9753 | &nbsp;&nbsp;10398 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;59612 | &nbsp;&nbsp;59039 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;12767 | &nbsp;&nbsp;13258 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;21694 | &nbsp;&nbsp;21714 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/2027 | &nbsp;&nbsp;17488 | &nbsp;&nbsp;18550 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;24962 | &nbsp;&nbsp;25126 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;20289 | &nbsp;&nbsp;20128 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;37265 | &nbsp;&nbsp;37688 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;80809 | &nbsp;&nbsp;80449 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6554 | &nbsp;&nbsp;&nbsp;&nbsp;6450 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;27706 | &nbsp;&nbsp;28315 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;33853 | &nbsp;&nbsp;33938 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;32736 | &nbsp;&nbsp;32442 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;16856 | &nbsp;&nbsp;16340 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;14579 | &nbsp;&nbsp;14801 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;21523 | &nbsp;&nbsp;21804 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;11470 | &nbsp;&nbsp;11564 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;46540 | &nbsp;&nbsp;45909 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;25593 | &nbsp;&nbsp;26053 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;39344 | &nbsp;&nbsp;39224 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;40430 | &nbsp;&nbsp;38343 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;38605 | &nbsp;&nbsp;38678 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/2029 | &nbsp;&nbsp;44993 | &nbsp;&nbsp;46337 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;7037 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;27864 | &nbsp;&nbsp;28077 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;25528 | &nbsp;&nbsp;26146 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;45546 | &nbsp;&nbsp;47566 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;14802 | &nbsp;&nbsp;14547 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;34778 | &nbsp;&nbsp;35672 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6127 | &nbsp;&nbsp;&nbsp;&nbsp;7289 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;82728 | &nbsp;&nbsp;78131 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;23045 | &nbsp;&nbsp;23304 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;55511 | &nbsp;&nbsp;57326 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;38660 | &nbsp;&nbsp;39020 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;25623 | &nbsp;&nbsp;23766 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;40821 | &nbsp;&nbsp;42190 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;50650 | &nbsp;&nbsp;47496 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;27895 | &nbsp;&nbsp;24620 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;38187 | &nbsp;&nbsp;33757 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;32062 | &nbsp;&nbsp;29141 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/2032 | &nbsp;&nbsp;24548 | &nbsp;&nbsp;22024 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;59401 | &nbsp;&nbsp;54306 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7632 | &nbsp;&nbsp;&nbsp;&nbsp;7647 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;58518 | &nbsp;&nbsp;59680 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;27046 | &nbsp;&nbsp;28620 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;55762 | &nbsp;&nbsp;58083 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;33610 | &nbsp;&nbsp;34888 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/2035 | &nbsp;&nbsp;31950 | &nbsp;&nbsp;34045 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;37115 | &nbsp;&nbsp;38348 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/2035 | &nbsp;&nbsp;72575 | &nbsp;&nbsp;73190 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;9376 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;70699 | &nbsp;&nbsp;74581 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;61540 | &nbsp;&nbsp;63847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;28175 | &nbsp;&nbsp;31983 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;50860 | &nbsp;&nbsp;45797 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;20926 | &nbsp;&nbsp;21679 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;42384 | &nbsp;&nbsp;33340 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;16816 | &nbsp;&nbsp;17571 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;24112 | &nbsp;&nbsp;24652 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;27870 | &nbsp;&nbsp;21703 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;17730 | &nbsp;&nbsp;18262 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;10618 | &nbsp;&nbsp;10146 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;22536 | &nbsp;&nbsp;21234 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/2045 | &nbsp;&nbsp;31818 | &nbsp;&nbsp;32700 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;21439 | &nbsp;&nbsp;18436 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/2048 | &nbsp;&nbsp;34886 | &nbsp;&nbsp;28920 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;80157 | &nbsp;&nbsp;65506 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;30037 | &nbsp;&nbsp;24243 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;21533 | &nbsp;&nbsp;14861 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;24548 | &nbsp;&nbsp;17553 |
|  | JPMorgan Chase Bank NA | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;12/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;5993 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;11231 | &nbsp;&nbsp;11587 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;12/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2758 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
| <sup>2</sup> | KeyBank NA | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;18058 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;18335 | &nbsp;&nbsp;18447 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4148 | &nbsp;&nbsp;&nbsp;&nbsp;4031 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5118 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;18610 | &nbsp;&nbsp;17429 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;6787 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6616 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;11040 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10121 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8142 | &nbsp;&nbsp;&nbsp;&nbsp;8180 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9133 | &nbsp;&nbsp;&nbsp;&nbsp;9115 |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4829 |
|  | Lazard Group LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
|  | Legg Mason Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8768 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/12/2026 | &nbsp;&nbsp;11014 | &nbsp;&nbsp;10935 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;11496 | &nbsp;&nbsp;11369 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7922 | &nbsp;&nbsp;&nbsp;&nbsp;7524 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | Lincoln National Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/9/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5218 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8707 | &nbsp;&nbsp;&nbsp;&nbsp;9919 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;31948 | &nbsp;&nbsp;31831 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;43200 | &nbsp;&nbsp;43388 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;18675 | &nbsp;&nbsp;18867 |
| <sup>2</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;49053 | &nbsp;&nbsp;48408 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;34310 | &nbsp;&nbsp;34780 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;8586 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;23389 | &nbsp;&nbsp;24526 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;11071 | &nbsp;&nbsp;11496 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/2036 | &nbsp;&nbsp;10983 | &nbsp;&nbsp;11547 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4442 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/2046 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;12243 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/2048 | &nbsp;&nbsp;14548 | &nbsp;&nbsp;11937 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;9124 |
|  | Loews Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8942 | &nbsp;&nbsp;&nbsp;&nbsp;7598 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6974 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;7616 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp;10080 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7192 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;6863 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;6715 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;14360 | &nbsp;&nbsp;14448 |
| <sup>2</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;13731 | &nbsp;&nbsp;14913 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;24570 | &nbsp;&nbsp;25154 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;13108 | &nbsp;&nbsp;13931 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;30351 | &nbsp;&nbsp;30425 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;18772 | &nbsp;&nbsp;18915 |
| <sup>2</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6338 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>2</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7412 | &nbsp;&nbsp;&nbsp;&nbsp;7299 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;19998 | &nbsp;&nbsp;20261 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;14820 | &nbsp;&nbsp;14958 |
| <sup>2</sup> | Manulife Financial Corp. | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10626 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;3.703% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;11779 | &nbsp;&nbsp;11282 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/2046 | &nbsp;&nbsp;10778 | &nbsp;&nbsp;10765 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;10117 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;6902 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;3748 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;8082 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;10980 | &nbsp;&nbsp;11104 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8639 | &nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;11527 | &nbsp;&nbsp;11727 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;10341 | &nbsp;&nbsp;&nbsp;&nbsp;9372 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;13780 | &nbsp;&nbsp;14095 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3463 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5801 | &nbsp;&nbsp;&nbsp;&nbsp;6268 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7038 | &nbsp;&nbsp;&nbsp;&nbsp;7382 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;25948 | &nbsp;&nbsp;26254 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;25468 | &nbsp;&nbsp;24542 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;13649 | &nbsp;&nbsp;12539 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4607 | &nbsp;&nbsp;&nbsp;&nbsp;5074 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;14536 | &nbsp;&nbsp;14892 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;5538 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp;7648 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;24845 | &nbsp;&nbsp;24583 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/26/2027 | &nbsp;&nbsp;17970 | &nbsp;&nbsp;17832 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8041 | &nbsp;&nbsp;&nbsp;&nbsp;8084 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;6658 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;8896 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2971 | &nbsp;&nbsp;&nbsp;&nbsp;3018 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;13734 | &nbsp;&nbsp;13273 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;19493 | &nbsp;&nbsp;18980 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6736 | &nbsp;&nbsp;&nbsp;&nbsp;6001 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/2031 | &nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;16918 | &nbsp;&nbsp;16987 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;9305 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7649 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;26160 | &nbsp;&nbsp;26099 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/2046 | &nbsp;&nbsp;11765 | &nbsp;&nbsp;&nbsp;&nbsp;9531 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/26/2048 | &nbsp;&nbsp;16109 | &nbsp;&nbsp;13270 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;13836 | &nbsp;&nbsp;10760 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;20858 | &nbsp;&nbsp;16715 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9443 | &nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;4973 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/2030 | &nbsp;&nbsp;24355 | &nbsp;&nbsp;24763 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;16086 | &nbsp;&nbsp;16942 |
|  | MetLife Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;6193 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;16056 | &nbsp;&nbsp;16710 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;10948 | &nbsp;&nbsp;11542 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/2041 | &nbsp;&nbsp;19469 | &nbsp;&nbsp;20646 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;12988 | &nbsp;&nbsp;11174 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;14830 | &nbsp;&nbsp;13964 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp;&nbsp;&nbsp;7360 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;13115 | &nbsp;&nbsp;11032 |
|  | MetLife Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/13/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4078 | &nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;19954 | &nbsp;&nbsp;18627 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;17231 | &nbsp;&nbsp;16763 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;13115 | &nbsp;&nbsp;13972 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;3412 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.677% | &nbsp;&nbsp;2/22/2027 | &nbsp;&nbsp;58750 | &nbsp;&nbsp;58513 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;27153 | &nbsp;&nbsp;26829 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.341% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;27554 | &nbsp;&nbsp;26908 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;20609 | &nbsp;&nbsp;20579 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;11630 | &nbsp;&nbsp;11619 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;14866 | &nbsp;&nbsp;15091 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;14387 | &nbsp;&nbsp;14711 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;13154 | &nbsp;&nbsp;13524 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;24208 | &nbsp;&nbsp;23906 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;27675 | &nbsp;&nbsp;28372 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;25662 | &nbsp;&nbsp;24719 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;33448 | &nbsp;&nbsp;31107 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;12587 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;13936 | &nbsp;&nbsp;12584 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;7643 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;31011 | &nbsp;&nbsp;27492 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;14583 | &nbsp;&nbsp;12988 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;21730 | &nbsp;&nbsp;19642 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/19/2033 | &nbsp;&nbsp;10148 | &nbsp;&nbsp;&nbsp;&nbsp;9962 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6847 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;16951 | &nbsp;&nbsp;17736 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/2034 | &nbsp;&nbsp;37055 | &nbsp;&nbsp;38782 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;39785 | &nbsp;&nbsp;41392 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;10287 | &nbsp;&nbsp;10763 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5249 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5488 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/2039 | &nbsp;&nbsp;22067 | &nbsp;&nbsp;19369 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2148 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;21821 | &nbsp;&nbsp;21828 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11310 | &nbsp;&nbsp;&nbsp;&nbsp;11770 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;17140 | &nbsp;&nbsp;&nbsp;&nbsp;17150 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31495 | &nbsp;&nbsp;&nbsp;&nbsp;30181 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12150 | &nbsp;&nbsp;&nbsp;&nbsp;12295 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12864 | &nbsp;&nbsp;&nbsp;&nbsp;11388 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;26030 | &nbsp;&nbsp;&nbsp;&nbsp;22931 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;38520 | &nbsp;&nbsp;&nbsp;&nbsp;40899 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp;&nbsp;&nbsp;16583 |
|  | Morgan Stanley | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;32219 | &nbsp;&nbsp;&nbsp;&nbsp;32240 |
|  | Morgan Stanley | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;48628 | &nbsp;&nbsp;&nbsp;&nbsp;48460 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;63824 | &nbsp;&nbsp;&nbsp;&nbsp;63687 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18476 | &nbsp;&nbsp;&nbsp;&nbsp;18082 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20901 | &nbsp;&nbsp;&nbsp;&nbsp;21371 |
|  | Morgan Stanley | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;27986 | &nbsp;&nbsp;&nbsp;&nbsp;28012 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55852 | &nbsp;&nbsp;&nbsp;&nbsp;55263 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30391 | &nbsp;&nbsp;&nbsp;&nbsp;31658 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;17837 | &nbsp;&nbsp;&nbsp;&nbsp;17684 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42388 | &nbsp;&nbsp;&nbsp;&nbsp;43288 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26902 | &nbsp;&nbsp;&nbsp;&nbsp;27427 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;35925 | &nbsp;&nbsp;&nbsp;&nbsp;36763 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;32491 | &nbsp;&nbsp;&nbsp;&nbsp;33567 |
|  | Morgan Stanley | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36268 | &nbsp;&nbsp;&nbsp;&nbsp;36441 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/2030 | &nbsp;&nbsp;122591 | &nbsp;&nbsp;128048 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;29104 | &nbsp;&nbsp;&nbsp;&nbsp;29820 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26901 | &nbsp;&nbsp;&nbsp;&nbsp;27194 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;143525 | &nbsp;&nbsp;148143 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;79962 | &nbsp;&nbsp;&nbsp;&nbsp;74712 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;53409 | &nbsp;&nbsp;&nbsp;&nbsp;51824 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;63834 | &nbsp;&nbsp;&nbsp;&nbsp;55648 |
|  | Morgan Stanley | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29145 | &nbsp;&nbsp;&nbsp;&nbsp;33723 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;28697 | &nbsp;&nbsp;&nbsp;&nbsp;25039 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;42471 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;21701 | &nbsp;&nbsp;&nbsp;&nbsp;19347 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;28077 | &nbsp;&nbsp;&nbsp;&nbsp;25544 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;41415 | &nbsp;&nbsp;&nbsp;&nbsp;45500 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12470 | &nbsp;&nbsp;&nbsp;&nbsp;12991 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;31488 | &nbsp;&nbsp;&nbsp;&nbsp;35222 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;43846 | &nbsp;&nbsp;&nbsp;&nbsp;45659 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;51974 | &nbsp;&nbsp;&nbsp;&nbsp;55388 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;83110 | &nbsp;&nbsp;&nbsp;&nbsp;85653 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;49219 | &nbsp;&nbsp;&nbsp;&nbsp;51537 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;48130 | &nbsp;&nbsp;&nbsp;&nbsp;50785 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;44780 | &nbsp;&nbsp;&nbsp;&nbsp;38917 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;18618 | &nbsp;&nbsp;&nbsp;&nbsp;18895 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;23704 | &nbsp;&nbsp;&nbsp;&nbsp;24833 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;29447 | &nbsp;&nbsp;&nbsp;&nbsp;26345 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;14839 | &nbsp;&nbsp;&nbsp;&nbsp;15546 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp;33169 | &nbsp;&nbsp;&nbsp;&nbsp;31286 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15317 | &nbsp;&nbsp;&nbsp;&nbsp;11971 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;39678 | &nbsp;&nbsp;&nbsp;&nbsp;44525 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;54855 | &nbsp;&nbsp;&nbsp;&nbsp;48116 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;14869 | &nbsp;&nbsp;&nbsp;&nbsp;13036 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;22943 | &nbsp;&nbsp;&nbsp;&nbsp;23380 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;33545 | &nbsp;&nbsp;&nbsp;&nbsp;21638 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;23738 | &nbsp;&nbsp;&nbsp;&nbsp;24003 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;23882 | &nbsp;&nbsp;&nbsp;&nbsp;24348 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;4.447% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;36915 | &nbsp;&nbsp;&nbsp;&nbsp;37002 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31481 | &nbsp;&nbsp;&nbsp;&nbsp;31792 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;41839 | &nbsp;&nbsp;&nbsp;&nbsp;42760 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15032 | &nbsp;&nbsp;&nbsp;&nbsp;15255 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30205 | &nbsp;&nbsp;&nbsp;&nbsp;30755 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9453 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;29686 | &nbsp;&nbsp;29856 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.734% | &nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;44848 | &nbsp;&nbsp;45528 |
| <sup>7</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4403 |
| <sup>2</sup> | Munich Re America Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;2416 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;8839 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;6838 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/2040 | &nbsp;&nbsp;15347 | &nbsp;&nbsp;10889 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9656 | &nbsp;&nbsp;&nbsp;&nbsp;6711 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;2487 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;10490 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/2063 | &nbsp;&nbsp;11890 | &nbsp;&nbsp;12543 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;8214 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5827 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;20410 | &nbsp;&nbsp;20901 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;11570 | &nbsp;&nbsp;11836 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6364 | &nbsp;&nbsp;&nbsp;&nbsp;6561 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4574 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;10715 | &nbsp;&nbsp;11175 |
| <sup>2</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3383 |
|  | NatWest Group plc | &nbsp;&nbsp;7.472% | &nbsp;&nbsp;11/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;9811 |
|  | NatWest Group plc | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;24894 | &nbsp;&nbsp;24454 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;8068 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;45010 | &nbsp;&nbsp;45695 |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;12145 | &nbsp;&nbsp;12670 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/2030 | &nbsp;&nbsp;47196 | &nbsp;&nbsp;48204 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;10382 | &nbsp;&nbsp;10575 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;10536 | &nbsp;&nbsp;10804 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/2034 | &nbsp;&nbsp;10259 | &nbsp;&nbsp;11001 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;13395 | &nbsp;&nbsp;14090 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;23805 | &nbsp;&nbsp;25105 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/2035 | &nbsp;&nbsp;23893 | &nbsp;&nbsp;21848 |
|  | New Mountain Finance Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;2925 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;4352 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.329% | &nbsp;&nbsp;1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;1283 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;17706 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;3809 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;11971 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;10795 | &nbsp;&nbsp;11237 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;48192 | &nbsp;&nbsp;45469 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;6559 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.679% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;19050 | &nbsp;&nbsp;17220 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/2034 | &nbsp;&nbsp;12779 | &nbsp;&nbsp;13512 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;11610 | &nbsp;&nbsp;11953 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;6/10/2036 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9949 |
| <sup>7</sup> | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7594 |
|  | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9607 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;13609 | &nbsp;&nbsp;13210 |
|  | Northern Trust Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;6640 |
| <sup>2</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;20369 | &nbsp;&nbsp;19974 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;14433 | &nbsp;&nbsp;15782 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;8589 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;6.340% | &nbsp;&nbsp;2/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3919 |
| <sup>2</sup> | Oaktree Strategic Credit Fund | &nbsp;&nbsp;8.400% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;5439 |
| <sup>7</sup> | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.190% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10624 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | ORIX Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
|  | ORIX Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2977 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | ORIX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;12275 | &nbsp;&nbsp;12251 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8046 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10578 | &nbsp;&nbsp;&nbsp;&nbsp;10350 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13299 | &nbsp;&nbsp;&nbsp;&nbsp;13077 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14257 | &nbsp;&nbsp;&nbsp;&nbsp;14031 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;25561 | &nbsp;&nbsp;&nbsp;&nbsp;25502 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14992 | &nbsp;&nbsp;&nbsp;&nbsp;14102 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;14065 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9104 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45281 | &nbsp;&nbsp;&nbsp;&nbsp;44337 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21754 | &nbsp;&nbsp;&nbsp;&nbsp;22533 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32996 | &nbsp;&nbsp;&nbsp;&nbsp;30850 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;35060 | &nbsp;&nbsp;&nbsp;&nbsp;36487 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12045 | &nbsp;&nbsp;&nbsp;&nbsp;12442 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22785 | &nbsp;&nbsp;&nbsp;&nbsp;23258 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;104935 | &nbsp;&nbsp;106409 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;31617 | &nbsp;&nbsp;&nbsp;&nbsp;34090 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12754 | &nbsp;&nbsp;&nbsp;&nbsp;13017 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;13349 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32825 | &nbsp;&nbsp;&nbsp;&nbsp;37192 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;47315 | &nbsp;&nbsp;&nbsp;&nbsp;49897 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;63695 | &nbsp;&nbsp;&nbsp;&nbsp;66484 |
|  | Primerica Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11165 | &nbsp;&nbsp;&nbsp;&nbsp;11041 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13312 | &nbsp;&nbsp;&nbsp;&nbsp;12057 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5498 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7656 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4095 |
|  | Progressive Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9723 |
|  | Progressive Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8818 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7214 |
|  | Progressive Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16983 | &nbsp;&nbsp;&nbsp;&nbsp;14300 |
|  | Progressive Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | Progressive Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5909 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7123 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;11934 | &nbsp;&nbsp;&nbsp;&nbsp;12696 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7690 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8691 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5822 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/2047 | &nbsp;&nbsp;&nbsp;&nbsp;27850 | &nbsp;&nbsp;&nbsp;&nbsp;22318 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8613 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;31960 | &nbsp;&nbsp;&nbsp;&nbsp;25229 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;12025 | &nbsp;&nbsp;&nbsp;&nbsp;11207 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp;14068 | &nbsp;&nbsp;&nbsp;&nbsp;10650 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;&nbsp;14365 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13243 | &nbsp;&nbsp;&nbsp;&nbsp;14169 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14054 | &nbsp;&nbsp;&nbsp;&nbsp;13477 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10322 | &nbsp;&nbsp;&nbsp;&nbsp;10795 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14306 | &nbsp;&nbsp;&nbsp;&nbsp;14526 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;14452 | &nbsp;&nbsp;&nbsp;&nbsp;13361 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9642 | &nbsp;&nbsp;&nbsp;&nbsp;9034 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;11821 | &nbsp;&nbsp;12317 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;13870 | &nbsp;&nbsp;14246 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5363 | &nbsp;&nbsp;&nbsp;&nbsp;6187 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;16156 | &nbsp;&nbsp;15955 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;6208 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;5518 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;9530 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5285 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5352 | &nbsp;&nbsp;&nbsp;&nbsp;5236 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/2033 | &nbsp;&nbsp;10892 | &nbsp;&nbsp;11437 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;9017 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;11/2/2026 | &nbsp;&nbsp;27470 | &nbsp;&nbsp;26731 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/19/2027 | &nbsp;&nbsp;13419 | &nbsp;&nbsp;13577 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;7609 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;18220 | &nbsp;&nbsp;18149 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9364 | &nbsp;&nbsp;&nbsp;&nbsp;9420 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;10/18/2027 | &nbsp;&nbsp;12885 | &nbsp;&nbsp;12932 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;25676 | &nbsp;&nbsp;26700 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;15579 | &nbsp;&nbsp;15891 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8361 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;14518 | &nbsp;&nbsp;14766 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8861 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.498% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;12290 | &nbsp;&nbsp;12385 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;14343 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;42109 | &nbsp;&nbsp;43384 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/2031 | &nbsp;&nbsp;43544 | &nbsp;&nbsp;44576 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.696% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;10015 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;41167 | &nbsp;&nbsp;36796 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/2032 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;12288 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;42211 | &nbsp;&nbsp;43575 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/2033 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12371 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;11070 | &nbsp;&nbsp;11540 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;10/5/2026 | &nbsp;&nbsp;57760 | &nbsp;&nbsp;57205 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;30693 | &nbsp;&nbsp;30783 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;12040 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;12055 | &nbsp;&nbsp;12560 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;11143 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;5/31/2035 | &nbsp;&nbsp;10570 | &nbsp;&nbsp;11265 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;12160 | &nbsp;&nbsp;12197 |
| <sup>2</sup> | Santander UK Group Holdings plc | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7079 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;32089 | &nbsp;&nbsp;33592 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3508 | &nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;17758 | &nbsp;&nbsp;16228 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;5.136% | &nbsp;&nbsp;9/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;8493 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16670 | &nbsp;&nbsp;16929 |
| <sup>7</sup> | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;15042 | &nbsp;&nbsp;15563 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4874 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>7</sup> | Societe Generale SA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/2029 | &nbsp;&nbsp;17874 | &nbsp;&nbsp;18339 |
|  | State Street Corp. | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;13628 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;10224 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4578 |
|  | State Street Corp. | &nbsp;&nbsp;5.684% | &nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;16058 |
| <sup>2</sup> | State Street Corp. | &nbsp;&nbsp;4.141% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7867 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;23897 | &nbsp;&nbsp;22407 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;11499 | &nbsp;&nbsp;11752 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;12027 | &nbsp;&nbsp;10739 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;34389 | &nbsp;&nbsp;34811 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;10764 | &nbsp;&nbsp;11153 |
| <sup>2</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;41112 | &nbsp;&nbsp;38604 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;9707 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;16064 | &nbsp;&nbsp;16406 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;5826 |
|  | Stifel Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;10/19/2026 | &nbsp;&nbsp;20622 | &nbsp;&nbsp;20408 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.446% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;12902 | &nbsp;&nbsp;12809 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.174% | &nbsp;&nbsp;1/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.364% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;6265 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.352% | &nbsp;&nbsp;10/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;24814 | &nbsp;&nbsp;25593 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;14740 | &nbsp;&nbsp;14573 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;31154 | &nbsp;&nbsp;31053 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/2028 | &nbsp;&nbsp;46842 | &nbsp;&nbsp;43996 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.306% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;13368 | &nbsp;&nbsp;13458 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4829 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;28330 | &nbsp;&nbsp;27095 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;16165 | &nbsp;&nbsp;15254 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;19255 | &nbsp;&nbsp;20301 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;43408 | &nbsp;&nbsp;40707 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;9389 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.710% | &nbsp;&nbsp;1/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp;&nbsp;&nbsp;4723 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7921 | &nbsp;&nbsp;&nbsp;&nbsp;8284 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;22635 | &nbsp;&nbsp;24194 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.954% | &nbsp;&nbsp;7/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;6083 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;27070 | &nbsp;&nbsp;28944 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;10815 | &nbsp;&nbsp;11609 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/2034 | &nbsp;&nbsp;18870 | &nbsp;&nbsp;19911 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;4619 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;2778 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/2043 | &nbsp;&nbsp;15052 | &nbsp;&nbsp;16464 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/2044 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13518 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.796% | &nbsp;&nbsp;7/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;7965 |
| <sup>7</sup> | Swedbank AB | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;13138 | &nbsp;&nbsp;12786 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
|  | Synchrony Financial | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;11222 | &nbsp;&nbsp;11092 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;11130 | &nbsp;&nbsp;11269 |
|  | Synchrony Financial | &nbsp;&nbsp;5.019% | &nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | Synchrony Financial | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;3526 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6361 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;9289 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;10033 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;13138 | &nbsp;&nbsp;12821 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/10/2027 | &nbsp;&nbsp;31573 | &nbsp;&nbsp;31050 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;9901 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;20516 | &nbsp;&nbsp;20549 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;31055 | &nbsp;&nbsp;31458 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;16736 | &nbsp;&nbsp;17133 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5519 | &nbsp;&nbsp;&nbsp;&nbsp;5616 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;8671 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10804 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7223 | &nbsp;&nbsp;&nbsp;&nbsp;6425 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;11261 | &nbsp;&nbsp;11761 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;54974 | &nbsp;&nbsp;51021 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;25522 | &nbsp;&nbsp;25509 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;9077 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/2034 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;13592 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6719 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7918 | &nbsp;&nbsp;&nbsp;&nbsp;9980 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1985 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
| <sup>2</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;13682 | &nbsp;&nbsp;15234 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp;8232 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;4130 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2049 | &nbsp;&nbsp;11415 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/27/2050 | &nbsp;&nbsp;11547 | &nbsp;&nbsp;&nbsp;&nbsp;7102 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/2051 | &nbsp;&nbsp;10182 | &nbsp;&nbsp;&nbsp;&nbsp;6888 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;5725 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4508 |
|  | Travelers Property Casualty Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6389 | &nbsp;&nbsp;&nbsp;&nbsp;7171 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;17748 | &nbsp;&nbsp;17693 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;15818 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8618 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;13608 | &nbsp;&nbsp;12911 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/2029 | &nbsp;&nbsp;18752 | &nbsp;&nbsp;19027 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;20763 | &nbsp;&nbsp;20450 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/2029 | &nbsp;&nbsp;13210 | &nbsp;&nbsp;12445 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;8222 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;13053 | &nbsp;&nbsp;11757 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/2033 | &nbsp;&nbsp;17145 | &nbsp;&nbsp;17105 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;15770 | &nbsp;&nbsp;16982 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;17794 | &nbsp;&nbsp;18042 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;10478 | &nbsp;&nbsp;11102 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.711% | &nbsp;&nbsp;1/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5679 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | UBS AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;17634 | &nbsp;&nbsp;17922 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;11465 | &nbsp;&nbsp;11564 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;37255 | &nbsp;&nbsp;40100 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;21800 | &nbsp;&nbsp;22785 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2048 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3212 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;33625 | &nbsp;&nbsp;31542 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6798 | &nbsp;&nbsp;&nbsp;&nbsp;6810 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;2227 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;18299 | &nbsp;&nbsp;18073 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;12533 | &nbsp;&nbsp;12869 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;9072 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;35255 | &nbsp;&nbsp;35511 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;31576 | &nbsp;&nbsp;31918 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;20467 | &nbsp;&nbsp;21304 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;19377 | &nbsp;&nbsp;18547 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;12775 | &nbsp;&nbsp;13209 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;18529 | &nbsp;&nbsp;16256 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;29818 | &nbsp;&nbsp;30660 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;5890 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11947 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/2033 | &nbsp;&nbsp;11554 | &nbsp;&nbsp;10332 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;17630 | &nbsp;&nbsp;17711 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;11260 | &nbsp;&nbsp;12004 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;38040 | &nbsp;&nbsp;38198 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;49825 | &nbsp;&nbsp;53070 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;30065 | &nbsp;&nbsp;31662 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5097 | &nbsp;&nbsp;&nbsp;&nbsp;5272 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;16590 | &nbsp;&nbsp;14312 |
|  | US Bank NA | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;17140 | &nbsp;&nbsp;17197 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;16237 | &nbsp;&nbsp;15783 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7708 | &nbsp;&nbsp;&nbsp;&nbsp;7301 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;11884 | &nbsp;&nbsp;11664 |
|  | Visa Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;20331 | &nbsp;&nbsp;18707 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;15863 | &nbsp;&nbsp;13664 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;26202 | &nbsp;&nbsp;25270 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;15308 | &nbsp;&nbsp;11728 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;38088 | &nbsp;&nbsp;33596 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;16603 | &nbsp;&nbsp;13118 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;26545 | &nbsp;&nbsp;14759 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;11454 | &nbsp;&nbsp;11549 |
|  | Voya Financial Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp;3632 |
| <sup>2</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;4230 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;4282 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2061 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;&nbsp;&nbsp;6858 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;29720 | &nbsp;&nbsp;30600 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Wachovia Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;52821 | &nbsp;&nbsp;52279 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;27550 | &nbsp;&nbsp;27648 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;31173 | &nbsp;&nbsp;31460 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;21496 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;42690 | &nbsp;&nbsp;42297 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;42747 | &nbsp;&nbsp;41553 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;33069 | &nbsp;&nbsp;33466 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;15944 | &nbsp;&nbsp;15936 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;12661 | &nbsp;&nbsp;12901 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;52303 | &nbsp;&nbsp;54202 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;20670 | &nbsp;&nbsp;20584 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;40488 | &nbsp;&nbsp;42891 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9359 | &nbsp;&nbsp;&nbsp;&nbsp;9641 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;52199 | &nbsp;&nbsp;49400 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;34560 | &nbsp;&nbsp;35754 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;38526 | &nbsp;&nbsp;35804 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;32956 | &nbsp;&nbsp;33133 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;21530 | &nbsp;&nbsp;22209 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8366 | &nbsp;&nbsp;&nbsp;&nbsp;7786 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;70104 | &nbsp;&nbsp;71213 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;64548 | &nbsp;&nbsp;67067 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;57438 | &nbsp;&nbsp;60331 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;44780 | &nbsp;&nbsp;46697 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;35308 | &nbsp;&nbsp;36078 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;35069 | &nbsp;&nbsp;36793 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6574 | &nbsp;&nbsp;&nbsp;&nbsp;6796 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;52503 | &nbsp;&nbsp;40750 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;19274 | &nbsp;&nbsp;18826 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;24560 | &nbsp;&nbsp;24597 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;35351 | &nbsp;&nbsp;31242 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;25746 | &nbsp;&nbsp;21104 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;44806 | &nbsp;&nbsp;40823 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;27857 | &nbsp;&nbsp;23540 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp;&nbsp;&nbsp;5725 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;83500 | &nbsp;&nbsp;78034 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;59358 | &nbsp;&nbsp;52141 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.254% | &nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;27755 | &nbsp;&nbsp;28160 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/26/2036 | &nbsp;&nbsp;10738 | &nbsp;&nbsp;11440 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;20865 | &nbsp;&nbsp;22095 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;16978 | &nbsp;&nbsp;19173 |
|  | Western Union Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9249 | &nbsp;&nbsp;&nbsp;&nbsp;9660 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;1683 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;25845 | &nbsp;&nbsp;25676 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9118 | &nbsp;&nbsp;&nbsp;&nbsp;9019 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;12557 | &nbsp;&nbsp;13142 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9534 | &nbsp;&nbsp;&nbsp;&nbsp;8977 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;10007 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6061 | &nbsp;&nbsp;&nbsp;&nbsp;5721 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;21551 | &nbsp;&nbsp;19377 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;11/23/2031 | &nbsp;&nbsp;36393 | &nbsp;&nbsp;36294 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;11125 | &nbsp;&nbsp;11455 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;10780 | &nbsp;&nbsp;12064 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/2034 | &nbsp;&nbsp;12522 | &nbsp;&nbsp;12258 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;22676 | &nbsp;&nbsp;20358 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;25834 | &nbsp;&nbsp;26629 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/2036 | &nbsp;&nbsp;18783 | &nbsp;&nbsp;16758 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/2039 | &nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;9643 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;11859 | &nbsp;&nbsp;&nbsp;&nbsp;9078 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/2041 | &nbsp;&nbsp;12680 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4961 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7471 | &nbsp;&nbsp;&nbsp;&nbsp;7541 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp;&nbsp;&nbsp;7730 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7289 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;12028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7426 |
|  | Wintrust Financial Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673 |
|  | Zions Bancorp NA | &nbsp;&nbsp;4.704% | &nbsp;&nbsp;8/18/2028 | &nbsp;&nbsp;12875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12917 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;13645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12811 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8946 |
|  |  |  |  |  | &nbsp;&nbsp;**26791002** |
| **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;15260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15253 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;11285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10626 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/2036 | &nbsp;&nbsp;17672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17836 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7580 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5119 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;39738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38137 |
|  | AbbVie Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;53632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53028 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;37870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38310 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;18810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19115 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;22055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22238 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;37913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38762 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;91672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88424 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;14360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14782 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;30077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31082 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;42286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43465 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;31617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31126 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;17512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18139 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;45691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44805 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/2036 | &nbsp;&nbsp;13348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12833 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;60499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54134 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/2042 | &nbsp;&nbsp;26861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24219 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;26158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24662 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7867 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;31157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28590 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;25962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22946 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;23975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22251 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;80579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68028 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;47329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47097 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;25435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25419 |
| <sup>2</sup> | Adventist Health System | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 |
| <sup>2</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7989 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
| <sup>2</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;15077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16560 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4658 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;11957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001 |
| <sup>2</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
| <sup>2</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | Amgen Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/21/2027 | &nbsp;&nbsp;28945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28242 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;14965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14719 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;29044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29717 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;19525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18251 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;10831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10429 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/2029 | &nbsp;&nbsp;24575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24467 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;22714 | &nbsp;&nbsp;21041 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;33285 | &nbsp;&nbsp;34502 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;31320 | &nbsp;&nbsp;28197 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;12309 | &nbsp;&nbsp;10677 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/2032 | &nbsp;&nbsp;12487 | &nbsp;&nbsp;11719 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9019 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;69980 | &nbsp;&nbsp;72494 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;31058 | &nbsp;&nbsp;24454 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;4383 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;18306 | &nbsp;&nbsp;17271 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;11714 | &nbsp;&nbsp;11377 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;46751 | &nbsp;&nbsp;47325 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;29801 | &nbsp;&nbsp;25873 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;6524 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;42645 | &nbsp;&nbsp;37249 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/2052 | &nbsp;&nbsp;16636 | &nbsp;&nbsp;13350 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8856 | &nbsp;&nbsp;&nbsp;&nbsp;7905 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;69185 | &nbsp;&nbsp;69055 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;10911 | &nbsp;&nbsp;&nbsp;&nbsp;6623 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;6400 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;39760 | &nbsp;&nbsp;39667 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;17234 | &nbsp;&nbsp;16195 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;22991 | &nbsp;&nbsp;18196 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;18307 | &nbsp;&nbsp;14992 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;9848 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;16858 | &nbsp;&nbsp;17065 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;17061 | &nbsp;&nbsp;17433 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;15345 | &nbsp;&nbsp;14523 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10546 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2030 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;12315 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;17125 | &nbsp;&nbsp;17691 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;14449 | &nbsp;&nbsp;13062 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;18585 | &nbsp;&nbsp;19148 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;11077 | &nbsp;&nbsp;11418 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/12/2027 | &nbsp;&nbsp;11728 | &nbsp;&nbsp;11595 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9109 | &nbsp;&nbsp;&nbsp;&nbsp;9115 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;18321 | &nbsp;&nbsp;16133 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;36647 | &nbsp;&nbsp;41746 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2042 | &nbsp;&nbsp;19028 | &nbsp;&nbsp;16533 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;14641 | &nbsp;&nbsp;13056 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;3336 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;5657 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
|  | Banner Health | &nbsp;&nbsp;2.338% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;7179 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4398 | &nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;3448 |
| <sup>2</sup> | Banner Health | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3328 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;3937 |
| <sup>2</sup> | Baptist Health South Florida Obligated Group | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/2071 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>2</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;5083 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;6390 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.915% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;23915 | &nbsp;&nbsp;23190 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;21659 | &nbsp;&nbsp;20329 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9635 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;20179 | &nbsp;&nbsp;17352 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;12171 | &nbsp;&nbsp;10672 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7901 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;11319 | &nbsp;&nbsp;&nbsp;&nbsp;7218 |
| <sup>2</sup> | BayCare Health System Inc. | &nbsp;&nbsp;3.831% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;13395 | &nbsp;&nbsp;10436 |
| <sup>2</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;4982 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
| <sup>2</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;27509 | &nbsp;&nbsp;27327 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8958 | &nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;8601 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/2032 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13383 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2236 | &nbsp;&nbsp;&nbsp;&nbsp;2283 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7753 | &nbsp;&nbsp;&nbsp;&nbsp;6930 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.669% | &nbsp;&nbsp;6/6/2047 | &nbsp;&nbsp;25350 | &nbsp;&nbsp;22410 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>2</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;4902 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;27207 | &nbsp;&nbsp;24822 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2977 | &nbsp;&nbsp;&nbsp;&nbsp;3119 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;34754 | &nbsp;&nbsp;22584 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;5118 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7116 | &nbsp;&nbsp;&nbsp;&nbsp;7018 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;10577 |
| <sup>2</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;3739 |
| <sup>2</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;16461 | &nbsp;&nbsp;15400 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;11853 | &nbsp;&nbsp;11316 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;11863 | &nbsp;&nbsp;10852 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6277 | &nbsp;&nbsp;&nbsp;&nbsp;6226 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7335 | &nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;21197 | &nbsp;&nbsp;21032 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/20/2028 | &nbsp;&nbsp;33606 | &nbsp;&nbsp;33610 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;20369 | &nbsp;&nbsp;20903 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/26/2029 | &nbsp;&nbsp;30606 | &nbsp;&nbsp;29843 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6557 | &nbsp;&nbsp;&nbsp;&nbsp;5744 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/2031 | &nbsp;&nbsp;18120 | &nbsp;&nbsp;18845 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;23185 | &nbsp;&nbsp;21308 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2808 | &nbsp;&nbsp;&nbsp;&nbsp;3054 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;35931 | &nbsp;&nbsp;37250 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;36324 | &nbsp;&nbsp;32893 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;12660 | &nbsp;&nbsp;11473 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;23514 | &nbsp;&nbsp;20020 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;8466 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;52929 | &nbsp;&nbsp;43863 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;22641 | &nbsp;&nbsp;13603 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;49772 | &nbsp;&nbsp;37158 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;44000 | &nbsp;&nbsp;43853 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;16660 | &nbsp;&nbsp;12204 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;21123 | &nbsp;&nbsp;23295 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/2064 | &nbsp;&nbsp;23574 | &nbsp;&nbsp;23385 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;9555 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;9527 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;14405 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5314 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;5925 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;3978 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8466 |
| <sup>2</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8101 | &nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;9622 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp;&nbsp;&nbsp;7881 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;21477 | &nbsp;&nbsp;19699 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;3513 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;9292 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;5761 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8679 | &nbsp;&nbsp;&nbsp;&nbsp;7231 |
|  | Centene Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;35616 | &nbsp;&nbsp;35011 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;30179 | &nbsp;&nbsp;28078 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;48391 | &nbsp;&nbsp;46934 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;10307 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;36329 | &nbsp;&nbsp;32463 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;38410 | &nbsp;&nbsp;33105 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8498 | &nbsp;&nbsp;&nbsp;&nbsp;7305 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7682 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
| <sup>2</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;3407 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;5135 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2441 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3559 |
| <sup>2</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
| <sup>2</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6937 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;19949 | &nbsp;&nbsp;19763 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;10333 | &nbsp;&nbsp;10130 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;39847 | &nbsp;&nbsp;40043 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;14008 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;20615 | &nbsp;&nbsp;19030 |
|  | Cigna Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;13548 | &nbsp;&nbsp;13592 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;22369 | &nbsp;&nbsp;20128 |
|  | Cigna Group | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;19701 | &nbsp;&nbsp;19900 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10320 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;25537 | &nbsp;&nbsp;26296 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;21825 | &nbsp;&nbsp;22102 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;30431 | &nbsp;&nbsp;29050 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;13977 | &nbsp;&nbsp;10924 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6716 | &nbsp;&nbsp;&nbsp;&nbsp;7106 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;20557 | &nbsp;&nbsp;18386 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;6265 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;30023 | &nbsp;&nbsp;26960 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;25057 | &nbsp;&nbsp;17598 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;17389 | &nbsp;&nbsp;12100 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;18152 | &nbsp;&nbsp;17802 |
|  | Cigna Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;6189 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;2955 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;15907 | &nbsp;&nbsp;15334 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8188 | &nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;14595 | &nbsp;&nbsp;15090 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;11985 | &nbsp;&nbsp;12199 |
| <sup>2</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;11325 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8794 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8344 | &nbsp;&nbsp;&nbsp;&nbsp;8042 |
| <sup>2</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;3904 |
| <sup>2</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
| <sup>2</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;&nbsp;&nbsp;6964 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;9542 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3022 | &nbsp;&nbsp;&nbsp;&nbsp;3119 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;14810 | &nbsp;&nbsp;14031 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;50860 | &nbsp;&nbsp;50891 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;30343 | &nbsp;&nbsp;30944 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;42975 | &nbsp;&nbsp;41190 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;17843 | &nbsp;&nbsp;18296 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;29210 | &nbsp;&nbsp;28298 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;20817 | &nbsp;&nbsp;18273 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;7100 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;23702 | &nbsp;&nbsp;20603 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;10818 | &nbsp;&nbsp;11314 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;33640 | &nbsp;&nbsp;29160 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5156 | &nbsp;&nbsp;&nbsp;&nbsp;5218 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;23661 | &nbsp;&nbsp;24186 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;18870 | &nbsp;&nbsp;19303 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;16992 | &nbsp;&nbsp;16552 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7963 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;71690 | &nbsp;&nbsp;67217 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;9314 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;10138 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;9187 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;47272 | &nbsp;&nbsp;42889 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;106016 | &nbsp;&nbsp;94385 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;16999 | &nbsp;&nbsp;16146 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;19842 | &nbsp;&nbsp;19489 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9111 | &nbsp;&nbsp;&nbsp;&nbsp;9212 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;21220 | &nbsp;&nbsp;21836 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;10795 | &nbsp;&nbsp;10638 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7614 | &nbsp;&nbsp;&nbsp;&nbsp;7760 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;4902 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;17032 | &nbsp;&nbsp;10943 |
| <sup>2</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;4519 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10872 | &nbsp;&nbsp;&nbsp;&nbsp;9998 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13834 | &nbsp;&nbsp;13032 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;11754 | &nbsp;&nbsp;&nbsp;&nbsp;9617 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12002 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005 | &nbsp;&nbsp;&nbsp;&nbsp;6145 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3285 |
| <sup>2</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7897 | &nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp;&nbsp;&nbsp;8662 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;3432 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;23117 | &nbsp;&nbsp;22949 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;22965 | &nbsp;&nbsp;22952 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12779 | &nbsp;&nbsp;12722 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;6833 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;29981 | &nbsp;&nbsp;27356 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;18895 | &nbsp;&nbsp;17160 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14355 | &nbsp;&nbsp;14616 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;13120 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;8417 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12653 | &nbsp;&nbsp;12690 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21738 | &nbsp;&nbsp;22411 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3898 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;25970 | &nbsp;&nbsp;26462 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;13277 | &nbsp;&nbsp;13183 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;6701 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;7487 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;8448 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;16171 | &nbsp;&nbsp;14494 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;8558 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;13426 | &nbsp;&nbsp;11918 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;23731 | &nbsp;&nbsp;19811 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9988 | &nbsp;&nbsp;&nbsp;&nbsp;8519 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;9317 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15535 | &nbsp;&nbsp;10269 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12128 | &nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;3485 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7132 | &nbsp;&nbsp;&nbsp;&nbsp;7435 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 | &nbsp;&nbsp;&nbsp;&nbsp;8670 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3716 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;28040 | &nbsp;&nbsp;27761 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;10674 | &nbsp;&nbsp;10606 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14760 | &nbsp;&nbsp;14886 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6368 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13983 | &nbsp;&nbsp;14191 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8362 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10321 | &nbsp;&nbsp;10481 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7574 | &nbsp;&nbsp;&nbsp;&nbsp;7436 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14242 | &nbsp;&nbsp;14343 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11880 | &nbsp;&nbsp;12193 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7474 | &nbsp;&nbsp;&nbsp;&nbsp;7487 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13465 | &nbsp;&nbsp;13913 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12904 | &nbsp;&nbsp;13000 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20385 | &nbsp;&nbsp;20790 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;20591 | &nbsp;&nbsp;20812 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;16419 | &nbsp;&nbsp;16478 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;11157 | &nbsp;&nbsp;11304 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;2560 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3838 | &nbsp;&nbsp;&nbsp;&nbsp;3124 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;22075 | &nbsp;&nbsp;12865 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;16384 | &nbsp;&nbsp;15284 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2054 | &nbsp;&nbsp;32919 | &nbsp;&nbsp;31159 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;14379 | &nbsp;&nbsp;13710 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15832 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8159 | &nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;6627 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9502 | &nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;16641 | &nbsp;&nbsp;15321 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;32270 | &nbsp;&nbsp;30476 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;7693 | &nbsp;&nbsp;&nbsp;&nbsp;7948 |
| <sup>2</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp;4267 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;23205 | &nbsp;&nbsp;23922 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10606 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15555 | &nbsp;&nbsp;16485 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;8626 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;23055 | &nbsp;&nbsp;24799 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;11405 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;14844 | &nbsp;&nbsp;16368 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;15034 | &nbsp;&nbsp;14824 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7459 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;13670 | &nbsp;&nbsp;14330 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11604 | &nbsp;&nbsp;11922 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;18608 | &nbsp;&nbsp;18394 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;15199 | &nbsp;&nbsp;14132 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;17938 | &nbsp;&nbsp;13166 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;15477 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;25856 | &nbsp;&nbsp;24128 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;27478 | &nbsp;&nbsp;24579 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;24855 | &nbsp;&nbsp;22855 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;22544 | &nbsp;&nbsp;19010 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;14010 | &nbsp;&nbsp;&nbsp;&nbsp;9043 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;15310 | &nbsp;&nbsp;15459 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8074 | &nbsp;&nbsp;&nbsp;&nbsp;8127 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10728 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;31567 | &nbsp;&nbsp;31531 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;7076 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;15025 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;36029 | &nbsp;&nbsp;40501 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;7528 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;16857 | &nbsp;&nbsp;16454 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8592 | &nbsp;&nbsp;&nbsp;&nbsp;5554 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| <sup>2</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5588 | &nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | HCA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8759 | &nbsp;&nbsp;&nbsp;&nbsp;8776 |
|  | HCA Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;13212 | &nbsp;&nbsp;13028 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9481 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;13595 | &nbsp;&nbsp;13923 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;22986 | &nbsp;&nbsp;23715 |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5143 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;30640 | &nbsp;&nbsp;30373 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10117 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;44085 | &nbsp;&nbsp;42106 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;17570 | &nbsp;&nbsp;18266 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;11479 | &nbsp;&nbsp;10183 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10204 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;25686 | &nbsp;&nbsp;24107 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;17465 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;23290 | &nbsp;&nbsp;24184 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;18263 | &nbsp;&nbsp;18724 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;20150 | &nbsp;&nbsp;21070 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;15443 | &nbsp;&nbsp;14859 |
|  | HCA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9208 | &nbsp;&nbsp;&nbsp;&nbsp;7890 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;26482 | &nbsp;&nbsp;25285 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;24895 | &nbsp;&nbsp;22722 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;26265 | &nbsp;&nbsp;21676 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;16149 | &nbsp;&nbsp;15947 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;32059 | &nbsp;&nbsp;32124 |
|  | HCA Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;19810 | &nbsp;&nbsp;20453 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;9396 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | Humana Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;2/3/2027 | &nbsp;&nbsp;11284 | &nbsp;&nbsp;10862 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;5340 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5863 | &nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;6166 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;8610 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9759 | &nbsp;&nbsp;&nbsp;&nbsp;9881 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;17525 | &nbsp;&nbsp;18031 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;14642 | &nbsp;&nbsp;12479 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;10220 | &nbsp;&nbsp;10750 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;12754 | &nbsp;&nbsp;13405 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8863 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;12222 | &nbsp;&nbsp;10585 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7287 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;11170 | &nbsp;&nbsp;10319 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;13266 | &nbsp;&nbsp;12661 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;6512 |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7296 | &nbsp;&nbsp;&nbsp;&nbsp;7504 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6626 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;4466 |
| <sup>2</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2569 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6248 | &nbsp;&nbsp;&nbsp;&nbsp;5037 |
| <sup>2</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
| <sup>2</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;6359 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;11199 | &nbsp;&nbsp;&nbsp;&nbsp;9052 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7674 | &nbsp;&nbsp;&nbsp;&nbsp;7761 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/3/2027 | &nbsp;&nbsp;25245 | &nbsp;&nbsp;24976 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;&nbsp;9000 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;50495 | &nbsp;&nbsp;49619 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8953 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | Johnson & Johnson | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;19314 | &nbsp;&nbsp;19892 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;23567 | &nbsp;&nbsp;20829 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;15968 | &nbsp;&nbsp;16582 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5501 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7264 | &nbsp;&nbsp;&nbsp;&nbsp;7345 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;25558 | &nbsp;&nbsp;26555 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;17053 | &nbsp;&nbsp;15606 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2037 | &nbsp;&nbsp;13446 | &nbsp;&nbsp;12202 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;11258 | &nbsp;&nbsp;12585 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;11872 | &nbsp;&nbsp;10450 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;34442 | &nbsp;&nbsp;24241 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp;&nbsp;&nbsp;7821 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;1823 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;17919 | &nbsp;&nbsp;16941 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;27331 | &nbsp;&nbsp;22496 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/2047 | &nbsp;&nbsp;13660 | &nbsp;&nbsp;11192 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;11362 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7953 | &nbsp;&nbsp;&nbsp;&nbsp;8105 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;3245 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;12527 | &nbsp;&nbsp;12380 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;35293 | &nbsp;&nbsp;26074 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9609 | &nbsp;&nbsp;&nbsp;&nbsp;9130 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;15693 | &nbsp;&nbsp;13156 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;23075 | &nbsp;&nbsp;16353 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;16893 | &nbsp;&nbsp;11204 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;11159 | &nbsp;&nbsp;10448 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;4463 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;9969 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;10295 | &nbsp;&nbsp;10207 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;16980 | &nbsp;&nbsp;15221 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp;3497 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;&nbsp;&nbsp;7627 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2399 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;7362 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;5569 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;2891 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;13779 | &nbsp;&nbsp;&nbsp;&nbsp;8930 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14337 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13444 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7122 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp;&nbsp;&nbsp;9856 |
| <sup>2</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;4840 |
| <sup>2</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;44476 | &nbsp;&nbsp;43640 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;15426 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5251 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7417 | &nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9761 | &nbsp;&nbsp;&nbsp;&nbsp;7978 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;28892 | &nbsp;&nbsp;27912 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9796 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;27961 | &nbsp;&nbsp;27395 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/2030 | &nbsp;&nbsp;12061 | &nbsp;&nbsp;10684 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;18320 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;28998 | &nbsp;&nbsp;25629 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;13798 | &nbsp;&nbsp;13917 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9413 | &nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;13291 | &nbsp;&nbsp;15083 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;27300 | &nbsp;&nbsp;27618 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;12305 | &nbsp;&nbsp;10986 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/2040 | &nbsp;&nbsp;12617 | &nbsp;&nbsp;&nbsp;&nbsp;9060 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8979 | &nbsp;&nbsp;&nbsp;&nbsp;7294 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;11281 | &nbsp;&nbsp;&nbsp;&nbsp;9806 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/2044 | &nbsp;&nbsp;12031 | &nbsp;&nbsp;11413 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;28542 | &nbsp;&nbsp;22916 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;17751 | &nbsp;&nbsp;14417 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;29169 | &nbsp;&nbsp;18370 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2053 | &nbsp;&nbsp;17551 | &nbsp;&nbsp;16481 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;15640 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;28519 | &nbsp;&nbsp;17098 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;6069 | &nbsp;&nbsp;&nbsp;&nbsp;5707 |
| <sup>2</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;40944 | &nbsp;&nbsp;25615 |
| <sup>2</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;8178 |
| <sup>2</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
|  | Mylan Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9834 | &nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5387 | &nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | Mylan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;2918 |
| <sup>2</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;12352 | &nbsp;&nbsp;10332 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/2056 | &nbsp;&nbsp;10860 | &nbsp;&nbsp;&nbsp;&nbsp;8630 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;2204 |
| <sup>2</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;&nbsp;&nbsp;9655 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
| <sup>2</sup> | Northwestern Memorial Healthcare Obligated Group | &nbsp;&nbsp;2.633% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4161 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;11085 | &nbsp;&nbsp;&nbsp;&nbsp;7523 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7924 | &nbsp;&nbsp;&nbsp;&nbsp;5194 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/14/2027 | &nbsp;&nbsp;15935 | &nbsp;&nbsp;15562 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;23780 | &nbsp;&nbsp;23529 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;16414 | &nbsp;&nbsp;16342 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/2030 | &nbsp;&nbsp;33457 | &nbsp;&nbsp;30746 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;12505 | &nbsp;&nbsp;12223 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/2042 | &nbsp;&nbsp;10366 | &nbsp;&nbsp;&nbsp;&nbsp;8680 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;20386 | &nbsp;&nbsp;18424 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;21611 | &nbsp;&nbsp;18301 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/2050 | &nbsp;&nbsp;10033 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8894 | &nbsp;&nbsp;&nbsp;&nbsp;8130 |
| <sup>2</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;3946 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;10101 | &nbsp;&nbsp;&nbsp;&nbsp;8809 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;5487 |
| <sup>2</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4921 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3698 |
| <sup>2</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;4541 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6061 | &nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;3659 |
| <sup>2</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
| <sup>2</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;3.218% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;20849 | &nbsp;&nbsp;20649 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;39578 | &nbsp;&nbsp;38940 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;21995 | &nbsp;&nbsp;20631 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;17822 | &nbsp;&nbsp;15997 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;13985 | &nbsp;&nbsp;12251 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7183 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;16567 | &nbsp;&nbsp;15061 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;24880 | &nbsp;&nbsp;22014 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;20756 | &nbsp;&nbsp;24926 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/2040 | &nbsp;&nbsp;15264 | &nbsp;&nbsp;11220 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;10699 | &nbsp;&nbsp;&nbsp;&nbsp;9543 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;21084 | &nbsp;&nbsp;17602 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;14548 | &nbsp;&nbsp;12209 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;14452 | &nbsp;&nbsp;11705 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/2050 | &nbsp;&nbsp;16686 | &nbsp;&nbsp;10580 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;60357 | &nbsp;&nbsp;61037 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;41478 | &nbsp;&nbsp;42246 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;66176 | &nbsp;&nbsp;66861 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;35934 | &nbsp;&nbsp;34832 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;66239 | &nbsp;&nbsp;64024 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;55822 | &nbsp;&nbsp;52950 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;14462 | &nbsp;&nbsp;15520 |
| <sup>2</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;5170 |
| <sup>2</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;4236 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;5523 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;19729 | &nbsp;&nbsp;18461 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;6587 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9655 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6837 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;11088 | &nbsp;&nbsp;11098 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;17367 | &nbsp;&nbsp;16360 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5902 | &nbsp;&nbsp;&nbsp;&nbsp;5426 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;13348 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
| <sup>2</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2672 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;16411 | &nbsp;&nbsp;14470 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;12943 | &nbsp;&nbsp;&nbsp;&nbsp;8055 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6669 | &nbsp;&nbsp;&nbsp;&nbsp;6216 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11391 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;6616 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;10260 | &nbsp;&nbsp;&nbsp;&nbsp;8910 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/2027 | &nbsp;&nbsp;16544 | &nbsp;&nbsp;15806 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;3157 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/2030 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;16689 |
|  | Royalty Pharma plc | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13782 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4572 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8469 | &nbsp;&nbsp;&nbsp;&nbsp;8647 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/2040 | &nbsp;&nbsp;12467 | &nbsp;&nbsp;&nbsp;&nbsp;9573 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;15562 | &nbsp;&nbsp;10938 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;6150 |
| <sup>2</sup> | Rush Obligated Group | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/2028 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;14165 |
| <sup>2</sup> | Seattle Children's Hospital | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;5327 |
| <sup>2</sup> | Sentara Health | &nbsp;&nbsp;2.927% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>2</sup> | Sharp HealthCare | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/2030 | &nbsp;&nbsp;12956 | &nbsp;&nbsp;11590 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/2034 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;11296 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;3264 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;22890 | &nbsp;&nbsp;23888 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/2034 | &nbsp;&nbsp;20314 | &nbsp;&nbsp;21163 |
|  | Solventum Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4267 | &nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>2</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;5985 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
| <sup>2</sup> | Stanford Health Care | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>2</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;16513 | &nbsp;&nbsp;12996 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8423 | &nbsp;&nbsp;&nbsp;&nbsp;7672 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;10648 | &nbsp;&nbsp;&nbsp;&nbsp;7833 |
|  | Stryker Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;9995 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9943 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;10465 | &nbsp;&nbsp;10497 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;7815 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;13422 | &nbsp;&nbsp;13837 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp;&nbsp;&nbsp;7204 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;11365 | &nbsp;&nbsp;10282 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;5030 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9240 | &nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6716 | &nbsp;&nbsp;&nbsp;&nbsp;6899 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6226 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
|  | Sutter Health | &nbsp;&nbsp;5.547% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;30216 | &nbsp;&nbsp;30879 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;29737 | &nbsp;&nbsp;27009 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10192 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;19128 | &nbsp;&nbsp;14594 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9197 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;40649 | &nbsp;&nbsp;27457 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;12819 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/2035 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17683 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
| <sup>2</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/5/2026 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;11081 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8166 | &nbsp;&nbsp;&nbsp;&nbsp;7642 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9343 | &nbsp;&nbsp;&nbsp;&nbsp;9611 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;12811 | &nbsp;&nbsp;12111 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;12204 | &nbsp;&nbsp;12631 |
| <sup>5</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4444 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;27390 | &nbsp;&nbsp;24203 |
| <sup>5</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.473% | &nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4925 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;14629 | &nbsp;&nbsp;15163 |
| <sup>5</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
| <sup>5</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;10/7/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;27910 | &nbsp;&nbsp;20614 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;8/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;6306 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6228 | &nbsp;&nbsp;&nbsp;&nbsp;6237 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;6714 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9164 | &nbsp;&nbsp;&nbsp;&nbsp;9245 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp;&nbsp;7214 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;3.434% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5477 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;13878 | &nbsp;&nbsp;13798 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;41554 | &nbsp;&nbsp;41181 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7264 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;10029 | &nbsp;&nbsp;&nbsp;&nbsp;9991 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;12998 | &nbsp;&nbsp;13347 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7573 | &nbsp;&nbsp;&nbsp;&nbsp;7544 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;5606 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;16928 | &nbsp;&nbsp;16988 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7672 | &nbsp;&nbsp;&nbsp;&nbsp;7648 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;22897 | &nbsp;&nbsp;21843 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16060 | &nbsp;&nbsp;16411 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;21074 | &nbsp;&nbsp;21927 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;14057 | &nbsp;&nbsp;12737 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7283 | &nbsp;&nbsp;&nbsp;&nbsp;7381 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9583 | &nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;28015 | &nbsp;&nbsp;25102 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;20679 | &nbsp;&nbsp;21174 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;38345 | &nbsp;&nbsp;40077 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;17255 | &nbsp;&nbsp;17064 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;17005 | &nbsp;&nbsp;17270 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;28441 | &nbsp;&nbsp;29166 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;13115 | &nbsp;&nbsp;13558 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;22708 | &nbsp;&nbsp;22403 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;10524 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7392 | &nbsp;&nbsp;&nbsp;&nbsp;8274 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;11274 | &nbsp;&nbsp;12778 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;15213 | &nbsp;&nbsp;17603 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;17034 | &nbsp;&nbsp;14196 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;12531 | &nbsp;&nbsp;&nbsp;&nbsp;9335 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5763 | &nbsp;&nbsp;&nbsp;&nbsp;5971 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;16009 | &nbsp;&nbsp;12176 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;10776 | &nbsp;&nbsp;&nbsp;&nbsp;9953 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2042 | &nbsp;&nbsp;12822 | &nbsp;&nbsp;10744 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;10516 | &nbsp;&nbsp;&nbsp;&nbsp;9138 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13272 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;15458 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;20555 | &nbsp;&nbsp;17052 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;15995 | &nbsp;&nbsp;13300 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;11646 | &nbsp;&nbsp;&nbsp;&nbsp;8935 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;23326 | &nbsp;&nbsp;19297 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7127 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;18809 | &nbsp;&nbsp;14071 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;17891 | &nbsp;&nbsp;11533 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;22907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15611 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;34262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35270 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;27814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25490 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;23702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22727 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;36030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35834 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;10413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10840 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;15812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;29775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31114 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;21643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19815 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2064 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14627 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;26473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26383 |
| <sup>7</sup> | Universal Health Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7921 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10738 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8887 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7057 |
|  | Viatris Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7711 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;16372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14740 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/2040 | &nbsp;&nbsp;13926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10613 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/2050 | &nbsp;&nbsp;18888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12885 |
| <sup>2</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 |
| <sup>2</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| <sup>2</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>2</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;12156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13739 |
|  | Wyeth LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;10237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11132 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;15791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17105 |
| <sup>2</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;18932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17003 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;16047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15767 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/17/2028 | &nbsp;&nbsp;10981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11018 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/2028 | &nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10644 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5397 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;11735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12477 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8181 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6376 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/20/2048 | &nbsp;&nbsp;12581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10893 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  |  |  |  |  | &nbsp;&nbsp;**10724870** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
|  | 3M Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14309 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/2029 | &nbsp;&nbsp;20561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19258 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13445 |
|  | 3M Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6815 |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/2046 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9376 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;10562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7993 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/2049 | &nbsp;&nbsp;23186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16230 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 |
|  | AGCO Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7309 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2014-1 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2015-1 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16883 | &nbsp;&nbsp;&nbsp;&nbsp;15294 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2015-2 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.575% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7928 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2016-3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2017-1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4476 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2017-2 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9322 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8173 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8864 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15738 | &nbsp;&nbsp;&nbsp;&nbsp;14894 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8113 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13505 | &nbsp;&nbsp;&nbsp;&nbsp;13778 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | Boeing Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;18720 | &nbsp;&nbsp;&nbsp;&nbsp;18349 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;27414 | &nbsp;&nbsp;&nbsp;&nbsp;27718 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13295 | &nbsp;&nbsp;&nbsp;&nbsp;13677 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21010 | &nbsp;&nbsp;&nbsp;&nbsp;20533 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6166 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13518 | &nbsp;&nbsp;&nbsp;&nbsp;13041 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15974 | &nbsp;&nbsp;&nbsp;&nbsp;16957 |
|  | Boeing Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;10176 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;93415 | &nbsp;&nbsp;&nbsp;&nbsp;95868 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;13427 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35554 | &nbsp;&nbsp;&nbsp;&nbsp;38706 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12846 | &nbsp;&nbsp;&nbsp;&nbsp;13836 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;18167 | &nbsp;&nbsp;&nbsp;&nbsp;16438 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;31092 | &nbsp;&nbsp;&nbsp;&nbsp;34409 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;11931 |
|  | Boeing Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9359 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;14754 | &nbsp;&nbsp;&nbsp;&nbsp;16704 |
|  | Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;10907 | &nbsp;&nbsp;&nbsp;&nbsp;11262 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;21950 | &nbsp;&nbsp;&nbsp;&nbsp;22402 |
|  | Boeing Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;18493 | &nbsp;&nbsp;&nbsp;&nbsp;13927 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;21587 | &nbsp;&nbsp;&nbsp;&nbsp;15934 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;115924 | &nbsp;&nbsp;115824 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;17926 | &nbsp;&nbsp;&nbsp;&nbsp;20450 |
|  | Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6911 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;33961 | &nbsp;&nbsp;&nbsp;&nbsp;34004 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;32565 | &nbsp;&nbsp;&nbsp;&nbsp;37709 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7058 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11617 | &nbsp;&nbsp;&nbsp;&nbsp;12299 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10914 | &nbsp;&nbsp;&nbsp;&nbsp;10749 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18791 | &nbsp;&nbsp;&nbsp;&nbsp;19165 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12044 | &nbsp;&nbsp;&nbsp;&nbsp;10878 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;18081 | &nbsp;&nbsp;&nbsp;&nbsp;16281 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7831 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;18395 | &nbsp;&nbsp;&nbsp;&nbsp;17531 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;17922 | &nbsp;&nbsp;&nbsp;&nbsp;15275 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;11505 | &nbsp;&nbsp;&nbsp;&nbsp;10564 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;16994 | &nbsp;&nbsp;&nbsp;&nbsp;13828 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16416 | &nbsp;&nbsp;&nbsp;&nbsp;13754 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13265 | &nbsp;&nbsp;&nbsp;&nbsp;11041 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;17920 | &nbsp;&nbsp;&nbsp;&nbsp;13399 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;11919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8405 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp;&nbsp;&nbsp;7413 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;28693 | &nbsp;&nbsp;27549 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;33210 | &nbsp;&nbsp;33332 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;12159 | &nbsp;&nbsp;12726 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4376 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp;5749 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp;&nbsp;7685 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;5490 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7881 | &nbsp;&nbsp;&nbsp;&nbsp;5737 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6961 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5032 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5684 | &nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6471 | &nbsp;&nbsp;&nbsp;&nbsp;7360 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;20172 | &nbsp;&nbsp;17966 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3801 | &nbsp;&nbsp;&nbsp;&nbsp;3917 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4758 | &nbsp;&nbsp;&nbsp;&nbsp;4718 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;13719 | &nbsp;&nbsp;14738 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/2041 | &nbsp;&nbsp;13304 | &nbsp;&nbsp;&nbsp;&nbsp;9963 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6528 | &nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5151 | &nbsp;&nbsp;&nbsp;&nbsp;4829 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;11651 | &nbsp;&nbsp;&nbsp;&nbsp;8549 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/2051 | &nbsp;&nbsp;33841 | &nbsp;&nbsp;22851 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;7669 | &nbsp;&nbsp;&nbsp;&nbsp;7946 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.493% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;15216 | &nbsp;&nbsp;14896 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;34640 | &nbsp;&nbsp;32464 |
|  | Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;13867 | &nbsp;&nbsp;14877 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;29617 | &nbsp;&nbsp;23909 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/2050 | &nbsp;&nbsp;12831 | &nbsp;&nbsp;&nbsp;&nbsp;9597 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5822 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7124 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/7/2027 | &nbsp;&nbsp;10520 | &nbsp;&nbsp;10603 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8201 | &nbsp;&nbsp;&nbsp;&nbsp;7986 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;11415 | &nbsp;&nbsp;11368 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13240 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;9328 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3941 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14357 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8043 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7895 | &nbsp;&nbsp;&nbsp;&nbsp;8087 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp;&nbsp;&nbsp;7610 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/2030 | &nbsp;&nbsp;18599 | &nbsp;&nbsp;17468 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6874 | &nbsp;&nbsp;&nbsp;&nbsp;7184 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;10626 | &nbsp;&nbsp;11784 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;20482 | &nbsp;&nbsp;17304 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/2049 | &nbsp;&nbsp;18113 | &nbsp;&nbsp;13086 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;5489 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9066 | &nbsp;&nbsp;&nbsp;&nbsp;9069 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2908 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7341 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp;&nbsp;&nbsp;7796 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;13963 | &nbsp;&nbsp;14304 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10927 |
| <sup>2</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9293 | &nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | CSX Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8744 | &nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17114 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7452 | &nbsp;&nbsp;&nbsp;&nbsp;7421 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;23717 | &nbsp;&nbsp;23815 |
|  | CSX Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;10887 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;14059 | &nbsp;&nbsp;13805 |
|  | CSX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8071 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8827 | &nbsp;&nbsp;&nbsp;&nbsp;9587 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;10111 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
|  | CSX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | CSX Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;1593 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;13035 | &nbsp;&nbsp;11051 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp;&nbsp;&nbsp;6001 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;7060 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;10824 | &nbsp;&nbsp;&nbsp;&nbsp;9799 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;18284 | &nbsp;&nbsp;15866 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;13057 | &nbsp;&nbsp;&nbsp;&nbsp;9366 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;20752 | &nbsp;&nbsp;17917 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2196 |
|  | CSX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp;7866 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2068 | &nbsp;&nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9036 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;13592 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3632 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;22050 | &nbsp;&nbsp;22757 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp;&nbsp;&nbsp;9545 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;14356 |
| <sup>7</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 |
| <sup>7</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;10999 | &nbsp;&nbsp;11560 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;12196 |
|  | Deere & Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/2035 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;14073 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/2042 | &nbsp;&nbsp;11606 | &nbsp;&nbsp;10037 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/2049 | &nbsp;&nbsp;13952 | &nbsp;&nbsp;&nbsp;&nbsp;9503 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;12232 | &nbsp;&nbsp;&nbsp;&nbsp;9685 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/2055 | &nbsp;&nbsp;10410 | &nbsp;&nbsp;10958 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8783 | &nbsp;&nbsp;&nbsp;&nbsp;8889 |
| <sup>7</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;7427 |
| <sup>2</sup> | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;6535 |
|  | Dover Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6804 | &nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;6189 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;14643 | &nbsp;&nbsp;14452 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;11397 | &nbsp;&nbsp;11163 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/2042 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;11901 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;5504 |
| <sup>5</sup> | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10353 |
|  | Emerson Electric Co. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;12035 | &nbsp;&nbsp;11662 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;17092 | &nbsp;&nbsp;16404 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/2028 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;10801 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;9068 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/2031 | &nbsp;&nbsp;16522 | &nbsp;&nbsp;14655 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;12847 | &nbsp;&nbsp;&nbsp;&nbsp;8345 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/2051 | &nbsp;&nbsp;12520 | &nbsp;&nbsp;&nbsp;&nbsp;8036 |
| <sup>2</sup> | Federal Express Corp. Pass-Through Trust Series 2020-1 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;16583 | &nbsp;&nbsp;14350 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;5465 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8687 | &nbsp;&nbsp;&nbsp;&nbsp;7755 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5162 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;10933 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;7367 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2499 | &nbsp;&nbsp;&nbsp;&nbsp;2272 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;21381 | &nbsp;&nbsp;18563 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;16666 | &nbsp;&nbsp;14033 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;11345 | &nbsp;&nbsp;&nbsp;&nbsp;9285 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;15406 | &nbsp;&nbsp;11760 |
| <sup>7</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;17655 | &nbsp;&nbsp;16183 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;11733 | &nbsp;&nbsp;11860 |
|  | General Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9932 |
| <sup>2</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/2038 | &nbsp;&nbsp;24275 | &nbsp;&nbsp;26419 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8744 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;25040 | &nbsp;&nbsp;24638 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;18034 | &nbsp;&nbsp;17324 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;9675 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7018 | &nbsp;&nbsp;&nbsp;&nbsp;7170 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;10514 | &nbsp;&nbsp;10567 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9661 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;12968 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;13603 | &nbsp;&nbsp;12322 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;22350 | &nbsp;&nbsp;19357 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;20034 | &nbsp;&nbsp;20722 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;13960 | &nbsp;&nbsp;14201 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;24910 | &nbsp;&nbsp;25606 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8679 | &nbsp;&nbsp;&nbsp;&nbsp;8600 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;23335 | &nbsp;&nbsp;23699 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;5186 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9124 | &nbsp;&nbsp;&nbsp;&nbsp;9685 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9479 | &nbsp;&nbsp;&nbsp;&nbsp;9784 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5991 | &nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;16567 | &nbsp;&nbsp;15937 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6434 | &nbsp;&nbsp;&nbsp;&nbsp;6184 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;12502 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;10315 | &nbsp;&nbsp;10585 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8798 | &nbsp;&nbsp;&nbsp;&nbsp;9522 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;12591 | &nbsp;&nbsp;12392 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp;&nbsp;&nbsp;8003 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2123 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9806 | &nbsp;&nbsp;&nbsp;&nbsp;9665 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;52231 | &nbsp;&nbsp;54741 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;6808 |
|  | IDEX Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;18861 | &nbsp;&nbsp;18613 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;10307 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;18070 | &nbsp;&nbsp;15411 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;11842 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;10470 | &nbsp;&nbsp;10827 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;13078 | &nbsp;&nbsp;13890 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;10270 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;8800 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;6209 |
| <sup>2</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
| <sup>2</sup> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp;&nbsp;&nbsp;5482 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;1759 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;9351 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;14251 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/5/2027 | &nbsp;&nbsp;14080 | &nbsp;&nbsp;14266 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;10060 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/8/2027 | &nbsp;&nbsp;12159 | &nbsp;&nbsp;11928 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;16297 | &nbsp;&nbsp;16376 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/2028 | &nbsp;&nbsp;17636 | &nbsp;&nbsp;17318 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6302 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;6644 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;13818 | &nbsp;&nbsp;14133 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;17602 | &nbsp;&nbsp;17745 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;25681 | &nbsp;&nbsp;26368 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;6984 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;13418 | &nbsp;&nbsp;12834 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4183 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;12381 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11394 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;16011 | &nbsp;&nbsp;16418 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7883 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;5472 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;18440 | &nbsp;&nbsp;19003 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;12671 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;5223 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;13751 | &nbsp;&nbsp;14386 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/2034 | &nbsp;&nbsp;13698 | &nbsp;&nbsp;14184 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;13429 | &nbsp;&nbsp;13834 |
|  | Johnson Controls International plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;10103 | &nbsp;&nbsp;10520 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9427 | &nbsp;&nbsp;&nbsp;&nbsp;8353 |
|  | Johnson Controls International plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;5682 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4788 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3768 | &nbsp;&nbsp;&nbsp;&nbsp;4112 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;10386 | &nbsp;&nbsp;&nbsp;&nbsp;9025 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6567 | &nbsp;&nbsp;&nbsp;&nbsp;5733 |
|  | Kennametal Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8863 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;11151 | &nbsp;&nbsp;11207 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp;&nbsp;&nbsp;8133 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3439 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;14291 | &nbsp;&nbsp;14246 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9787 | &nbsp;&nbsp;&nbsp;&nbsp;9759 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;18102 | &nbsp;&nbsp;18398 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
| <sup>2</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;21944 | &nbsp;&nbsp;22077 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;10085 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;10001 | &nbsp;&nbsp;&nbsp;&nbsp;9493 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8891 | &nbsp;&nbsp;&nbsp;&nbsp;7821 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;11089 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/2033 | &nbsp;&nbsp;22655 | &nbsp;&nbsp;23601 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;11921 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.854% | &nbsp;&nbsp;4/27/2035 | &nbsp;&nbsp;12762 | &nbsp;&nbsp;12714 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp;&nbsp;&nbsp;9295 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;10801 | &nbsp;&nbsp;11160 |
|  | LKQ Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8608 | &nbsp;&nbsp;&nbsp;&nbsp;9186 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;20453 | &nbsp;&nbsp;20958 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8162 | &nbsp;&nbsp;&nbsp;&nbsp;8258 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6587 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;5110 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2611 | &nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;7539 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6956 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp;&nbsp;9392 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;12464 | &nbsp;&nbsp;12585 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;12899 | &nbsp;&nbsp;11866 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5599 | &nbsp;&nbsp;&nbsp;&nbsp;5687 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;11458 | &nbsp;&nbsp;11202 |
| <sup>2</sup> | Lockheed Martin Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;11339 | &nbsp;&nbsp;12616 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;11573 | &nbsp;&nbsp;&nbsp;&nbsp;9986 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;12992 | &nbsp;&nbsp;10615 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;23981 | &nbsp;&nbsp;22009 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;23867 | &nbsp;&nbsp;19282 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;15965 | &nbsp;&nbsp;12972 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;14654 | &nbsp;&nbsp;15113 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;17082 | &nbsp;&nbsp;16418 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;18196 | &nbsp;&nbsp;19265 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;8039 |
| <sup>2</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;5142 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;11083 | &nbsp;&nbsp;10927 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;12895 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;15411 | &nbsp;&nbsp;14502 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;16640 | &nbsp;&nbsp;17245 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;6055 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;6236 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6076 | &nbsp;&nbsp;&nbsp;&nbsp;6434 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;16183 | &nbsp;&nbsp;15406 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;&nbsp;3619 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7243 | &nbsp;&nbsp;&nbsp;&nbsp;6364 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp;6720 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;4761 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/28/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;2424 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;5325 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;13001 | &nbsp;&nbsp;&nbsp;&nbsp;8795 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8809 | &nbsp;&nbsp;&nbsp;&nbsp;7041 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;21253 | &nbsp;&nbsp;18421 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;18239 | &nbsp;&nbsp;17934 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;22584 | &nbsp;&nbsp;14942 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;17345 | &nbsp;&nbsp;18320 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2121 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4149 | &nbsp;&nbsp;&nbsp;&nbsp;4105 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;40448 | &nbsp;&nbsp;39772 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8191 | &nbsp;&nbsp;&nbsp;&nbsp;8320 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;19408 | &nbsp;&nbsp;19569 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;9283 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10155 | &nbsp;&nbsp;10231 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6814 | &nbsp;&nbsp;&nbsp;&nbsp;6909 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;28474 | &nbsp;&nbsp;28365 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;18518 | &nbsp;&nbsp;17163 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;6066 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;34766 | &nbsp;&nbsp;28350 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4284 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;13578 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7261 |
|  | nVent Finance Sarl | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6873 |
|  | Oshkosh Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9049 |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;8580 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;10251 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;23979 | &nbsp;&nbsp;22330 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.131% | &nbsp;&nbsp;9/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3237 | &nbsp;&nbsp;&nbsp;&nbsp;3276 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;15013 | &nbsp;&nbsp;11706 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;4736 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9850 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;9534 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;10825 | &nbsp;&nbsp;10951 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;6665 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8467 | &nbsp;&nbsp;&nbsp;&nbsp;8493 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3087 | &nbsp;&nbsp;&nbsp;&nbsp;3175 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4818 | &nbsp;&nbsp;&nbsp;&nbsp;4910 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/2029 | &nbsp;&nbsp;10010 | &nbsp;&nbsp;10005 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6717 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6912 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;20572 | &nbsp;&nbsp;20359 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;14701 | &nbsp;&nbsp;14270 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;15335 | &nbsp;&nbsp;15539 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8693 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;4481 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9387 | &nbsp;&nbsp;&nbsp;&nbsp;8332 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6777 | &nbsp;&nbsp;&nbsp;&nbsp;5658 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/2049 | &nbsp;&nbsp;11616 | &nbsp;&nbsp;&nbsp;&nbsp;9452 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;5612 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;13880 |
| <sup>2</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;13895 | &nbsp;&nbsp;14731 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;17445 | &nbsp;&nbsp;18722 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3595 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;5980 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10028 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;3469 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10430 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;5497 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;19944 | &nbsp;&nbsp;20458 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;12106 | &nbsp;&nbsp;12504 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;5770 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;9594 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;3560 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;8667 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7928 | &nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9265 | &nbsp;&nbsp;&nbsp;&nbsp;7798 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | RTX Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4639 |
|  | RTX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;16076 | &nbsp;&nbsp;15950 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;14616 | &nbsp;&nbsp;14406 |
|  | RTX Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;5460 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;53367 | &nbsp;&nbsp;53247 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;27168 | &nbsp;&nbsp;24872 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;6743 |
|  | RTX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;17409 | &nbsp;&nbsp;15150 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;14867 | &nbsp;&nbsp;13141 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;17308 | &nbsp;&nbsp;17930 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;26246 | &nbsp;&nbsp;28726 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7411 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;14233 | &nbsp;&nbsp;15570 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8697 | &nbsp;&nbsp;&nbsp;&nbsp;9523 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;15170 | &nbsp;&nbsp;14268 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;8497 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;39172 | &nbsp;&nbsp;35414 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;14933 | &nbsp;&nbsp;13858 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;15314 | &nbsp;&nbsp;12909 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;11521 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;18663 | &nbsp;&nbsp;15965 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8069 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5397 | &nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9882 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;14008 | &nbsp;&nbsp;&nbsp;&nbsp;8874 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;14864 | &nbsp;&nbsp;&nbsp;&nbsp;9803 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;21960 | &nbsp;&nbsp;21435 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;16705 | &nbsp;&nbsp;18684 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6858 | &nbsp;&nbsp;&nbsp;&nbsp;6754 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3318 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;4895 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;10082 | &nbsp;&nbsp;10440 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10258 | &nbsp;&nbsp;10533 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;13755 | &nbsp;&nbsp;14250 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2850 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;14973 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2412 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;12804 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp;&nbsp;&nbsp;8079 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;33452 | &nbsp;&nbsp;33865 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;4214 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4139 | &nbsp;&nbsp;&nbsp;&nbsp;3818 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19303 | &nbsp;&nbsp;17713 |
|  | Textron Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;12876 | &nbsp;&nbsp;12758 |
|  | Textron Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;9483 |
|  | Textron Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | Textron Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4941 | &nbsp;&nbsp;&nbsp;&nbsp;4449 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6614 |
|  | Timken Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;11147 |
|  | Timken Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;6678 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;10519 | &nbsp;&nbsp;10407 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5391 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp;&nbsp;1439 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/21/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;11549 | &nbsp;&nbsp;11471 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9543 | &nbsp;&nbsp;&nbsp;&nbsp;9718 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;7288 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;16476 | &nbsp;&nbsp;16228 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp;7144 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;13272 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;10641 | &nbsp;&nbsp;10394 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;2352 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6546 | &nbsp;&nbsp;&nbsp;&nbsp;6556 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6677 | &nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5237 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10561 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8497 | &nbsp;&nbsp;&nbsp;&nbsp;8739 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.891% | &nbsp;&nbsp;4/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4447 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;15529 | &nbsp;&nbsp;12167 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;4112 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5943 | &nbsp;&nbsp;&nbsp;&nbsp;4911 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7669 | &nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;28560 | &nbsp;&nbsp;20120 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;2368 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;19188 | &nbsp;&nbsp;12496 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2053 | &nbsp;&nbsp;15560 | &nbsp;&nbsp;11241 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;4139 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;24120 | &nbsp;&nbsp;17866 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/2061 | &nbsp;&nbsp;&nbsp;&nbsp;8426 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.973% | &nbsp;&nbsp;9/16/2062 | &nbsp;&nbsp;14320 | &nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2067 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;25779 | &nbsp;&nbsp;18185 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/2072 | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;4618 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;13208 | &nbsp;&nbsp;13576 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20464 | &nbsp;&nbsp;21163 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;8584 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2015-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;2559 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;18495 | &nbsp;&nbsp;17867 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4977 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5751 | &nbsp;&nbsp;&nbsp;&nbsp;5611 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;4303 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;14836 | &nbsp;&nbsp;15261 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;10111 | &nbsp;&nbsp;&nbsp;&nbsp;9942 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| United Parcel Service Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;12902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12692 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;12591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12364 |
| United Parcel Service Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 |
| United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914 |
| United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;14890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15317 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2034 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10490 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
| United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;12026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13261 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529 |
| United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7781 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10417 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;14415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11238 |
| United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/2053 | &nbsp;&nbsp;12910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11934 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/2055 | &nbsp;&nbsp;12198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12746 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/2064 | &nbsp;&nbsp;12476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12289 |
| United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6329 |
| Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597 |
| Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
| Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490 |
| Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 |
| Vontier Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470 |
| Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7197 |
| Waste Connections Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
| Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 |
| Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674 |
| Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;15804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13897 |
| Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998 |
| Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9792 |
| Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
| Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8324 |
| Waste Management Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18309 |
| Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12359 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;15460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15879 |
| Waste Management Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5903 |
| Waste Management Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9989 |
| Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;19444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16852 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7711 |
| Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;13705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13992 |
| Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;17928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18329 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;19625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19932 |
| Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;10042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7613 |
| Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 |
| Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7073 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;12944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12836 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18316 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 |
| WW Grainger Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;20012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19749 |
| WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
| WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 |
| Xylem Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542 |
| Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;12290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11723 |
| Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 |
| Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  |  |  |  | &nbsp;&nbsp;**6612309** |
| **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6238 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9684 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;18371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18657 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;13163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;13066 | &nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Albemarle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;8428 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | Albemarle Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;7085 |
|  | Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp;&nbsp;&nbsp;9024 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5429 | &nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6596 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;6/19/2030 | &nbsp;&nbsp;15417 | &nbsp;&nbsp;14224 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6808 | &nbsp;&nbsp;&nbsp;&nbsp;6185 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9376 |
|  | Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;6883 |
| <sup>7</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp;&nbsp;2232 |
| <sup>7</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;2315 |
| <sup>7</sup> | Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;5884 |
| <sup>7</sup> | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;9395 |
|  | AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;8127 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;18635 | &nbsp;&nbsp;19456 |
|  | ArcelorMittal SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7657 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;15204 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8405 | &nbsp;&nbsp;&nbsp;&nbsp;9440 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6356 | &nbsp;&nbsp;&nbsp;&nbsp;6917 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;3453 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/2041 | &nbsp;&nbsp;12504 | &nbsp;&nbsp;12862 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;11294 | &nbsp;&nbsp;11681 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;14444 | &nbsp;&nbsp;15337 |
|  | Berry Global Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;27306 | &nbsp;&nbsp;26452 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6835 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;27563 | &nbsp;&nbsp;29174 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;24312 | &nbsp;&nbsp;25311 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;13035 | &nbsp;&nbsp;13243 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;8440 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;7067 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2030 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;13272 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;15745 | &nbsp;&nbsp;16400 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;8271 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;18750 | &nbsp;&nbsp;19024 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/2042 | &nbsp;&nbsp;14886 | &nbsp;&nbsp;13094 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;32596 | &nbsp;&nbsp;31428 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;9981 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5043 |
|  | Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5319 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7771 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;12123 | &nbsp;&nbsp;11347 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4431 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5521 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;12855 | &nbsp;&nbsp;12955 |
|  | CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;9013 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;10283 | &nbsp;&nbsp;&nbsp;&nbsp;9897 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/2034 | &nbsp;&nbsp;12869 | &nbsp;&nbsp;13348 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;18154 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/9/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;12420 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;12560 | &nbsp;&nbsp;12930 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7044 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | Dow Chemical Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
|  | Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;12485 | &nbsp;&nbsp;11495 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4945 |
|  | Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;16319 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;19638 | &nbsp;&nbsp;18105 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;18838 | &nbsp;&nbsp;15362 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/2048 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;11953 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9828 | &nbsp;&nbsp;&nbsp;&nbsp;8015 |
|  | Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;15065 | &nbsp;&nbsp;10202 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dow Chemical Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7189 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;26693 | &nbsp;&nbsp;26911 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;11426 | &nbsp;&nbsp;11765 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;25854 | &nbsp;&nbsp;25572 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;6924 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;18158 | &nbsp;&nbsp;18698 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;6854 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;14108 | &nbsp;&nbsp;12048 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;14519 | &nbsp;&nbsp;14329 |
|  | Ecolab Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp;4341 |
|  | Ecolab Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;3212 |
|  | Ecolab Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2737 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7701 | &nbsp;&nbsp;&nbsp;&nbsp;6743 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;19842 | &nbsp;&nbsp;12521 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/18/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7045 |
|  | EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2569 |
|  | EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;8911 |
|  | FMC Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6751 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | FMC Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;15744 | &nbsp;&nbsp;14875 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8458 | &nbsp;&nbsp;&nbsp;&nbsp;8453 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp;6226 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7642 | &nbsp;&nbsp;&nbsp;&nbsp;7597 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10823 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11041 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;11959 | &nbsp;&nbsp;11835 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;10799 | &nbsp;&nbsp;10700 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;9659 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;25601 | &nbsp;&nbsp;24616 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;9514 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;7155 |
|  | Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6626 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6952 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;11573 | &nbsp;&nbsp;12052 |
|  | International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;16022 | &nbsp;&nbsp;14283 |
|  | International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;5078 |
|  | International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9562 | &nbsp;&nbsp;&nbsp;&nbsp;7828 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7307 | &nbsp;&nbsp;&nbsp;&nbsp;7972 |
|  | Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;12559 | &nbsp;&nbsp;10936 |
|  | Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;11241 | &nbsp;&nbsp;&nbsp;&nbsp;6127 |
|  | Lubrizol Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp;&nbsp;&nbsp;9560 |
|  | LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5437 | &nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;17368 | &nbsp;&nbsp;14860 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp;&nbsp;&nbsp;9947 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7296 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;3841 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9709 | &nbsp;&nbsp;&nbsp;&nbsp;7191 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;16337 | &nbsp;&nbsp;12093 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | LyondellBasell Industries NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/26/2055 | &nbsp;&nbsp;16372 | &nbsp;&nbsp;12866 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;7425 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;14155 | &nbsp;&nbsp;13989 |
| <sup>2</sup> | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;10218 | &nbsp;&nbsp;&nbsp;&nbsp;9154 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;12195 | &nbsp;&nbsp;10224 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;16102 | &nbsp;&nbsp;11075 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3603 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;9294 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;10488 | &nbsp;&nbsp;10823 |
|  | Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
|  | Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4767 |
|  | Newmont Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;15623 | &nbsp;&nbsp;14123 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;44620 | &nbsp;&nbsp;46549 |
| <sup>2</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5958 | &nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8791 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7437 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;12907 | &nbsp;&nbsp;13122 |
|  | Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;5868 |
|  | Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;23812 | &nbsp;&nbsp;15070 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8719 | &nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4885 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6874 | &nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3356 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/2032 | &nbsp;&nbsp;23092 | &nbsp;&nbsp;23826 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;18487 | &nbsp;&nbsp;19034 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;7983 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;7197 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;19685 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;8153 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;20481 | &nbsp;&nbsp;20818 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7037 | &nbsp;&nbsp;&nbsp;&nbsp;6938 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;14676 | &nbsp;&nbsp;14018 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9266 | &nbsp;&nbsp;&nbsp;&nbsp;6056 |
|  | PPG Industries Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;7757 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6471 | &nbsp;&nbsp;&nbsp;&nbsp;7428 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;11103 | &nbsp;&nbsp;11991 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/2051 | &nbsp;&nbsp;23562 | &nbsp;&nbsp;14779 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1362 | &nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6193 | &nbsp;&nbsp;&nbsp;&nbsp;6260 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9726 | &nbsp;&nbsp;&nbsp;&nbsp;9965 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2384 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;12881 | &nbsp;&nbsp;13277 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2042 | &nbsp;&nbsp;12283 | &nbsp;&nbsp;11495 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;12088 | &nbsp;&nbsp;10489 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/2053 | &nbsp;&nbsp;13240 | &nbsp;&nbsp;12533 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;4027 |
|  | RPM International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;7244 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;5260 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;3775 |
|  | RPM International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;4263 |
|  | RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;29983 | &nbsp;&nbsp;29707 |
| <sup>2</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6288 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;22792 | &nbsp;&nbsp;21777 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;5402 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;5006 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;2278 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;25501 | &nbsp;&nbsp;22047 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp;5817 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10208 | &nbsp;&nbsp;10522 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;15735 | &nbsp;&nbsp;16296 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;37109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37959 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 |
|  | Sonoco Products Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;40805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41035 |
|  | Sonoco Products Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9131 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8281 |
|  | Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/2035 | &nbsp;&nbsp;13538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15993 |
|  | Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;18328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20786 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/2042 | &nbsp;&nbsp;26088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25230 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/2045 | &nbsp;&nbsp;11571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11967 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12825 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7223 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5664 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;30152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31233 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;13472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13562 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;16345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15465 |
| <sup>2</sup> | Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8908 |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13072 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;20655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19870 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;22434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23933 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/2036 | &nbsp;&nbsp;15956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17949 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/2039 | &nbsp;&nbsp;11149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12519 |
|  | Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;13380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13758 |
|  | Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/2042 | &nbsp;&nbsp;15038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15319 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;14110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14416 |
|  | Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
|  | Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;13640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12026 |
|  | Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161 |
|  | Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12706 |
|  | WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;17965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17710 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7438 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;18829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19200 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7306 |
|  | Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477 |
|  |  |  |  |  | &nbsp;&nbsp;**2608576** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7303 |
|  | Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 |
|  | Agree LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6799 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9501 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13468 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;14409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13486 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/2032 | &nbsp;&nbsp;12434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10519 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;15073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12369 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;7134 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;15102 | &nbsp;&nbsp;10514 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;10492 |
|  | American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7496 | &nbsp;&nbsp;&nbsp;&nbsp;6808 |
|  | American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;8609 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8485 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8718 | &nbsp;&nbsp;&nbsp;&nbsp;8868 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;9386 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6794 | &nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6771 | &nbsp;&nbsp;&nbsp;&nbsp;6847 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;2127 |
|  | American Tower Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;25234 | &nbsp;&nbsp;25048 |
|  | American Tower Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | American Tower Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;11955 | &nbsp;&nbsp;11795 |
|  | American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | American Tower Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;11727 |
|  | American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | American Tower Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;10389 | &nbsp;&nbsp;&nbsp;&nbsp;9787 |
|  | American Tower Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6806 | &nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;10046 | &nbsp;&nbsp;10332 |
|  | American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11121 | &nbsp;&nbsp;11002 |
|  | American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;24616 | &nbsp;&nbsp;24140 |
|  | American Tower Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16236 | &nbsp;&nbsp;15303 |
|  | American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
|  | American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;8331 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;13206 | &nbsp;&nbsp;11902 |
|  | American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14758 | &nbsp;&nbsp;13049 |
|  | American Tower Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;7675 |
|  | American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;&nbsp;&nbsp;9673 |
|  | American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;9359 |
|  | American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;24054 | &nbsp;&nbsp;25178 |
|  | American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;1682 |
|  | American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;17715 | &nbsp;&nbsp;18296 |
|  | American Tower Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6446 |
|  | American Tower Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;17233 | &nbsp;&nbsp;11149 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;14306 | &nbsp;&nbsp;14145 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;3900 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4598 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;7553 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;6949 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5339 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | Boston Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;23622 | &nbsp;&nbsp;23243 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4817 | &nbsp;&nbsp;&nbsp;&nbsp;4814 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;9153 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13543 | &nbsp;&nbsp;12573 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;14177 | &nbsp;&nbsp;13184 |
|  | Boston Properties LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;1028 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;20184 | &nbsp;&nbsp;16526 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4812 | &nbsp;&nbsp;&nbsp;&nbsp;5193 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6649 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6301 | &nbsp;&nbsp;&nbsp;&nbsp;6002 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp;9192 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;10804 | &nbsp;&nbsp;10598 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/2031 | &nbsp;&nbsp;10034 | &nbsp;&nbsp;&nbsp;&nbsp;8917 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5362 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp;4183 |
|  | Camden Property Trust | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;12125 | &nbsp;&nbsp;12144 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;14817 | &nbsp;&nbsp;14273 |
|  | Camden Property Trust | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;19166 | &nbsp;&nbsp;17987 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;1572 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;10623 | &nbsp;&nbsp;10937 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |
| <sup>5</sup> | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;11536 | &nbsp;&nbsp;11457 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6639 | &nbsp;&nbsp;&nbsp;&nbsp;6011 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9968 | &nbsp;&nbsp;&nbsp;&nbsp;8460 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5994 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7606 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7748 | &nbsp;&nbsp;&nbsp;&nbsp;7599 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;13120 | &nbsp;&nbsp;12983 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;11001 | &nbsp;&nbsp;11155 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;32427 | &nbsp;&nbsp;32058 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp;&nbsp;5100 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1246 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8639 | &nbsp;&nbsp;&nbsp;&nbsp;8765 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;12519 | &nbsp;&nbsp;10956 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;27714 | &nbsp;&nbsp;24681 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;23579 | &nbsp;&nbsp;23811 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;4754 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;13905 | &nbsp;&nbsp;12810 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6889 | &nbsp;&nbsp;&nbsp;&nbsp;5283 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;15679 | &nbsp;&nbsp;10561 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;5999 |
|  | CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | CubeSmart LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5774 | &nbsp;&nbsp;&nbsp;&nbsp;5455 |
|  | CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;13091 | &nbsp;&nbsp;11554 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;15211 | &nbsp;&nbsp;15106 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9712 | &nbsp;&nbsp;&nbsp;&nbsp;9995 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;13675 | &nbsp;&nbsp;13776 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;18552 | &nbsp;&nbsp;18095 |
|  | DOC DR LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;10245 | &nbsp;&nbsp;10248 |
|  | DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4829 | &nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;20925 | &nbsp;&nbsp;18657 |
|  | EPR Properties | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;3790 |
|  | EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;6113 |
|  | EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7835 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
|  | EPR Properties | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Equinix Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/18/2026 | &nbsp;&nbsp;16052 | &nbsp;&nbsp;15815 |
|  | Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11522 |
|  | Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7757 | &nbsp;&nbsp;&nbsp;&nbsp;7291 |
|  | Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4374 |
|  | Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;28429 | &nbsp;&nbsp;27209 |
|  | Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6434 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;11531 |
|  | Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;4859 |
|  | Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5306 | &nbsp;&nbsp;&nbsp;&nbsp;3386 |
|  | Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9145 | &nbsp;&nbsp;&nbsp;&nbsp;6379 |
|  | ERP Operating LP | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;11/1/2026 | &nbsp;&nbsp;14863 | &nbsp;&nbsp;14679 |
|  | ERP Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;5539 |
|  | ERP Operating LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;16669 | &nbsp;&nbsp;16473 |
|  | ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4973 |
|  | ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;6968 |
|  | ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9029 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
|  | ERP Operating LP | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4763 |
|  | ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;10096 | &nbsp;&nbsp;&nbsp;&nbsp;9975 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8852 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;2955 |
|  | ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | Essential Properties LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12438 |
|  | Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;14613 | &nbsp;&nbsp;13839 |
|  | Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;3491 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6907 | &nbsp;&nbsp;&nbsp;&nbsp;6152 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7755 | &nbsp;&nbsp;&nbsp;&nbsp;6733 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;3241 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9092 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;6620 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;5122 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;4536 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7326 | &nbsp;&nbsp;&nbsp;&nbsp;7782 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;7336 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9113 | &nbsp;&nbsp;&nbsp;&nbsp;8030 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;13536 | &nbsp;&nbsp;11757 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;10920 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8415 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8548 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11745 | &nbsp;&nbsp;11999 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3891 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;6421 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;15043 | &nbsp;&nbsp;13262 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7366 | &nbsp;&nbsp;&nbsp;&nbsp;7568 |
|  | GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;9985 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16554 | &nbsp;&nbsp;16030 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;12150 |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7141 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | GLP Capital LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7527 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7664 | &nbsp;&nbsp;&nbsp;&nbsp;8319 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;&nbsp;8985 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;11302 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9452 | &nbsp;&nbsp;&nbsp;&nbsp;9381 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5462 | &nbsp;&nbsp;&nbsp;&nbsp;5146 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;9916 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;&nbsp;4287 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;17322 | &nbsp;&nbsp;16797 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;20251 | &nbsp;&nbsp;19134 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10697 | &nbsp;&nbsp;&nbsp;&nbsp;9854 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;4577 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2641 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp;7059 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp;&nbsp;&nbsp;5118 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;8867 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;11404 | &nbsp;&nbsp;10085 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10259 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;14885 | &nbsp;&nbsp;13978 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7476 | &nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;10930 | &nbsp;&nbsp;11199 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7917 | &nbsp;&nbsp;&nbsp;&nbsp;6848 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5427 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7939 | &nbsp;&nbsp;&nbsp;&nbsp;7983 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7468 |
| Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;7784 |
| Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8296 | &nbsp;&nbsp;&nbsp;&nbsp;6896 |
| Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;14515 | &nbsp;&nbsp;11884 |
| Kimco Realty OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| Kimco Realty OP LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp;4903 |
| Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;12910 | &nbsp;&nbsp;12276 |
| Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
| Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4082 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8075 |
| Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7816 | &nbsp;&nbsp;&nbsp;&nbsp;8648 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;14180 | &nbsp;&nbsp;14093 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1163 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
| Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
| Kite Realty Group LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;8827 |
| Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;5951 |
| Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3082 |
| Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;3996 |
| Kite Realty Group Trust | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;5574 |
| Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2881 |
| LXP Industrial Trust | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;4198 |
| LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
| LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;6002 |
| Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;12434 |
| Mid-America Apartments LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;5295 |
| Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;2544 |
| Mid-America Apartments LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15699 | &nbsp;&nbsp;14754 |
| Mid-America Apartments LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;7987 |
| Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
| Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
| National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
| NNN REIT Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3847 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
| NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;13638 | &nbsp;&nbsp;13476 |
| NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
| NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
| NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
| NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp;7758 |
| NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2265 |
| NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5839 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
| NNN REIT Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;11193 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
| NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
| NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;5025 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;11260 | &nbsp;&nbsp;11289 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7225 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6481 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;23830 | &nbsp;&nbsp;22113 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
| Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;10751 | &nbsp;&nbsp;11936 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;10165 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
| Prologis LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
| Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;11898 |
| Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7936 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
| Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
| Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7868 | &nbsp;&nbsp;&nbsp;&nbsp;7839 |
| Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;6055 |
| Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
| Prologis LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
| Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;25016 | &nbsp;&nbsp;23046 |
| Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7272 | &nbsp;&nbsp;&nbsp;&nbsp;6506 |
| Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
| Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3767 |
| Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;13461 | &nbsp;&nbsp;11710 |
| Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8931 | &nbsp;&nbsp;&nbsp;&nbsp;7866 |
| Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;9191 |
| Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9546 | &nbsp;&nbsp;&nbsp;&nbsp;9805 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15070 | &nbsp;&nbsp;15318 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10292 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;5611 |
|  | Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;13508 | &nbsp;&nbsp;&nbsp;&nbsp;9042 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9206 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;9333 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9331 | &nbsp;&nbsp;&nbsp;&nbsp;9086 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7239 | &nbsp;&nbsp;&nbsp;&nbsp;7125 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8641 | &nbsp;&nbsp;&nbsp;&nbsp;8924 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;11012 | &nbsp;&nbsp;10765 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;7520 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;5621 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8649 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7280 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;10921 | &nbsp;&nbsp;10794 |
|  | Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4093 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;15317 | &nbsp;&nbsp;15323 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;9479 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;7745 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8168 | &nbsp;&nbsp;&nbsp;&nbsp;8052 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;10793 | &nbsp;&nbsp;10701 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3841 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;10662 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7219 | &nbsp;&nbsp;&nbsp;&nbsp;7173 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;17774 | &nbsp;&nbsp;17060 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;21415 | &nbsp;&nbsp;20278 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6848 | &nbsp;&nbsp;&nbsp;&nbsp;6453 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;4868 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8208 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
| <sup>5</sup> | Realty Income Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;11043 | &nbsp;&nbsp;10923 |
|  | Realty Income Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;7232 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;15095 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;3034 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;12559 | &nbsp;&nbsp;11216 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | Regency Centers LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5254 | &nbsp;&nbsp;&nbsp;&nbsp;5218 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;8614 |
|  | Regency Centers LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;8246 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Regency Centers LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | Regency Centers LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;5216 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7121 | &nbsp;&nbsp;&nbsp;&nbsp;6196 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;17940 | &nbsp;&nbsp;17380 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;1700 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;8119 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2753 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4899 | &nbsp;&nbsp;&nbsp;&nbsp;4738 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;15773 | &nbsp;&nbsp;15618 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14722 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;16274 | &nbsp;&nbsp;15462 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;23048 | &nbsp;&nbsp;21642 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;9001 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5239 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;8101 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8224 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18278 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;14792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14955 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2040 | &nbsp;&nbsp;12513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14417 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8333 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/2049 | &nbsp;&nbsp;13962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9789 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;13377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8608 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | Store Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 |
| <sup>7</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15699 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7388 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 |
|  | UDR Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;15818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15745 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7929 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7234 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9045 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 |
|  | VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;13454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13606 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;12390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12553 |
|  | VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;19757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19947 |
|  | VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13616 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8014 |
|  | VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;17020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16238 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;18667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18343 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9434 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;17304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17279 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;13681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13063 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12319 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;17030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15738 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;13940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14185 |
|  | Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13202 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7713 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | WP Carey Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4638 |
|  | WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;14705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12284 |
|  |  |  |  |  | &nbsp;&nbsp;**3506178** |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** |
| Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/2027 | &nbsp;&nbsp;13475 | &nbsp;&nbsp;13495 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/2029 | &nbsp;&nbsp;15480 | &nbsp;&nbsp;15469 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/2031 | &nbsp;&nbsp;32705 | &nbsp;&nbsp;32669 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;18670 | &nbsp;&nbsp;18430 |
| Adobe Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;14725 | &nbsp;&nbsp;14411 |
| Adobe Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;9062 |
| Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
| Adobe Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;21447 | &nbsp;&nbsp;19956 |
| Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| Amdocs Ltd. | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8333 | &nbsp;&nbsp;&nbsp;&nbsp;7633 |
| Analog Devices Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp;7464 |
| Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8218 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
| Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;10923 |
| Analog Devices Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;16990 | &nbsp;&nbsp;15907 |
| Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;12365 |
| Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;15791 | &nbsp;&nbsp;13964 |
| Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;19931 | &nbsp;&nbsp;14743 |
| Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;18320 | &nbsp;&nbsp;12136 |
| Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;56062 | &nbsp;&nbsp;55641 |
| Apple Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;40924 | &nbsp;&nbsp;40308 |
| Apple Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;19665 | &nbsp;&nbsp;19396 |
| Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;38986 | &nbsp;&nbsp;36754 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;37525 | &nbsp;&nbsp;37734 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;13865 | &nbsp;&nbsp;13954 |
| Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/2028 | &nbsp;&nbsp;15039 | &nbsp;&nbsp;14097 |
| Apple Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2593 |
| Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;32966 | &nbsp;&nbsp;30933 |
| Apple Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3877 | &nbsp;&nbsp;&nbsp;&nbsp;3923 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;28528 | &nbsp;&nbsp;25767 |
| Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;9593 |
| Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;27666 | &nbsp;&nbsp;24367 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;39651 | &nbsp;&nbsp;35135 |
| Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/2031 | &nbsp;&nbsp;10978 | &nbsp;&nbsp;&nbsp;&nbsp;9673 |
| Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7818 |
| Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;17324 | &nbsp;&nbsp;16542 |
| Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;8938 |
| Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;7663 |
| Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/2041 | &nbsp;&nbsp;30084 | &nbsp;&nbsp;21655 |
| Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;33688 | &nbsp;&nbsp;28724 |
| Apple Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
| Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;36219 | &nbsp;&nbsp;28707 |
| Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;30461 | &nbsp;&nbsp;27519 |
| Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;87570 | &nbsp;&nbsp;81842 |
| Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;35169 | &nbsp;&nbsp;29110 |
| Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;19854 | &nbsp;&nbsp;15959 |
| Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/2047 | &nbsp;&nbsp;15673 | &nbsp;&nbsp;12637 |
| Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/2049 | &nbsp;&nbsp;12289 | &nbsp;&nbsp;&nbsp;&nbsp;8416 |
| Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;32510 | &nbsp;&nbsp;20797 |
| Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;32460 | &nbsp;&nbsp;19674 |
| Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;29604 | &nbsp;&nbsp;18797 |
| Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/2051 | &nbsp;&nbsp;24922 | &nbsp;&nbsp;15878 |
| Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;16794 | &nbsp;&nbsp;13646 |
| Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/2060 | &nbsp;&nbsp;12010 | &nbsp;&nbsp;&nbsp;&nbsp;7024 |
| Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;32639 | &nbsp;&nbsp;19691 |
| Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/2061 | &nbsp;&nbsp;22702 | &nbsp;&nbsp;13810 |
| Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;15526 | &nbsp;&nbsp;15411 |
| Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9353 | &nbsp;&nbsp;&nbsp;&nbsp;8409 |
| Applied Materials Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7105 |
| Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;12148 | &nbsp;&nbsp;12610 |
| Applied Materials Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7644 | &nbsp;&nbsp;&nbsp;&nbsp;7569 |
| Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9558 | &nbsp;&nbsp;10219 |
| Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;11479 | &nbsp;&nbsp;10034 |
| Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;7654 |
| Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8185 | &nbsp;&nbsp;&nbsp;&nbsp;8092 |
| Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;6413 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7858 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10866 | &nbsp;&nbsp;&nbsp;&nbsp;11174 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;10544 | &nbsp;&nbsp;&nbsp;&nbsp;10862 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp;10019 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15881 | &nbsp;&nbsp;&nbsp;&nbsp;14066 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20229 | &nbsp;&nbsp;&nbsp;&nbsp;19154 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14809 | &nbsp;&nbsp;&nbsp;&nbsp;12964 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11590 | &nbsp;&nbsp;&nbsp;&nbsp;11868 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | Avnet Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10735 | &nbsp;&nbsp;&nbsp;&nbsp;11279 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;57961 | &nbsp;&nbsp;&nbsp;&nbsp;57961 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13917 | &nbsp;&nbsp;&nbsp;&nbsp;14158 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11465 | &nbsp;&nbsp;&nbsp;&nbsp;10922 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7405 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19425 | &nbsp;&nbsp;&nbsp;&nbsp;19785 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;24915 | &nbsp;&nbsp;&nbsp;&nbsp;25004 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;71833 | &nbsp;&nbsp;&nbsp;&nbsp;73286 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;44070 | &nbsp;&nbsp;&nbsp;&nbsp;45394 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12057 | &nbsp;&nbsp;&nbsp;&nbsp;12118 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp;&nbsp;&nbsp;13064 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33355 | &nbsp;&nbsp;&nbsp;&nbsp;34466 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13525 | &nbsp;&nbsp;&nbsp;&nbsp;13728 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;13036 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20664 | &nbsp;&nbsp;&nbsp;&nbsp;20565 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;77094 | &nbsp;&nbsp;&nbsp;&nbsp;70099 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13801 | &nbsp;&nbsp;&nbsp;&nbsp;14326 |
| <sup>2</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;&nbsp;12327 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;16857 | &nbsp;&nbsp;&nbsp;&nbsp;16532 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14975 | &nbsp;&nbsp;&nbsp;&nbsp;15589 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;18496 | &nbsp;&nbsp;&nbsp;&nbsp;18916 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29100 | &nbsp;&nbsp;&nbsp;&nbsp;28726 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;18708 | &nbsp;&nbsp;&nbsp;&nbsp;16416 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;56458 | &nbsp;&nbsp;&nbsp;&nbsp;51512 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11266 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;33320 | &nbsp;&nbsp;&nbsp;&nbsp;34379 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;50452 | &nbsp;&nbsp;&nbsp;&nbsp;43678 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;63524 | &nbsp;&nbsp;&nbsp;&nbsp;63334 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;33283 | &nbsp;&nbsp;&nbsp;&nbsp;28412 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;33087 | &nbsp;&nbsp;&nbsp;&nbsp;32961 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;53297 | &nbsp;&nbsp;&nbsp;&nbsp;53022 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;27327 | &nbsp;&nbsp;&nbsp;&nbsp;22487 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;13395 | &nbsp;&nbsp;&nbsp;&nbsp;10441 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11535 | &nbsp;&nbsp;&nbsp;&nbsp;10893 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14129 | &nbsp;&nbsp;&nbsp;&nbsp;12774 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20175 | &nbsp;&nbsp;&nbsp;&nbsp;20289 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32680 | &nbsp;&nbsp;&nbsp;&nbsp;32624 |
|  | CDW LLC | &nbsp;&nbsp;2.670% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9323 |
|  | CDW LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11327 | &nbsp;&nbsp;&nbsp;&nbsp;11262 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8349 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
|  | CDW LLC | &nbsp;&nbsp;3.569% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
| <sup>7</sup> | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;10842 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7352 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;19777 | &nbsp;&nbsp;&nbsp;&nbsp;20019 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;110099 | &nbsp;&nbsp;112988 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16002 | &nbsp;&nbsp;&nbsp;&nbsp;16422 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;57567 | &nbsp;&nbsp;&nbsp;&nbsp;59572 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13766 | &nbsp;&nbsp;&nbsp;&nbsp;14227 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp;43888 | &nbsp;&nbsp;&nbsp;&nbsp;45384 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;24148 | &nbsp;&nbsp;24966 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;27863 | &nbsp;&nbsp;30271 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;26283 | &nbsp;&nbsp;27448 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;16836 | &nbsp;&nbsp;16618 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/2064 | &nbsp;&nbsp;12947 | &nbsp;&nbsp;12721 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9181 | &nbsp;&nbsp;&nbsp;&nbsp;9609 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8084 | &nbsp;&nbsp;&nbsp;&nbsp;8442 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;12570 | &nbsp;&nbsp;11685 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;9386 |
|  | Corning Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | Corning Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6022 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | Corning Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;15296 | &nbsp;&nbsp;14373 |
|  | Dell Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7633 | &nbsp;&nbsp;&nbsp;&nbsp;8275 |
|  | Dell International LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;27902 | &nbsp;&nbsp;28058 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;6185 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;14925 | &nbsp;&nbsp;15271 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;13304 | &nbsp;&nbsp;13495 |
| <sup>5</sup> | Dell International LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3094 | &nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;6953 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
| <sup>5</sup> | Dell International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;30339 | &nbsp;&nbsp;30277 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;26647 | &nbsp;&nbsp;27503 |
| <sup>5</sup> | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;16324 | &nbsp;&nbsp;16255 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;11330 | &nbsp;&nbsp;11989 |
|  | Dell International LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;27502 | &nbsp;&nbsp;27072 |
|  | Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;14723 | &nbsp;&nbsp;15211 |
| <sup>5</sup> | Dell International LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;18126 | &nbsp;&nbsp;18021 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;16520 | &nbsp;&nbsp;20118 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;13376 | &nbsp;&nbsp;10264 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;10706 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10493 | &nbsp;&nbsp;&nbsp;&nbsp;9885 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;22499 | &nbsp;&nbsp;22976 |
|  | Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | Equifax Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10801 | &nbsp;&nbsp;10225 |
|  | Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;17449 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;7013 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8578 | &nbsp;&nbsp;&nbsp;&nbsp;8405 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;21421 | &nbsp;&nbsp;19052 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;10911 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp;&nbsp;&nbsp;1865 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;14267 | &nbsp;&nbsp;13863 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;13950 | &nbsp;&nbsp;13949 |
|  | Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;58139 | &nbsp;&nbsp;56495 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;14120 | &nbsp;&nbsp;14318 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;15234 | &nbsp;&nbsp;14108 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7236 | &nbsp;&nbsp;&nbsp;&nbsp;7263 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9099 | &nbsp;&nbsp;&nbsp;&nbsp;9553 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15759 | &nbsp;&nbsp;16289 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;15810 | &nbsp;&nbsp;16000 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/11/2035 | &nbsp;&nbsp;13619 | &nbsp;&nbsp;13767 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;31944 | &nbsp;&nbsp;26361 |
|  | Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;11965 | &nbsp;&nbsp;12097 |
|  | Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5136 | &nbsp;&nbsp;&nbsp;&nbsp;5187 |
|  | Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;9416 |
|  | Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;6858 |
|  | Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6418 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;12552 | &nbsp;&nbsp;12233 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;4788 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10459 | &nbsp;&nbsp;10476 |
|  | Global Payments Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;16215 | &nbsp;&nbsp;15009 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;13795 | &nbsp;&nbsp;12359 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;13289 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp;&nbsp;&nbsp;1674 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;11187 | &nbsp;&nbsp;10993 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;11752 | &nbsp;&nbsp;11734 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;8162 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;14980 | &nbsp;&nbsp;15395 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;11086 | &nbsp;&nbsp;11072 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;37527 | &nbsp;&nbsp;37701 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;13437 | &nbsp;&nbsp;13352 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;21946 | &nbsp;&nbsp;22164 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;40167 | &nbsp;&nbsp;39838 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;14038 | &nbsp;&nbsp;14772 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;25937 | &nbsp;&nbsp;24814 |
|  | HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;22225 | &nbsp;&nbsp;21806 |
|  | HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;11931 |
|  | HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;9321 |
|  | HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;14385 |
|  | HP Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9181 | &nbsp;&nbsp;&nbsp;&nbsp;8757 |
|  | HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;12279 | &nbsp;&nbsp;11073 |
|  | HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8967 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;21118 |
|  | HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;11595 | &nbsp;&nbsp;11982 |
|  | Hubbell Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Hubbell Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;13756 | &nbsp;&nbsp;13562 |
|  | Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/2054 | &nbsp;&nbsp;10759 | &nbsp;&nbsp;10298 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;18343 | &nbsp;&nbsp;18239 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3199 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;10898 | &nbsp;&nbsp;10814 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;30007 | &nbsp;&nbsp;30462 |
|  | Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;14346 | &nbsp;&nbsp;13369 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;55745 | &nbsp;&nbsp;51753 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;14858 | &nbsp;&nbsp;15286 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;32017 | &nbsp;&nbsp;31389 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;13217 | &nbsp;&nbsp;11555 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;15012 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;15688 | &nbsp;&nbsp;14970 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;38273 | &nbsp;&nbsp;39150 |
|  | Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6702 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/2041 | &nbsp;&nbsp;15372 | &nbsp;&nbsp;10751 |
|  | Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;16091 | &nbsp;&nbsp;14542 |
|  | Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;23696 | &nbsp;&nbsp;19708 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/2045 | &nbsp;&nbsp;17757 | &nbsp;&nbsp;15754 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;22227 | &nbsp;&nbsp;17495 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;12405 | &nbsp;&nbsp;&nbsp;&nbsp;9666 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;22302 | &nbsp;&nbsp;16397 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;28563 | &nbsp;&nbsp;18996 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;21338 | &nbsp;&nbsp;18051 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;17223 | &nbsp;&nbsp;10918 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;29295 | &nbsp;&nbsp;25212 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;39517 | &nbsp;&nbsp;38214 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;13005 | &nbsp;&nbsp;&nbsp;&nbsp;7705 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;14406 | &nbsp;&nbsp;&nbsp;&nbsp;8618 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;14662 | &nbsp;&nbsp;12581 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;21156 | &nbsp;&nbsp;20704 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;11825 | &nbsp;&nbsp;11409 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5980 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;4184 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;21205 | &nbsp;&nbsp;21426 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;38257 | &nbsp;&nbsp;37487 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;39310 | &nbsp;&nbsp;35596 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6206 | &nbsp;&nbsp;&nbsp;&nbsp;6727 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;15135 | &nbsp;&nbsp;15373 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;12325 | &nbsp;&nbsp;12656 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;11837 | &nbsp;&nbsp;10622 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;12429 | &nbsp;&nbsp;&nbsp;&nbsp;9386 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2042 | &nbsp;&nbsp;16770 | &nbsp;&nbsp;14245 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;38960 | &nbsp;&nbsp;32207 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 | &nbsp;&nbsp;&nbsp;&nbsp;5119 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp;17365 | &nbsp;&nbsp;16271 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;20433 | &nbsp;&nbsp;20703 |
|  | Intuit Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 | &nbsp;&nbsp;&nbsp;&nbsp;8159 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10793 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13506 | &nbsp;&nbsp;14116 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8843 |
|  | Jabil Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;8855 |
|  | Jabil Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;9253 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10754 | &nbsp;&nbsp;&nbsp;&nbsp;9913 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12018 | &nbsp;&nbsp;11735 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15136 | &nbsp;&nbsp;15165 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2384 |
|  | KLA Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7563 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15394 | &nbsp;&nbsp;10996 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;18208 | &nbsp;&nbsp;17014 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;12478 | &nbsp;&nbsp;12005 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;19897 | &nbsp;&nbsp;18118 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;6440 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12726 | &nbsp;&nbsp;12716 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;16262 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12271 | &nbsp;&nbsp;11459 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;23184 | &nbsp;&nbsp;15393 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;16230 | &nbsp;&nbsp;14478 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp;10256 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561 | &nbsp;&nbsp;&nbsp;&nbsp;9156 |
| <sup>2</sup> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952 | &nbsp;&nbsp;&nbsp;&nbsp;9089 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;11363 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56772 | &nbsp;&nbsp;58040 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7764 | &nbsp;&nbsp;&nbsp;&nbsp;7934 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10640 | &nbsp;&nbsp;10973 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.327% | &nbsp;&nbsp;2/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;8227 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;22727 | &nbsp;&nbsp;24702 |
|  | Micron Technology Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11834 | &nbsp;&nbsp;11945 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;2105 |
|  | Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13155 | &nbsp;&nbsp;11697 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12404 | &nbsp;&nbsp;13171 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;29475 | &nbsp;&nbsp;30976 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16395 | &nbsp;&nbsp;17523 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;56869 | &nbsp;&nbsp;56533 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | Microsoft Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11106 | &nbsp;&nbsp;&nbsp;&nbsp;9842 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12092 | &nbsp;&nbsp;11422 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;39303 | &nbsp;&nbsp;35899 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9766 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | Microsoft Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;55651 | &nbsp;&nbsp;45780 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;119392 | &nbsp;&nbsp;75536 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;25241 | &nbsp;&nbsp;15804 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;80267 | &nbsp;&nbsp;54517 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 | &nbsp;&nbsp;&nbsp;&nbsp;3453 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;72234 | &nbsp;&nbsp;43198 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.041% | &nbsp;&nbsp;3/17/2062 | &nbsp;&nbsp;&nbsp;&nbsp;20690 | &nbsp;&nbsp;13451 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;5116 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6427 | &nbsp;&nbsp;&nbsp;&nbsp;6453 |
|  | Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35120 | &nbsp;&nbsp;30874 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;&nbsp;&nbsp;8527 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;10809 | &nbsp;&nbsp;10590 |
|  | Moody's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;6239 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;13730 | &nbsp;&nbsp;13873 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;8476 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;8530 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;8489 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13686 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3168 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;22829 | &nbsp;&nbsp;23772 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | MSCI Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;14931 | &nbsp;&nbsp;15055 |
|  | NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;6866 |
|  | NetApp Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;22945 | &nbsp;&nbsp;21239 |
|  | NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;11098 | &nbsp;&nbsp;11538 |
|  | NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;10221 |
|  | Nokia OYJ | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Nokia OYJ | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7424 | &nbsp;&nbsp;&nbsp;&nbsp;7810 |
|  | Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3978 |
|  | Nordson Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp;&nbsp;&nbsp;9421 |
|  | Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;6866 |
|  | NVIDIA Corp. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;19068 | &nbsp;&nbsp;17988 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8544 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;19202 | &nbsp;&nbsp;17251 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;22853 | &nbsp;&nbsp;19567 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;43175 | &nbsp;&nbsp;33130 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;7420 |
|  | NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9303 |
|  | NXP BV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | NXP BV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7536 | &nbsp;&nbsp;&nbsp;&nbsp;7804 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;19153 | &nbsp;&nbsp;19132 |
|  | NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;19101 | &nbsp;&nbsp;18313 |
|  | NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/2031 | &nbsp;&nbsp;18151 | &nbsp;&nbsp;16298 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | NXP BV | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5307 |
|  | NXP BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/19/2035 | &nbsp;&nbsp;10385 | &nbsp;&nbsp;10487 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;13127 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;40775 | &nbsp;&nbsp;39995 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;17555 | &nbsp;&nbsp;16783 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7029 | &nbsp;&nbsp;&nbsp;&nbsp;7080 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5517 |
| <sup>2</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;28271 | &nbsp;&nbsp;28200 |
|  | Oracle Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9619 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;45540 | &nbsp;&nbsp;42906 |
|  | Oracle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;5969 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;39174 | &nbsp;&nbsp;39161 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;88383 | &nbsp;&nbsp;81211 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;21291 | &nbsp;&nbsp;21943 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;66063 | &nbsp;&nbsp;66161 |
|  | Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9719 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;20402 | &nbsp;&nbsp;19503 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;19618 | &nbsp;&nbsp;19155 |
|  | Oracle Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/2035 | &nbsp;&nbsp;26677 | &nbsp;&nbsp;27445 |
|  | Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;56418 | &nbsp;&nbsp;56707 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;28260 | &nbsp;&nbsp;25164 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;29764 | &nbsp;&nbsp;25696 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/2039 | &nbsp;&nbsp;10154 | &nbsp;&nbsp;10729 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;47491 | &nbsp;&nbsp;38128 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;30621 | &nbsp;&nbsp;30024 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;27728 | &nbsp;&nbsp;22136 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;14488 | &nbsp;&nbsp;12370 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;17267 | &nbsp;&nbsp;13869 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;39800 | &nbsp;&nbsp;39938 |
| Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;35983 | &nbsp;&nbsp;28006 |
| Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;31586 | &nbsp;&nbsp;24432 |
| Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;48232 | &nbsp;&nbsp;33957 |
| Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;38309 | &nbsp;&nbsp;28501 |
| Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;27888 | &nbsp;&nbsp;31058 |
| Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;45326 | &nbsp;&nbsp;42779 |
| Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;25540 | &nbsp;&nbsp;23468 |
| Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;22927 | &nbsp;&nbsp;23019 |
| Oracle Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/26/2055 | &nbsp;&nbsp;47360 | &nbsp;&nbsp;47215 |
| Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;44250 | &nbsp;&nbsp;30389 |
| Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;19559 | &nbsp;&nbsp;14056 |
| Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;&nbsp;&nbsp;7962 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
| Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/2065 | &nbsp;&nbsp;33164 | &nbsp;&nbsp;33308 |
| Oracle Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/26/2065 | &nbsp;&nbsp;20252 | &nbsp;&nbsp;20238 |
| Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15503 | &nbsp;&nbsp;15948 |
| Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24381 |
| Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;17168 |
| PayPal Holdings Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;25745 | &nbsp;&nbsp;25428 |
| PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp;&nbsp;&nbsp;4991 |
| PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;24283 | &nbsp;&nbsp;23153 |
| PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14642 | &nbsp;&nbsp;13485 |
| PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;16140 | &nbsp;&nbsp;16627 |
| PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;7977 |
| PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;19761 | &nbsp;&nbsp;13875 |
| PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6562 | &nbsp;&nbsp;&nbsp;&nbsp;6162 |
| PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;12137 | &nbsp;&nbsp;12150 |
| PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2062 | &nbsp;&nbsp;16133 | &nbsp;&nbsp;15341 |
| Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11095 |
| QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;25795 | &nbsp;&nbsp;25575 |
| QUALCOMM Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;5/20/2028 | &nbsp;&nbsp;23128 | &nbsp;&nbsp;21676 |
| QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;12204 | &nbsp;&nbsp;11207 |
| QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;29922 | &nbsp;&nbsp;25322 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
| QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;11243 | &nbsp;&nbsp;11945 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;18797 | &nbsp;&nbsp;17615 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;21104 | &nbsp;&nbsp;18115 |
| QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;11351 | &nbsp;&nbsp;&nbsp;&nbsp;8024 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
| QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2053 | &nbsp;&nbsp;15708 | &nbsp;&nbsp;16886 |
| Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/2027 | &nbsp;&nbsp;14795 | &nbsp;&nbsp;14964 |
| Quanta Services Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;20700 | &nbsp;&nbsp;20800 |
| Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;15705 | &nbsp;&nbsp;14667 |
| Quanta Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20849 |
| Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;10100 |
| Quanta Services Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/9/2035 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;16076 |
| Quanta Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5736 | &nbsp;&nbsp;&nbsp;&nbsp;4271 |
| RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
| RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
| RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;10183 | &nbsp;&nbsp;&nbsp;&nbsp;9646 |
| RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7597 |
| RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;3273 |
| Roper Technologies Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;12919 | &nbsp;&nbsp;12871 |
| Roper Technologies Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;10626 | &nbsp;&nbsp;10102 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;14399 | &nbsp;&nbsp;14427 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;5238 |
| Roper Technologies Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;15089 | &nbsp;&nbsp;14380 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6857 | &nbsp;&nbsp;&nbsp;&nbsp;6917 |
| Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;11290 | &nbsp;&nbsp;10148 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8307 | &nbsp;&nbsp;&nbsp;&nbsp;8343 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;9263 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;11512 | &nbsp;&nbsp;11516 |
| Roper Technologies Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;17715 |
| S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
| S&P Global Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11398 |
| S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;11075 |
| S&P Global Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;14257 | &nbsp;&nbsp;13623 |
| S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;11637 | &nbsp;&nbsp;10913 |
| S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;7427 |
| S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;21881 | &nbsp;&nbsp;20054 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;14398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11087 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;11123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/2028 | &nbsp;&nbsp;23408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23329 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;15710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14753 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;32532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28895 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;22293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16391 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;23932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15713 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/2061 | &nbsp;&nbsp;16215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10208 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;20554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17997 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;12564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11383 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10755 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;36332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37118 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;23899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24292 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9237 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;10098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9585 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;14330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14077 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/4/2029 | &nbsp;&nbsp;17571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16463 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9906 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16673 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;12117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12427 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;10456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9340 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;23516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19675 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6871 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8221 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/2063 | &nbsp;&nbsp;24013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22284 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9344 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5641 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;18123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17678 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/2027 | &nbsp;&nbsp;12642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12601 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7069 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;23852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21649 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/2041 | &nbsp;&nbsp;14816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12058 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;24515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18752 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11763 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;10101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10135 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10802 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;16613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12403 |
|  | VMware LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;13697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13791 |
|  | VMware LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;31096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30984 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;12139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11383 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;12368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;19809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17453 |
|  | Western Digital Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Western Digital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11598 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;14436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14311 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 |
|  | Xilinx Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;11240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 |
|  |  |  |  |  | &nbsp;&nbsp;**8680093** |
| **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11514 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4267 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1265 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10214 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7233 | &nbsp;&nbsp;&nbsp;&nbsp;7153 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;5813 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6556 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;&nbsp;&nbsp;5748 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;3981 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;2581 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;6428 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;20172 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;17840 | &nbsp;&nbsp;15982 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;15980 | &nbsp;&nbsp;16519 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;8598 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7331 | &nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;1017 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;5563 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/2046 | &nbsp;&nbsp;13607 | &nbsp;&nbsp;11667 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;12970 | &nbsp;&nbsp;10063 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;10312 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;6180 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3214 | &nbsp;&nbsp;&nbsp;&nbsp;2130 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Ameren Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;5902 |
|  | Ameren Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7152 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6294 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;8320 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;38254 | &nbsp;&nbsp;36530 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;16979 | &nbsp;&nbsp;17433 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7794 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;4134 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;1971 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;7965 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;10334 | &nbsp;&nbsp;10533 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6536 | &nbsp;&nbsp;&nbsp;&nbsp;6742 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;11128 | &nbsp;&nbsp;11171 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6651 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3788 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;23816 | &nbsp;&nbsp;25038 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp;&nbsp;&nbsp;4259 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;10257 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;10755 | &nbsp;&nbsp;11245 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9627 | &nbsp;&nbsp;&nbsp;&nbsp;9596 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5414 | &nbsp;&nbsp;&nbsp;&nbsp;5425 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6653 | &nbsp;&nbsp;&nbsp;&nbsp;6440 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7666 | &nbsp;&nbsp;&nbsp;&nbsp;7521 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;16423 | &nbsp;&nbsp;16048 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5033 | &nbsp;&nbsp;&nbsp;&nbsp;4743 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;14040 | &nbsp;&nbsp;14472 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;28132 | &nbsp;&nbsp;28861 |
|  | American Water Capital Corp. | &nbsp;&nbsp;6.593% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;13185 | &nbsp;&nbsp;14967 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;7735 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;5018 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;6371 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8094 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6961 | &nbsp;&nbsp;&nbsp;&nbsp;6861 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19909 | &nbsp;&nbsp;18132 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;11059 | &nbsp;&nbsp;10944 |
|  | Appalachian Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5836 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;11916 | &nbsp;&nbsp;13497 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;8561 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;5213 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;12974 | &nbsp;&nbsp;14186 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;10785 | &nbsp;&nbsp;11286 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2085 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5731 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;13604 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;14764 | &nbsp;&nbsp;15141 |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6737 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;11221 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;11661 | &nbsp;&nbsp;11027 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;6902 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;10642 | &nbsp;&nbsp;11539 |
| <sup>2</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;11345 | &nbsp;&nbsp;11708 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;7266 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;1591 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;19016 | &nbsp;&nbsp;13694 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;1388 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7557 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8821 | &nbsp;&nbsp;&nbsp;&nbsp;8224 |
| <sup>5</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9616 | &nbsp;&nbsp;&nbsp;&nbsp;9444 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6634 | &nbsp;&nbsp;&nbsp;&nbsp;6895 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;10974 | &nbsp;&nbsp;&nbsp;&nbsp;8530 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2279 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8376 | &nbsp;&nbsp;&nbsp;&nbsp;5795 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7649 | &nbsp;&nbsp;&nbsp;&nbsp;4982 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;16605 | &nbsp;&nbsp;14393 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5348 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;16511 | &nbsp;&nbsp;16177 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;31045 | &nbsp;&nbsp;26882 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;12208 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8282 | &nbsp;&nbsp;&nbsp;&nbsp;8044 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;12156 | &nbsp;&nbsp;10733 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;15724 | &nbsp;&nbsp;12126 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;14376 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;32475 | &nbsp;&nbsp;20602 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5809 | &nbsp;&nbsp;&nbsp;&nbsp;5001 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;13877 | &nbsp;&nbsp;13189 |
| <sup>5</sup> | Black Hills Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;15523 | &nbsp;&nbsp;14969 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;11326 | &nbsp;&nbsp;12093 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;7272 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;6221 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;4830 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3213 | &nbsp;&nbsp;&nbsp;&nbsp;2938 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5044 | &nbsp;&nbsp;&nbsp;&nbsp;5011 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9412 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12883 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12680 | &nbsp;&nbsp;12638 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6629 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp;2739 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;4610 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;2924 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;14388 | &nbsp;&nbsp;13564 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3816 | &nbsp;&nbsp;&nbsp;&nbsp;3454 |
| <sup>2</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8203 |
| <sup>2</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;17645 | &nbsp;&nbsp;18211 |
| <sup>5</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;11902 | &nbsp;&nbsp;12209 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;10422 | &nbsp;&nbsp;&nbsp;&nbsp;9133 |
|  | Cleveland Electric Illuminating Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6329 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;4097 |
| <sup>2</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;14027 | &nbsp;&nbsp;13676 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4057 | &nbsp;&nbsp;&nbsp;&nbsp;4215 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;4105 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6416 | &nbsp;&nbsp;&nbsp;&nbsp;6364 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;6757 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9358 | &nbsp;&nbsp;10433 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7764 | &nbsp;&nbsp;&nbsp;&nbsp;7092 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;6099 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;6625 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3713 | &nbsp;&nbsp;&nbsp;&nbsp;2875 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;11129 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;&nbsp;&nbsp;6486 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9511 | &nbsp;&nbsp;&nbsp;&nbsp;6608 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9544 | &nbsp;&nbsp;10165 |
| <sup>2</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;7539 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8742 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3703 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2068 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;5687 |
| <sup>2</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;5771 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;14117 | &nbsp;&nbsp;11401 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1007 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;1894 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;14083 | &nbsp;&nbsp;14645 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;3103 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;1629 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7192 | &nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;15322 | &nbsp;&nbsp;15726 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7858 | &nbsp;&nbsp;&nbsp;&nbsp;8396 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5604 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;2946 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;12517 | &nbsp;&nbsp;12844 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;12095 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;16731 | &nbsp;&nbsp;14756 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;11185 | &nbsp;&nbsp;&nbsp;&nbsp;9846 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;16577 | &nbsp;&nbsp;13290 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3656 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;8474 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7198 | &nbsp;&nbsp;&nbsp;&nbsp;7748 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;6314 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;12454 | &nbsp;&nbsp;10718 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6541 | &nbsp;&nbsp;&nbsp;&nbsp;6479 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6982 | &nbsp;&nbsp;&nbsp;&nbsp;5635 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;12884 | &nbsp;&nbsp;10754 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;6772 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7926 | &nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9769 | &nbsp;&nbsp;10094 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;18094 | &nbsp;&nbsp;19319 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;2175 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5613 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;11511 | &nbsp;&nbsp;11655 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;17453 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;5392 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6676 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;7981 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7711 | &nbsp;&nbsp;&nbsp;&nbsp;7316 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;4445 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9056 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;6274 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3722 | &nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;14484 | &nbsp;&nbsp;12406 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1204 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp;6506 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;10922 | &nbsp;&nbsp;&nbsp;&nbsp;8115 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;1854 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
| <sup>7</sup> | Dayton Power & Light Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;2827 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7799 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7152 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9449 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;47828 | &nbsp;&nbsp;45957 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;4963 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5836 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8754 | &nbsp;&nbsp;&nbsp;&nbsp;8579 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9516 | &nbsp;&nbsp;&nbsp;&nbsp;9893 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9731 | &nbsp;&nbsp;10517 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;7617 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7646 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;5965 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9364 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;13591 | &nbsp;&nbsp;12584 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5261 | &nbsp;&nbsp;&nbsp;&nbsp;4627 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3651 | &nbsp;&nbsp;&nbsp;&nbsp;3085 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;15888 | &nbsp;&nbsp;13818 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;6662 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;15328 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10850 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;17150 | &nbsp;&nbsp;17280 |
| <sup>2</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;4670 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
| <sup>2</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3389 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6666 | &nbsp;&nbsp;&nbsp;&nbsp;7186 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp;&nbsp;&nbsp;6633 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4458 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8496 | &nbsp;&nbsp;&nbsp;&nbsp;9337 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5672 | &nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;27201 | &nbsp;&nbsp;25091 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;8520 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;12878 | &nbsp;&nbsp;13379 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;19189 | &nbsp;&nbsp;19856 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;11248 | &nbsp;&nbsp;11584 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;6513 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5778 | &nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6022 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;8064 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;42554 | &nbsp;&nbsp;42023 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10946 | &nbsp;&nbsp;11136 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;25558 | &nbsp;&nbsp;26206 |
| <sup>2</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14445 | &nbsp;&nbsp;13972 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4154 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;8344 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;21175 | &nbsp;&nbsp;22519 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;14526 | &nbsp;&nbsp;14442 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;16572 | &nbsp;&nbsp;16570 |
| <sup>2</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5606 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp;&nbsp;&nbsp;7951 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp;9200 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;12882 | &nbsp;&nbsp;13258 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;6179 |
| <sup>2</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7895 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7937 | &nbsp;&nbsp;&nbsp;&nbsp;8585 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;9171 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;11601 | &nbsp;&nbsp;11781 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;12830 | &nbsp;&nbsp;11331 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;15594 | &nbsp;&nbsp;13231 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;17119 | &nbsp;&nbsp;13807 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;14921 | &nbsp;&nbsp;11458 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9782 | &nbsp;&nbsp;&nbsp;&nbsp;6838 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;3215 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;11162 | &nbsp;&nbsp;10936 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;18792 | &nbsp;&nbsp;18491 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7200 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;5762 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14261 | &nbsp;&nbsp;13862 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;19931 | &nbsp;&nbsp;18359 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;20633 | &nbsp;&nbsp;18662 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;9119 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;11490 | &nbsp;&nbsp;12202 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7194 | &nbsp;&nbsp;&nbsp;&nbsp;7146 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;5941 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;15746 | &nbsp;&nbsp;12083 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3259 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8462 | &nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;1234 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;19184 | &nbsp;&nbsp;20193 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;41325 | &nbsp;&nbsp;41780 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2082 | &nbsp;&nbsp;&nbsp;&nbsp;4808 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5517 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8559 | &nbsp;&nbsp;&nbsp;&nbsp;8525 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;31163 | &nbsp;&nbsp;29322 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8289 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8194 | &nbsp;&nbsp;&nbsp;&nbsp;7363 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;10592 | &nbsp;&nbsp;11775 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;12052 | &nbsp;&nbsp;13531 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2851 | &nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;5569 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp;4570 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;12153 | &nbsp;&nbsp;13289 |
| <sup>2</sup> | Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;10777 | &nbsp;&nbsp;11970 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;5943 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4286 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;13123 | &nbsp;&nbsp;10340 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9299 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1939 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;16220 | &nbsp;&nbsp;16029 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5249 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8448 | &nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;2238 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4058 | &nbsp;&nbsp;&nbsp;&nbsp;4089 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4431 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;9806 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;15634 | &nbsp;&nbsp;15323 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;13286 | &nbsp;&nbsp;11689 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10088 | &nbsp;&nbsp;10494 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;9834 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;4120 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7767 | &nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;6985 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;10844 | &nbsp;&nbsp;&nbsp;&nbsp;9197 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9717 | &nbsp;&nbsp;&nbsp;&nbsp;8239 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;5164 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;7312 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;6123 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;4832 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3389 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;10358 | &nbsp;&nbsp;10404 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;1.295% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1943 | &nbsp;&nbsp;&nbsp;&nbsp;1859 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.799% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3199 |
| <sup>7</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | Edison International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;28700 | &nbsp;&nbsp;29041 |
|  | Edison International | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6892 | &nbsp;&nbsp;&nbsp;&nbsp;6768 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;17606 | &nbsp;&nbsp;17761 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;15294 | &nbsp;&nbsp;16240 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4233 | &nbsp;&nbsp;&nbsp;&nbsp;4195 |
|  | El Paso Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;2710 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;4076 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;26598 | &nbsp;&nbsp;22954 |
|  | Enel Americas SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7683 | &nbsp;&nbsp;&nbsp;&nbsp;7668 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;14666 | &nbsp;&nbsp;14903 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8189 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;3318 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;10937 | &nbsp;&nbsp;&nbsp;&nbsp;6633 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;1011 |
|  | Entergy Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;&nbsp;3887 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;19420 | &nbsp;&nbsp;18108 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;9360 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp;&nbsp;&nbsp;6559 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;17252 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8418 | &nbsp;&nbsp;&nbsp;&nbsp;8280 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6292 | &nbsp;&nbsp;&nbsp;&nbsp;6204 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5718 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8812 | &nbsp;&nbsp;&nbsp;&nbsp;8263 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;15747 | &nbsp;&nbsp;13820 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;13885 | &nbsp;&nbsp;13330 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;2927 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;6132 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;12110 | &nbsp;&nbsp;11160 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5668 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;8865 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;14682 | &nbsp;&nbsp;13052 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;11848 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11749 | &nbsp;&nbsp;11398 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;7632 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;3569 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8809 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7940 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4974 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11986 | &nbsp;&nbsp;10470 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;2272 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4509 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2537 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12151 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;10929 | &nbsp;&nbsp;10643 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7233 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5373 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10703 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;24957 | &nbsp;&nbsp;23658 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13330 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;4812 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;4727 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2847 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7171 | &nbsp;&nbsp;&nbsp;&nbsp;6568 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9873 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;11565 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5177 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;6094 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;2656 |
| <sup>7</sup> | Evergy Missouri West Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3358 |
|  | Eversource Energy | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7986 | &nbsp;&nbsp;&nbsp;&nbsp;7814 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;18191 | &nbsp;&nbsp;18683 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;12795 | &nbsp;&nbsp;12758 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;11115 | &nbsp;&nbsp;&nbsp;&nbsp;9761 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5453 | &nbsp;&nbsp;&nbsp;&nbsp;4917 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;23496 | &nbsp;&nbsp;24902 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;8213 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;20009 | &nbsp;&nbsp;20292 |
|  | Eversource Energy | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9539 | &nbsp;&nbsp;&nbsp;&nbsp;9848 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | Exelon Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7176 | &nbsp;&nbsp;&nbsp;&nbsp;7036 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14088 | &nbsp;&nbsp;14409 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9114 | &nbsp;&nbsp;&nbsp;&nbsp;9374 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;24249 | &nbsp;&nbsp;23989 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5506 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;21276 | &nbsp;&nbsp;22103 |
| <sup>2</sup> | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;10946 | &nbsp;&nbsp;10813 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9137 | &nbsp;&nbsp;&nbsp;&nbsp;9525 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;6391 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5064 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;11109 | &nbsp;&nbsp;10876 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;10863 | &nbsp;&nbsp;11080 |
|  | Exelon Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11555 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;12329 | &nbsp;&nbsp;12259 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;12921 | &nbsp;&nbsp;11995 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;13365 | &nbsp;&nbsp;12015 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8051 | &nbsp;&nbsp;&nbsp;&nbsp;7126 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;19833 | &nbsp;&nbsp;13820 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8101 |
| <sup>7</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5487 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
| <sup>2</sup> | Florida Power & Light Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;&nbsp;3234 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7371 | &nbsp;&nbsp;&nbsp;&nbsp;7453 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;8732 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13535 | &nbsp;&nbsp;13784 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;17489 | &nbsp;&nbsp;15707 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;6121 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9396 | &nbsp;&nbsp;&nbsp;&nbsp;9562 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;5403 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4926 | &nbsp;&nbsp;&nbsp;&nbsp;5142 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;3070 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3407 | &nbsp;&nbsp;&nbsp;&nbsp;3619 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;10796 | &nbsp;&nbsp;11731 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;1984 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3166 | &nbsp;&nbsp;&nbsp;&nbsp;3178 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;19387 | &nbsp;&nbsp;16898 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9514 | &nbsp;&nbsp;&nbsp;&nbsp;8222 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;10818 | &nbsp;&nbsp;&nbsp;&nbsp;8953 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;4821 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;14144 | &nbsp;&nbsp;11029 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;15799 | &nbsp;&nbsp;12841 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;10063 | &nbsp;&nbsp;&nbsp;&nbsp;8139 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;17435 | &nbsp;&nbsp;12148 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/2051 | &nbsp;&nbsp;27561 | &nbsp;&nbsp;17836 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;9258 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;13145 | &nbsp;&nbsp;13444 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | Fortis Inc. | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6748 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.004% | &nbsp;&nbsp;2/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7543 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
|  | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;&nbsp;8012 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/2028 | &nbsp;&nbsp;13203 | &nbsp;&nbsp;13404 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7638 | &nbsp;&nbsp;&nbsp;&nbsp;7638 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13538 | &nbsp;&nbsp;12820 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13734 | &nbsp;&nbsp;13954 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10053 | &nbsp;&nbsp;10318 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;25607 | &nbsp;&nbsp;26118 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;21758 | &nbsp;&nbsp;22317 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7607 | &nbsp;&nbsp;&nbsp;&nbsp;7261 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;2863 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;11080 | &nbsp;&nbsp;&nbsp;&nbsp;7734 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6828 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7454 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
|  | Idaho Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9878 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7489 | &nbsp;&nbsp;&nbsp;&nbsp;7606 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10585 | &nbsp;&nbsp;10522 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7009 | &nbsp;&nbsp;&nbsp;&nbsp;7605 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;4722 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;14655 | &nbsp;&nbsp;&nbsp;&nbsp;9871 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8781 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;5825 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;3717 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;6721 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13063 | &nbsp;&nbsp;13343 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;10046 | &nbsp;&nbsp;&nbsp;&nbsp;9870 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;5972 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3987 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;3432 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |
| <sup>2</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3068 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;13928 | &nbsp;&nbsp;13407 |
| <sup>2</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5658 | &nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8159 | &nbsp;&nbsp;&nbsp;&nbsp;8001 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;6753 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7779 | &nbsp;&nbsp;&nbsp;&nbsp;8003 |
| <sup>2</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;10371 |
| <sup>2</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;10159 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7486 | &nbsp;&nbsp;&nbsp;&nbsp;7395 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;17300 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3528 | &nbsp;&nbsp;&nbsp;&nbsp;3971 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| <sup>2</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;3771 |
| <sup>2</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;10890 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6976 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;2016 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;7411 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6997 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;13381 | &nbsp;&nbsp;10204 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;6094 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;11290 | &nbsp;&nbsp;11877 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Mississippi Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;3473 |
| <sup>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;2539 |
| <sup>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;11291 | &nbsp;&nbsp;11386 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2620 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5002 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;15219 | &nbsp;&nbsp;15748 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;31080 | &nbsp;&nbsp;33122 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3298 | &nbsp;&nbsp;&nbsp;&nbsp;3412 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5634 | &nbsp;&nbsp;&nbsp;&nbsp;5552 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;7719 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4801 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;3937 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9024 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;5930 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8141 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/2029 | &nbsp;&nbsp;10087 | &nbsp;&nbsp;10319 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10069 | &nbsp;&nbsp;&nbsp;&nbsp;9918 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14457 | &nbsp;&nbsp;14974 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9684 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1162 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;15224 | &nbsp;&nbsp;14748 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;7243 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;13197 | &nbsp;&nbsp;14163 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;11043 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13673 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2635 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp;&nbsp;&nbsp;5707 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp;&nbsp;&nbsp;6471 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp;&nbsp;&nbsp;3399 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4906 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1570 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;22363 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;10543 | &nbsp;&nbsp;10660 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;11890 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;13408 | &nbsp;&nbsp;13644 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8896 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;20378 | &nbsp;&nbsp;19261 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5783 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;16121 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;30794 | &nbsp;&nbsp;28112 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;14113 | &nbsp;&nbsp;14667 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;29025 | &nbsp;&nbsp;29660 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;35150 | &nbsp;&nbsp;36348 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4346 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;24875 | &nbsp;&nbsp;26802 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;15049 | &nbsp;&nbsp;15577 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;25860 | &nbsp;&nbsp;26655 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/1/2077 | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2190 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/2079 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;4407 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2082 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;12921 | &nbsp;&nbsp;12801 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6277 | &nbsp;&nbsp;&nbsp;&nbsp;6438 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;14595 | &nbsp;&nbsp;15054 |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;25145 | &nbsp;&nbsp;23988 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;11621 | &nbsp;&nbsp;11257 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;20364 | &nbsp;&nbsp;17691 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8016 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13701 | &nbsp;&nbsp;14103 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;15220 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9149 | &nbsp;&nbsp;&nbsp;&nbsp;9526 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
|  | NiSource Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;24457 | &nbsp;&nbsp;20645 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;14240 | &nbsp;&nbsp;14466 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3290 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;8109 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;12031 | &nbsp;&nbsp;12489 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;3964 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;4151 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;11934 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7076 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;7565 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;7658 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;6423 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;2662 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8888 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4292 | &nbsp;&nbsp;&nbsp;&nbsp;4375 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;2831 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12168 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;2760 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;1982 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2163 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11878 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;8284 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;7343 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;&nbsp;&nbsp;9905 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;12520 | &nbsp;&nbsp;13073 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;4599 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3897 | &nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;9240 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7544 | &nbsp;&nbsp;&nbsp;&nbsp;7891 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3804 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9187 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
| <sup>7</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;10168 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7746 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;11262 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;6123 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5526 | &nbsp;&nbsp;&nbsp;&nbsp;5522 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4246 | &nbsp;&nbsp;&nbsp;&nbsp;4898 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5812 |
| <sup>7</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;10234 | &nbsp;&nbsp;10243 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;1294 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6900 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5914 | &nbsp;&nbsp;&nbsp;&nbsp;4826 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;18818 | &nbsp;&nbsp;14439 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8804 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2892 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;15808 | &nbsp;&nbsp;14416 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6707 | &nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
| <sup>7</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | ONE Gas Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;11303 |
|  | ONE Gas Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;8703 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;6292 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;10212 | &nbsp;&nbsp;10068 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;13085 | &nbsp;&nbsp;12583 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;35164 | &nbsp;&nbsp;34413 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;21285 | &nbsp;&nbsp;20901 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;28666 | &nbsp;&nbsp;29968 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9356 | &nbsp;&nbsp;&nbsp;&nbsp;9632 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;37256 | &nbsp;&nbsp;37019 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;62320 | &nbsp;&nbsp;55539 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;10489 | &nbsp;&nbsp;10988 |
| <sup>5</sup> | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5889 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;9285 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6863 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;32295 | &nbsp;&nbsp;33474 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;11336 | &nbsp;&nbsp;11621 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;55729 | &nbsp;&nbsp;48480 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7232 | &nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;14275 | &nbsp;&nbsp;12219 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11486 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8334 | &nbsp;&nbsp;&nbsp;&nbsp;6555 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;27822 | &nbsp;&nbsp;20825 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;49860 | &nbsp;&nbsp;42956 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;17701 | &nbsp;&nbsp;15758 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8069 | &nbsp;&nbsp;&nbsp;&nbsp;8693 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;15380 | &nbsp;&nbsp;16468 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp;7247 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10633 |
| <sup>5</sup> | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
|  | PacifiCorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9551 |
|  | PacifiCorp | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;24264 | &nbsp;&nbsp;23570 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7283 | &nbsp;&nbsp;&nbsp;&nbsp;6731 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;&nbsp;8020 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | PacifiCorp | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;4045 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;7380 |
|  | PacifiCorp | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10235 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;10069 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | PacifiCorp | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;4773 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp;4102 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;12067 | &nbsp;&nbsp;&nbsp;&nbsp;9412 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;25879 | &nbsp;&nbsp;20169 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2513 |
|  | PacifiCorp | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;14598 | &nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp;7142 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;32064 | &nbsp;&nbsp;31445 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5276 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;1623 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7271 | &nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;2174 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;14333 | &nbsp;&nbsp;12680 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;4509 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;16439 | &nbsp;&nbsp;15941 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;12909 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;7455 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;19340 | &nbsp;&nbsp;19972 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8154 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;6084 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10565 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8911 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.022% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.263% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5988 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5628 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;13917 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;17105 | &nbsp;&nbsp;16582 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5317 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2924 | &nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5016 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;10251 | &nbsp;&nbsp;10651 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;11795 | &nbsp;&nbsp;12004 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4369 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2992 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;3874 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;7644 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8464 | &nbsp;&nbsp;&nbsp;&nbsp;7228 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3381 |
|  | PPL Capital Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;12156 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8232 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9644 | &nbsp;&nbsp;10741 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;7626 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;5846 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | Progress Energy Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7183 | &nbsp;&nbsp;&nbsp;&nbsp;8276 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1919 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;5955 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6209 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3588 | &nbsp;&nbsp;&nbsp;&nbsp;3139 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;6024 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;31470 | &nbsp;&nbsp;32503 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;14198 | &nbsp;&nbsp;14388 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2171 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3224 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;25754 | &nbsp;&nbsp;15822 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;5033 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;12271 | &nbsp;&nbsp;11637 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;18025 | &nbsp;&nbsp;18348 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;15708 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4250 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4638 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7709 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;15215 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;8955 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;7678 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;1897 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;1451 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6291 | &nbsp;&nbsp;&nbsp;&nbsp;5813 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6216 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8709 | &nbsp;&nbsp;&nbsp;&nbsp;9048 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12369 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;11523 | &nbsp;&nbsp;11612 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2877 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1169 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2837 | &nbsp;&nbsp;&nbsp;&nbsp;2324 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;19730 | &nbsp;&nbsp;15829 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;17439 | &nbsp;&nbsp;13722 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;&nbsp;1624 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;11472 | &nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;2678 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;4584 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11166 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;15605 | &nbsp;&nbsp;16156 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;9532 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;9730 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;16243 | &nbsp;&nbsp;14249 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp;10121 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7249 | &nbsp;&nbsp;&nbsp;&nbsp;7079 |
|  | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;12182 | &nbsp;&nbsp;12550 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;5516 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;19558 | &nbsp;&nbsp;20429 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4364 | &nbsp;&nbsp;&nbsp;&nbsp;4420 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;6623 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4636 | &nbsp;&nbsp;&nbsp;&nbsp;4794 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;14495 | &nbsp;&nbsp;13317 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;4344 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7651 | &nbsp;&nbsp;&nbsp;&nbsp;6201 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;6355 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;4754 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;12916 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4709 | &nbsp;&nbsp;&nbsp;&nbsp;4657 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;10528 | &nbsp;&nbsp;10347 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;15055 | &nbsp;&nbsp;14768 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;10566 | &nbsp;&nbsp;&nbsp;&nbsp;9043 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;17850 | &nbsp;&nbsp;18585 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5746 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6733 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;22531 | &nbsp;&nbsp;23352 |
|  | Sempra | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10684 |
|  | Sempra | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6662 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;6733 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;12881 | &nbsp;&nbsp;12651 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp;9073 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;10772 | &nbsp;&nbsp;10643 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;11915 | &nbsp;&nbsp;12121 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp;6452 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10211 | &nbsp;&nbsp;&nbsp;&nbsp;9155 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8772 | &nbsp;&nbsp;&nbsp;&nbsp;7767 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6658 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8938 | &nbsp;&nbsp;&nbsp;&nbsp;7862 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;21358 | &nbsp;&nbsp;22535 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;11478 | &nbsp;&nbsp;12013 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6811 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;15493 | &nbsp;&nbsp;15957 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9678 | &nbsp;&nbsp;&nbsp;&nbsp;9685 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;10595 | &nbsp;&nbsp;10700 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7658 | &nbsp;&nbsp;&nbsp;&nbsp;7637 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;18816 | &nbsp;&nbsp;19194 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9434 | &nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;11021 | &nbsp;&nbsp;&nbsp;&nbsp;9411 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;1084 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;14168 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;11295 | &nbsp;&nbsp;&nbsp;&nbsp;9602 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;10149 | &nbsp;&nbsp;&nbsp;&nbsp;7102 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;3491 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7670 | &nbsp;&nbsp;&nbsp;&nbsp;5298 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;2143 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;6997 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;16927 | &nbsp;&nbsp;15917 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;21103 | &nbsp;&nbsp;20395 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;14436 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5897 | &nbsp;&nbsp;&nbsp;&nbsp;5808 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;13917 | &nbsp;&nbsp;12994 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4844 | &nbsp;&nbsp;&nbsp;&nbsp;5025 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;9364 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7652 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;10288 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;12448 | &nbsp;&nbsp;12573 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4516 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;17005 | &nbsp;&nbsp;17301 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6101 | &nbsp;&nbsp;&nbsp;&nbsp;5761 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12509 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;33765 | &nbsp;&nbsp;35125 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;13362 | &nbsp;&nbsp;13033 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;29873 | &nbsp;&nbsp;30713 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;6860 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;25715 | &nbsp;&nbsp;25472 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;10426 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;13784 | &nbsp;&nbsp;11738 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;24513 | &nbsp;&nbsp;26147 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp;&nbsp;1780 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7723 | &nbsp;&nbsp;&nbsp;&nbsp;6753 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;29492 | &nbsp;&nbsp;30270 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7335 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;6753 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;3138 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;5197 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;4698 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;12144 | &nbsp;&nbsp;10192 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;&nbsp;2562 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;2573 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;11373 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3854 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;4681 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6613 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;6785 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6113 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18178 | &nbsp;&nbsp;18139 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;7030 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;10270 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;8002 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8607 | &nbsp;&nbsp;&nbsp;&nbsp;6475 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;16610 | &nbsp;&nbsp;11095 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;9016 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6568 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;16190 | &nbsp;&nbsp;11539 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7716 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;3958 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;5028 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;4964 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4287 |
| <sup>2</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;6408 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;4022 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;4723 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;14351 | &nbsp;&nbsp;12049 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2638 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6482 | &nbsp;&nbsp;&nbsp;&nbsp;4770 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4289 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6391 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp;5536 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;4916 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4140 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7983 | &nbsp;&nbsp;&nbsp;&nbsp;7865 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;10116 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10423 | &nbsp;&nbsp;&nbsp;&nbsp;9910 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;8193 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;11401 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5589 | &nbsp;&nbsp;&nbsp;&nbsp;5684 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;11360 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;12776 | &nbsp;&nbsp;10238 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7991 | &nbsp;&nbsp;&nbsp;&nbsp;4929 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;8960 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4463 | &nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;17001 | &nbsp;&nbsp;18176 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;16804 | &nbsp;&nbsp;16587 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;34876 | &nbsp;&nbsp;34610 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;24156 | &nbsp;&nbsp;24051 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;12258 | &nbsp;&nbsp;11706 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;8720 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;11004 | &nbsp;&nbsp;11201 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8267 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6009 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6782 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;11397 | &nbsp;&nbsp;11337 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;10661 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7581 | &nbsp;&nbsp;&nbsp;&nbsp;8362 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9603 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;12902 | &nbsp;&nbsp;11295 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;11262 | &nbsp;&nbsp;&nbsp;&nbsp;9405 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;10346 | &nbsp;&nbsp;&nbsp;&nbsp;8012 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;22102 | &nbsp;&nbsp;14162 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9163 | &nbsp;&nbsp;&nbsp;&nbsp;8941 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8963 | &nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;2189 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;6779 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;9709 |
| <sup>2</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;1731 |
| <sup>2</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;4.877% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10447 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6019 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5423 | &nbsp;&nbsp;&nbsp;&nbsp;5500 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;2562 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8233 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;10790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11182 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.752% | &nbsp;&nbsp;11/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7919 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;23170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21657 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;18808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18039 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6212 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;11914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12339 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;12183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12642 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10752 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9652960** |
| **Total Corporate Bonds (Cost $98,245,036)** | **Total Corporate Bonds (Cost $98,245,036)** | **Total Corporate Bonds (Cost $98,245,036)** | **Total Corporate Bonds (Cost $98,245,036)** | **Total Corporate Bonds (Cost $98,245,036)** | **94449510** |
| **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** |
|  | African Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/4/2027 | &nbsp;&nbsp;26780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27055 |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;26645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26780 |
| <sup>2</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;45830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46475 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;27110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27545 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;25190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25318 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;27575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27324 |
|  | African Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16051 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8576 |
| <sup>2</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9318 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;27728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27334 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;48560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48771 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;65037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63179 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;41393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40980 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;44711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43658 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;14773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;25577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25060 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;48154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48240 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10488 |
|  | Asian Development Bank | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;56925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58210 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12074 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;40855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41733 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;45973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45821 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;42127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39075 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;28571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26449 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;57110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57961 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2030 | &nbsp;&nbsp;23924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23888 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;27957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24091 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/2031 | &nbsp;&nbsp;33507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29682 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22449 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/2032 | &nbsp;&nbsp;18785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18663 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;36440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36396 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;30125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29788 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2034 | &nbsp;&nbsp;35155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35241 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2035 | &nbsp;&nbsp;49560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50374 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;27025 | &nbsp;&nbsp;&nbsp;&nbsp;27062 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;33170 | &nbsp;&nbsp;&nbsp;&nbsp;33396 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;41835 | &nbsp;&nbsp;&nbsp;&nbsp;41787 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29260 | &nbsp;&nbsp;&nbsp;&nbsp;29654 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;29122 | &nbsp;&nbsp;&nbsp;&nbsp;29968 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14670 | &nbsp;&nbsp;&nbsp;&nbsp;14829 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3076 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42272 | &nbsp;&nbsp;&nbsp;&nbsp;42383 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28480 | &nbsp;&nbsp;&nbsp;&nbsp;29350 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;43696 | &nbsp;&nbsp;&nbsp;&nbsp;44156 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15095 | &nbsp;&nbsp;&nbsp;&nbsp;15534 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12950 | &nbsp;&nbsp;&nbsp;&nbsp;13337 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23954 | &nbsp;&nbsp;&nbsp;&nbsp;24808 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10704 | &nbsp;&nbsp;&nbsp;&nbsp;10855 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;19369 |
| <sup>2</sup> | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp;&nbsp;&nbsp;13163 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22440 | &nbsp;&nbsp;&nbsp;&nbsp;23092 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7977 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21621 | &nbsp;&nbsp;&nbsp;&nbsp;21433 |
| <sup>7</sup> | Equinor ASA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33984 | &nbsp;&nbsp;&nbsp;&nbsp;32588 |
|  | Equinor ASA | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20542 | &nbsp;&nbsp;&nbsp;&nbsp;19013 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7033 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;12554 | &nbsp;&nbsp;&nbsp;&nbsp;11329 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;15110 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;10903 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/2049 | &nbsp;&nbsp;&nbsp;&nbsp;24597 | &nbsp;&nbsp;&nbsp;&nbsp;17622 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13309 | &nbsp;&nbsp;&nbsp;&nbsp;10345 |
| <sup>2</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;19097 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23470 | &nbsp;&nbsp;&nbsp;&nbsp;23785 |
| <sup>2</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16040 | &nbsp;&nbsp;&nbsp;&nbsp;16199 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 |
| <sup>2</sup> | European Investment Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;48684 | &nbsp;&nbsp;&nbsp;&nbsp;47081 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;54680 | &nbsp;&nbsp;&nbsp;&nbsp;55189 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20860 | &nbsp;&nbsp;&nbsp;&nbsp;20422 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29252 | &nbsp;&nbsp;&nbsp;&nbsp;29015 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;66188 | &nbsp;&nbsp;&nbsp;&nbsp;66529 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;57075 | &nbsp;&nbsp;&nbsp;&nbsp;57398 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;45012 | &nbsp;&nbsp;&nbsp;&nbsp;46086 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42770 | &nbsp;&nbsp;&nbsp;&nbsp;43197 |
|  | European Investment Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;144126 | &nbsp;&nbsp;149343 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;17501 | &nbsp;&nbsp;&nbsp;&nbsp;16154 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;65365 | &nbsp;&nbsp;&nbsp;&nbsp;65442 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;83855 | &nbsp;&nbsp;&nbsp;&nbsp;86421 |
|  | European Investment Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;59485 | &nbsp;&nbsp;&nbsp;&nbsp;59112 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23640 | &nbsp;&nbsp;&nbsp;&nbsp;20418 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31373 | &nbsp;&nbsp;&nbsp;&nbsp;31500 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11716 | &nbsp;&nbsp;&nbsp;&nbsp;10270 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;54127 | &nbsp;&nbsp;&nbsp;&nbsp;55600 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;138610 | &nbsp;&nbsp;140883 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;36816 | &nbsp;&nbsp;&nbsp;&nbsp;36267 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;58830 | &nbsp;&nbsp;&nbsp;&nbsp;59067 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;51558 | &nbsp;&nbsp;&nbsp;&nbsp;53429 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;42965 | &nbsp;&nbsp;&nbsp;&nbsp;45368 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26070 | &nbsp;&nbsp;&nbsp;&nbsp;25747 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;32050 | &nbsp;&nbsp;&nbsp;&nbsp;32072 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30710 | &nbsp;&nbsp;&nbsp;&nbsp;30849 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;43795 | &nbsp;&nbsp;&nbsp;&nbsp;44384 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22950 | &nbsp;&nbsp;&nbsp;&nbsp;23166 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13065 | &nbsp;&nbsp;&nbsp;&nbsp;13662 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;12155 | &nbsp;&nbsp;&nbsp;&nbsp;12255 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9492 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;13077 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19449 | &nbsp;&nbsp;&nbsp;&nbsp;19896 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;11876 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;11972 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6721 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6949 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;&nbsp;&nbsp;12883 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14139 | &nbsp;&nbsp;&nbsp;&nbsp;12485 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;14366 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12035 | &nbsp;&nbsp;&nbsp;&nbsp;12621 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;10547 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;13595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9918 |
| <sup>2</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12515 | &nbsp;&nbsp;&nbsp;&nbsp;11128 |
| <sup>2</sup> | Hydro-Quebec | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35010 | &nbsp;&nbsp;&nbsp;&nbsp;35282 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;58743 | &nbsp;&nbsp;&nbsp;&nbsp;57447 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;42595 | &nbsp;&nbsp;&nbsp;&nbsp;40162 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;74285 | &nbsp;&nbsp;&nbsp;&nbsp;74804 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;27440 | &nbsp;&nbsp;&nbsp;&nbsp;25597 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;46568 | &nbsp;&nbsp;&nbsp;&nbsp;45864 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;34575 | &nbsp;&nbsp;&nbsp;&nbsp;35047 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27077 | &nbsp;&nbsp;&nbsp;&nbsp;25715 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22118 | &nbsp;&nbsp;&nbsp;&nbsp;22780 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40590 | &nbsp;&nbsp;&nbsp;&nbsp;35375 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21990 | &nbsp;&nbsp;&nbsp;&nbsp;21659 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;34968 | &nbsp;&nbsp;&nbsp;&nbsp;33755 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;41935 | &nbsp;&nbsp;&nbsp;&nbsp;43140 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;29810 | &nbsp;&nbsp;&nbsp;&nbsp;30355 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;71733 | &nbsp;&nbsp;&nbsp;&nbsp;72663 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12328 | &nbsp;&nbsp;&nbsp;&nbsp;10105 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;13362 | &nbsp;&nbsp;&nbsp;&nbsp;12625 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17155 | &nbsp;&nbsp;&nbsp;&nbsp;17284 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8818 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;&nbsp;&nbsp;13195 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21390 | &nbsp;&nbsp;&nbsp;&nbsp;21716 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13064 | &nbsp;&nbsp;&nbsp;&nbsp;12796 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;46858 | &nbsp;&nbsp;&nbsp;&nbsp;45748 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;67738 | &nbsp;&nbsp;&nbsp;&nbsp;63693 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;41967 | &nbsp;&nbsp;&nbsp;&nbsp;39647 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;53349 | &nbsp;&nbsp;&nbsp;&nbsp;53306 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;72090 | &nbsp;&nbsp;&nbsp;&nbsp;71765 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;63014 | &nbsp;&nbsp;&nbsp;&nbsp;64622 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;38684 | &nbsp;&nbsp;&nbsp;&nbsp;35958 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42320 | &nbsp;&nbsp;&nbsp;&nbsp;42167 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;38739 | &nbsp;&nbsp;&nbsp;&nbsp;38944 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21624 | &nbsp;&nbsp;&nbsp;&nbsp;20026 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;101758 | &nbsp;&nbsp;102246 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;89985 | &nbsp;&nbsp;&nbsp;&nbsp;91321 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30822 | &nbsp;&nbsp;&nbsp;&nbsp;27072 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;54731 | &nbsp;&nbsp;&nbsp;&nbsp;55254 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;58640 | &nbsp;&nbsp;&nbsp;&nbsp;50737 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;41125 | &nbsp;&nbsp;&nbsp;&nbsp;41449 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;64417 | &nbsp;&nbsp;&nbsp;&nbsp;56386 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;72972 | &nbsp;&nbsp;&nbsp;&nbsp;75291 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;121376 | &nbsp;&nbsp;106393 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;100370 | &nbsp;&nbsp;104190 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29876 | &nbsp;&nbsp;&nbsp;&nbsp;27412 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;69167 | &nbsp;&nbsp;&nbsp;&nbsp;69314 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;29181 | &nbsp;&nbsp;&nbsp;&nbsp;30524 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;59758 | &nbsp;&nbsp;58685 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;11313 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/27/2035 | &nbsp;&nbsp;58410 | &nbsp;&nbsp;59192 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23164 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;21952 | &nbsp;&nbsp;22349 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;21081 | &nbsp;&nbsp;21534 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;33385 | &nbsp;&nbsp;33996 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/2030 | &nbsp;&nbsp;30540 | &nbsp;&nbsp;30683 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;11505 |
| <sup>2,9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/4/2026 | &nbsp;&nbsp;31346 | &nbsp;&nbsp;30782 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1004 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;35772 | &nbsp;&nbsp;35191 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10652 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;29360 | &nbsp;&nbsp;29745 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;37110 | &nbsp;&nbsp;36294 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2028 | &nbsp;&nbsp;15030 | &nbsp;&nbsp;15053 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10926 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;19409 | &nbsp;&nbsp;19116 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2574 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;23095 | &nbsp;&nbsp;22883 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;25193 | &nbsp;&nbsp;23797 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;12813 | &nbsp;&nbsp;11902 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;14808 | &nbsp;&nbsp;12876 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5123 | &nbsp;&nbsp;&nbsp;&nbsp;5208 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;22459 | &nbsp;&nbsp;20110 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;6977 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;11955 | &nbsp;&nbsp;11728 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;29575 | &nbsp;&nbsp;29245 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;10875 | &nbsp;&nbsp;10898 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;5617 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;6407 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;3975 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5141 | &nbsp;&nbsp;&nbsp;&nbsp;4471 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;62724 | &nbsp;&nbsp;60984 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;50020 | &nbsp;&nbsp;50460 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;37065 | &nbsp;&nbsp;36656 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;62171 | &nbsp;&nbsp;62502 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;29620 | &nbsp;&nbsp;29526 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;64234 | &nbsp;&nbsp;64356 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;30054 | &nbsp;&nbsp;29494 |
| <sup>2,10</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;55240 | &nbsp;&nbsp;55537 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;62270 | &nbsp;&nbsp;62614 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;66745 | &nbsp;&nbsp;66467 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;23438 | &nbsp;&nbsp;23674 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/2029 | &nbsp;&nbsp;20519 | &nbsp;&nbsp;19054 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;16218 | &nbsp;&nbsp;16803 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;54718 | &nbsp;&nbsp;54675 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;35025 | &nbsp;&nbsp;30242 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;20910 | &nbsp;&nbsp;21827 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;55255 | &nbsp;&nbsp;55494 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/2034 | &nbsp;&nbsp;21220 | &nbsp;&nbsp;21656 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/2036 | &nbsp;&nbsp;18429 | &nbsp;&nbsp;11799 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/2037 | &nbsp;&nbsp;37190 | &nbsp;&nbsp;22495 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;15125 | &nbsp;&nbsp;15265 |
|  | Korea Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;8466 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/2028 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13966 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;29410 | &nbsp;&nbsp;29699 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;7151 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;16432 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/2030 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13865 |
|  | Korea Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;10861 | &nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;16775 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;8082 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;2354 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;16158 | &nbsp;&nbsp;15763 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;21605 | &nbsp;&nbsp;21709 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2029 | &nbsp;&nbsp;19481 | &nbsp;&nbsp;20066 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8299 | &nbsp;&nbsp;&nbsp;&nbsp;8429 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;29660 | &nbsp;&nbsp;25794 |
| <sup>5,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;27682 | &nbsp;&nbsp;27477 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13809 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;36665 | &nbsp;&nbsp;37257 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;5108 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;19335 | &nbsp;&nbsp;19666 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;22477 | &nbsp;&nbsp;22466 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;12992 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;21743 | &nbsp;&nbsp;22076 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;18295 | &nbsp;&nbsp;18264 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;24204 | &nbsp;&nbsp;24503 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5499 |
| <sup>2,11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;14349 | &nbsp;&nbsp;14518 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;14305 | &nbsp;&nbsp;14291 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;17328 | &nbsp;&nbsp;17811 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;14380 | &nbsp;&nbsp;14341 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;16232 | &nbsp;&nbsp;16321 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;32679 | &nbsp;&nbsp;33074 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/2034 | &nbsp;&nbsp;28474 | &nbsp;&nbsp;30559 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/2036 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;16935 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/2037 | &nbsp;&nbsp;17275 | &nbsp;&nbsp;18074 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9116 | &nbsp;&nbsp;&nbsp;&nbsp;8040 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/2050 | &nbsp;&nbsp;50705 | &nbsp;&nbsp;48062 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/2055 | &nbsp;&nbsp;35016 | &nbsp;&nbsp;31924 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;9282 |
|  | Province of Alberta | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;22838 | &nbsp;&nbsp;22575 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;17565 | &nbsp;&nbsp;17973 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;45953 | &nbsp;&nbsp;40769 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;16145 | &nbsp;&nbsp;16315 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;41538 | &nbsp;&nbsp;42389 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;20230 | &nbsp;&nbsp;20828 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/2029 | &nbsp;&nbsp;38640 | &nbsp;&nbsp;40031 |
|  | Province of British Columbia | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;25809 | &nbsp;&nbsp;25809 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;21836 | &nbsp;&nbsp;19060 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/2033 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;22170 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;43155 | &nbsp;&nbsp;44258 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;30277 | &nbsp;&nbsp;30984 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;2665 |
| <sup>2</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;11965 | &nbsp;&nbsp;11172 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;15110 | &nbsp;&nbsp;15036 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/2034 | &nbsp;&nbsp;11379 | &nbsp;&nbsp;11772 |
|  | Province of New Brunswick | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6283 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;43237 | &nbsp;&nbsp;42758 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;2780 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;29650 | &nbsp;&nbsp;30038 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;37195 | &nbsp;&nbsp;37042 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/2029 | &nbsp;&nbsp;32800 | &nbsp;&nbsp;30612 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;31609 | &nbsp;&nbsp;32656 |
|  | Province of Ontario | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10776 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;27560 | &nbsp;&nbsp;24087 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;48750 | &nbsp;&nbsp;43201 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;40275 | &nbsp;&nbsp;35412 |
| <sup>2</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4284 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;24479 | &nbsp;&nbsp;25694 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp;2258 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/2027 | &nbsp;&nbsp;48850 | &nbsp;&nbsp;48060 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;19608 | &nbsp;&nbsp;19538 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2029 | &nbsp;&nbsp;36632 | &nbsp;&nbsp;37480 |
| <sup>2</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;19878 | &nbsp;&nbsp;22505 |
|  | Province of Quebec | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;15297 | &nbsp;&nbsp;13658 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/2031 | &nbsp;&nbsp;89465 | &nbsp;&nbsp;80002 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;20505 | &nbsp;&nbsp;20730 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/2034 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;12072 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;10346 | &nbsp;&nbsp;10239 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/2030 | &nbsp;&nbsp;11075 | &nbsp;&nbsp;11415 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;22622 | &nbsp;&nbsp;22214 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;27086 | &nbsp;&nbsp;26589 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;14950 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;10748 | &nbsp;&nbsp;&nbsp;&nbsp;9746 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;26461 | &nbsp;&nbsp;23565 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;36534 | &nbsp;&nbsp;31412 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;18067 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/2036 | &nbsp;&nbsp;22612 | &nbsp;&nbsp;22711 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;27670 | &nbsp;&nbsp;29093 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/2041 | &nbsp;&nbsp;39884 | &nbsp;&nbsp;30522 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/2042 | &nbsp;&nbsp;26545 | &nbsp;&nbsp;23565 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/2050 | &nbsp;&nbsp;30781 | &nbsp;&nbsp;22492 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2052 | &nbsp;&nbsp;18170 | &nbsp;&nbsp;14332 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/2054 | &nbsp;&nbsp;15732 | &nbsp;&nbsp;15287 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/2061 | &nbsp;&nbsp;26591 | &nbsp;&nbsp;16531 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/2071 | &nbsp;&nbsp;14773 | &nbsp;&nbsp;&nbsp;&nbsp;9217 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/2041 | &nbsp;&nbsp;21862 | &nbsp;&nbsp;25867 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;18211 | &nbsp;&nbsp;18003 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;13703 | &nbsp;&nbsp;13812 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;20537 | &nbsp;&nbsp;20538 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/2029 | &nbsp;&nbsp;22767 | &nbsp;&nbsp;23146 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/2029 | &nbsp;&nbsp;12435 | &nbsp;&nbsp;12528 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;11280 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;13313 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;14647 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;21732 | &nbsp;&nbsp;21293 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;18651 | &nbsp;&nbsp;16323 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8559 | &nbsp;&nbsp;&nbsp;&nbsp;7537 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;14405 | &nbsp;&nbsp;13580 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;13559 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;16290 | &nbsp;&nbsp;16432 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;8561 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;15290 | &nbsp;&nbsp;15253 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;17799 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/2048 | &nbsp;&nbsp;30406 | &nbsp;&nbsp;26283 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/2049 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;13879 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/2049 | &nbsp;&nbsp;13520 | &nbsp;&nbsp;10331 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2050 | &nbsp;&nbsp;10222 | &nbsp;&nbsp;&nbsp;&nbsp;7507 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;22030 | &nbsp;&nbsp;18169 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/2051 | &nbsp;&nbsp;23105 | &nbsp;&nbsp;15497 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;8074 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7058 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/2053 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;10347 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/2054 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13568 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7776 | &nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2070 | &nbsp;&nbsp;14479 | &nbsp;&nbsp;11783 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2071 | &nbsp;&nbsp;11870 | &nbsp;&nbsp;&nbsp;&nbsp;7764 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;22968 | &nbsp;&nbsp;21963 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;31555 | &nbsp;&nbsp;33411 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/2049 | &nbsp;&nbsp;27655 | &nbsp;&nbsp;20700 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/2051 | &nbsp;&nbsp;37012 | &nbsp;&nbsp;26570 |
|  | Republic of Korea | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/2027 | &nbsp;&nbsp;35077 | &nbsp;&nbsp;34595 |
|  | Republic of Korea | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
|  | Republic of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;12866 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;13885 | &nbsp;&nbsp;14179 |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;9399 |
|  | Republic of Korea | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;6284 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;10573 | &nbsp;&nbsp;&nbsp;&nbsp;9476 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;12823 | &nbsp;&nbsp;13904 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;18522 | &nbsp;&nbsp;18245 |
|  | Republic of Panama | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;13605 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;23217 | &nbsp;&nbsp;21617 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;15715 | &nbsp;&nbsp;17306 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;34828 | &nbsp;&nbsp;28282 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3367 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/2035 | &nbsp;&nbsp;44245 | &nbsp;&nbsp;45860 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/2036 | &nbsp;&nbsp;26675 | &nbsp;&nbsp;28191 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/2036 | &nbsp;&nbsp;14860 | &nbsp;&nbsp;15845 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;9190 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;11719 | &nbsp;&nbsp;&nbsp;&nbsp;9054 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;36648 | &nbsp;&nbsp;27660 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/2053 | &nbsp;&nbsp;15651 | &nbsp;&nbsp;11471 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/2054 | &nbsp;&nbsp;17975 | &nbsp;&nbsp;18285 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;38893 | &nbsp;&nbsp;28489 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1489 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/2060 | &nbsp;&nbsp;50954 | &nbsp;&nbsp;32868 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;32660 | &nbsp;&nbsp;30149 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;13877 | &nbsp;&nbsp;11467 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;27278 | &nbsp;&nbsp;34312 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;32345 | &nbsp;&nbsp;28085 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19830 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;26417 | &nbsp;&nbsp;26946 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/2037 | &nbsp;&nbsp;10901 | &nbsp;&nbsp;12112 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;19062 | &nbsp;&nbsp;14829 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/2050 | &nbsp;&nbsp;28488 | &nbsp;&nbsp;28091 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;15756 | &nbsp;&nbsp;11273 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/2054 | &nbsp;&nbsp;22959 | &nbsp;&nbsp;23069 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/2055 | &nbsp;&nbsp;29076 | &nbsp;&nbsp;30307 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;28052 | &nbsp;&nbsp;15724 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2072 | &nbsp;&nbsp;14285 | &nbsp;&nbsp;&nbsp;&nbsp;9114 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/2121 | &nbsp;&nbsp;15535 | &nbsp;&nbsp;&nbsp;&nbsp;8714 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;20409 | &nbsp;&nbsp;21073 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;21520 | &nbsp;&nbsp;21889 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;44690 | &nbsp;&nbsp;45974 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;19850 | &nbsp;&nbsp;21210 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2033 | &nbsp;&nbsp;34393 | &nbsp;&nbsp;34769 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;38290 | &nbsp;&nbsp;39076 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;35549 | &nbsp;&nbsp;36837 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/2053 | &nbsp;&nbsp;33490 | &nbsp;&nbsp;32310 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/2054 | &nbsp;&nbsp;39835 | &nbsp;&nbsp;38426 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;7029 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;7473 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;25654 | &nbsp;&nbsp;25025 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2029 | &nbsp;&nbsp;14636 | &nbsp;&nbsp;14434 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;24331 | &nbsp;&nbsp;29326 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;7283 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/2030 | &nbsp;&nbsp;13942 | &nbsp;&nbsp;12960 |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;26950 | &nbsp;&nbsp;31403 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;13857 | &nbsp;&nbsp;12059 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;10465 | &nbsp;&nbsp;&nbsp;&nbsp;9067 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;15626 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;11515 | &nbsp;&nbsp;10937 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/2033 | &nbsp;&nbsp;11340 | &nbsp;&nbsp;12142 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/2033 | &nbsp;&nbsp;16585 | &nbsp;&nbsp;17116 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;14945 | &nbsp;&nbsp;15610 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;25053 | &nbsp;&nbsp;28221 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2035 | &nbsp;&nbsp;18440 | &nbsp;&nbsp;19596 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;14520 | &nbsp;&nbsp;14616 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;13757 | &nbsp;&nbsp;13949 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/2040 | &nbsp;&nbsp;27461 | &nbsp;&nbsp;24590 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;26189 | &nbsp;&nbsp;22285 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/2042 | &nbsp;&nbsp;26467 | &nbsp;&nbsp;22129 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;18342 | &nbsp;&nbsp;13128 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/2045 | &nbsp;&nbsp;20179 | &nbsp;&nbsp;13605 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/2046 | &nbsp;&nbsp;30394 | &nbsp;&nbsp;22200 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;4974 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;10151 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;18590 | &nbsp;&nbsp;18990 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/2049 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13516 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/2049 | &nbsp;&nbsp;13230 | &nbsp;&nbsp;12786 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/2050 | &nbsp;&nbsp;15085 | &nbsp;&nbsp;16041 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;8842 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;30995 | &nbsp;&nbsp;31816 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4912 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;28573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29440 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/2030 | &nbsp;&nbsp;17815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16417 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;33175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32254 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;53820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55218 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;27551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28451 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2043 | &nbsp;&nbsp;24577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21359 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;13665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10598 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;35209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23384 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2050 | &nbsp;&nbsp;19553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14049 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;40640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38466 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2120 | &nbsp;&nbsp;14310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10380 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/22/2027 | &nbsp;&nbsp;13037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12743 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/2027 | &nbsp;&nbsp;42198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42278 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;20040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20048 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13425 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;16705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16868 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7934 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2030 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16828 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;22616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22559 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;38444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38048 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/2028 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16031 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;30586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30698 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;16780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15858 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26028 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;38886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34679 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11788 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;20872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20436 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;56966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58950 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;19940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19935 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/2033 | &nbsp;&nbsp;18387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20952 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;18369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17796 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2034 | &nbsp;&nbsp;46408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40329 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;21913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23971 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/2035 | &nbsp;&nbsp;33680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35587 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/22/2035 | &nbsp;&nbsp;33870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33730 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/2036 | &nbsp;&nbsp;52034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53380 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;61863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66839 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/2038 | &nbsp;&nbsp;26175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27567 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/2040 | &nbsp;&nbsp;45943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46327 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/2041 | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29282 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/2044 | &nbsp;&nbsp;61887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51639 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/2046 | &nbsp;&nbsp;39174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31473 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;24715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19117 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/2048 | &nbsp;&nbsp;32480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25736 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;30405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23515 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;24715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20336 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2052 | &nbsp;&nbsp;36375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27229 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;44149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43020 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;21645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21181 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/2055 | &nbsp;&nbsp;38429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42352 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;54261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34334 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/2110 | &nbsp;&nbsp;25351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21727 |
| **Total Sovereign Bonds (Cost $12,869,697)** | **Total Sovereign Bonds (Cost $12,869,697)** | **Total Sovereign Bonds (Cost $12,869,697)** | **Total Sovereign Bonds (Cost $12,869,697)** | **Total Sovereign Bonds (Cost $12,869,697)** | **12534301** |
| **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;6.053% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.499% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;12089 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.918% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;19033 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;7209 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;10390 | &nbsp;&nbsp;11851 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | California GO | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4917 |
|  | California GO | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;7603 |
|  | California GO | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;5167 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;8587 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8904 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;8906 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;32655 | &nbsp;&nbsp;38315 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;41470 | &nbsp;&nbsp;50598 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;13946 | &nbsp;&nbsp;16316 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;19713 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;19435 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;16105 | &nbsp;&nbsp;19807 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | California Health Facilities Financing Authority Revenue (Social Bonds-Federally Taxable) | &nbsp;&nbsp;4.353% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5682 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;2724 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2897 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4061 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2797 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.572% | &nbsp;&nbsp;1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9095 | &nbsp;&nbsp;&nbsp;&nbsp;7987 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6513 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;1573 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;4205 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8225 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;4939 |
|  | Commonwealth of Massachusetts SO Revenue | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3740 |
|  | Connecticut GO | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;8823 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4951 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2116 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;2156 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3835 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;5062 |
| <sup>12</sup> | Dallas TX Independent School District GO | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;13278 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8828 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4073 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13287 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;15539 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;14065 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;5750 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>13</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;14695 | &nbsp;&nbsp;16105 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6762 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3238 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2553 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4780 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3687 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4126 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2847 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;27320 | &nbsp;&nbsp;19250 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;10060 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1142 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;89597 | &nbsp;&nbsp;91145 |
|  | Illinois GO | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6847 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3833 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;4367 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.433% | &nbsp;&nbsp;1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;7995 |
|  | Jobs Ohio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;3481 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>14</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3378 |
| <sup>13</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3402 |
| <sup>13</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2802 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;3290 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3942 | &nbsp;&nbsp;&nbsp;&nbsp;4012 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.145% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9377 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.048% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5083 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10767 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;14980 | &nbsp;&nbsp;15475 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2943 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3789 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | Massachusetts GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5481 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2434 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;7627 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;5251 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2363 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1338 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3046 |
|  | Mississippi GO | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1415 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4332 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2553 |
| <sup>15</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;16347 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;8995 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;22523 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;24238 | &nbsp;&nbsp;28079 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9833 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9798 |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7177 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7241 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;33650 | &nbsp;&nbsp;35229 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1467 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;19200 | &nbsp;&nbsp;19917 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;21074 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
|  | New York State Thruway Authority General Revenue | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | New York State Urban Development Corp. Revenue Prere. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | New York State Urban Development Corp. Revenue | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3164 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4680 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;12091 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;6448 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;3.877% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;3669 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5790 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4492 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;3066 |
| <sup>13</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
| <sup>15</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.680% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;1204 |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;5674 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12816 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;1825 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;10949 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;2174 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6445 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;3505 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;28925 | &nbsp;&nbsp;24686 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4920 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/2069 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.543% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343 |
|  | Riverside County CA Pension Obligation Revenue Bonds | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7486 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7011 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12151 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5532 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151 |
|  | Texas A & M University Permanent Fund Revenue | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;17465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18148 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;20880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21512 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;21910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22319 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;14835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11908 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7638 |
| <sup>13</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;13925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15014 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/2120 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;15685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15109 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/2112 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14670 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5043 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886 |
| <sup>14</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/2119 | &nbsp;&nbsp;14580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9485 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4211 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;56425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33289 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  | University of Virginia Revenue | &nbsp;&nbsp;3.227% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Wisconsin General Fund Annual Appropriation Revenue ETM | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;17995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17007 |
| **Total Taxable Municipal Bonds (Cost $1,830,709)** | **Total Taxable Municipal Bonds (Cost $1,830,709)** | **Total Taxable Municipal Bonds (Cost $1,830,709)** | **Total Taxable Municipal Bonds (Cost $1,830,709)** | **Total Taxable Municipal Bonds (Cost $1,830,709)** | **1656120** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** |
| **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** |
| <sup>16</sup> | Vanguard Market Liquidity Fund **(Cost $3,592,590)** | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;35930440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3593044** |
| **Total Investments (100.0%) (Cost $391,317,375)** | **Total Investments (100.0%) (Cost $391,317,375)** | **Total Investments (100.0%) (Cost $391,317,375)** |  | &nbsp;&nbsp;**374283997** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**121241** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**374405238** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $2,792 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | U.S. government-guaranteed. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2025. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2025, the aggregate value was $904,160, representing 0.2% of net assets. |
| 8 | Guaranteed by the Government of Canada. |
| 9 | Guaranteed by the Government of Japan. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 15 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| ETM—Escrowed to Maturity. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
| SO—Special Obligation. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At September 30, 2025, counterparties had deposited in segregated accounts cash of $4,286,000 in connection with TBA transactions.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

D. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

The fund had no open futures contracts at September 30, 2025.

E. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

The following table summarizes the market value of the fund's investments as of September 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;254456636 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;254456636 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7594386 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7594386 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;94449510 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;94449510 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12534301 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12534301 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656120 |
| Temporary Cash Investments | 3593044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593044 |
| Total | 3593044 | &nbsp;&nbsp;&nbsp;370690953 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;374283997 |

---

## 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 BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

- **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 TOTAL BOND MARKET INDEX FUND

- **b. EDGAR series identifier (if any):** S000002564

- **c. LEI of Series:** CIJB0QNLPT2SSWMJ5W92

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

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

- **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:** $377630047195.62

**Total Liabilities:** $4059207263.85

**Net Assets:** $373570839931.77

**Delayed Delivery Securities:** $2483528945.36

**Cash Not Reported:** $392461027.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -311422.17647155 | **1-Year:** -10004523.60247587 | **5-Year:** -29496491.96630089 | **10-Year:** -44363332.58931512 | **30-Year:** -21388441.22293247

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

- **3-Month:** -2192.02312667 | **1-Year:** -102821.67968800 | **5-Year:** -347683.34170234 | **10-Year:** -440182.84366020 | **30-Year:** -252422.59164751

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007062 | -0.30%               | 1.16%                | 1.04%                |
| Class ID C000007063 | -0.29%               | 1.17%                | 1.05%                |
| Class ID C000007064 | -0.29%               | 1.17%                | 1.05%                |
| Class ID C000046844 | -0.24%               | 1.18%                | 1.05%                |
| Class ID C000081425 | -0.29%               | 1.17%                | 1.05%                |
| Class ID C000170279 | -0.29%               | 1.17%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-212395741.93           | $-1802457539.93                            |
| Month 2  | $-316699210.45           | $3341686427.08                             |
| Month 3  | $-41129768.13            | $2719593086.41                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   34149258 | NS      | $3414925753.10 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |   12515000 | PA      | $11127971.31   | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    6136000 | PA      | $6066122.65    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2853751.95    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    5633000 | PA      | $5060887.12    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   22700000 | PA      | $22241055.92   | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2384649.90    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9615091.88    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4267402.25    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11513753.81   | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $780745.96     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1265023.58    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    7758000 | PA      | $6994748.68    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     143000 | PA      | $98328.74      | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4662000 | PA      | $4837205.17    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    8029000 | PA      | $8356501.33    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $10214347.78   | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    7233000 | PA      | $7152645.55    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $5813415.64    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $6361663.53    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    6556000 | PA      | $5461820.12    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    7466000 | PA      | $5747721.14    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    5808000 | PA      | $3980602.12    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $2580620.33    | 0.00%             | 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        |    1297000 | PA      | $822483.98     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $6427782.91    | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1791444.36    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2607082.11    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $7082501.51    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6051000 | PA      | $5196941.14    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6001484.91    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $4837496.41    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   17840000 | PA      | $15981613.59   | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $20171841.58   | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   15610000 | PA      | $16136768.77   | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   12097000 | PA      | $10686995.39   | 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        |    3507000 | PA      | $3161882.07    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435326.34     | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1684378.14    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25077000 | PA      | $21646302.95   | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   18325000 | PA      | $15449452.33   | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   32452000 | PA      | $31312029.38   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   57123000 | PA      | $50955754.23   | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   33042000 | PA      | $27970081.87   | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12627000 | PA      | $10666305.67   | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21753000 | PA      | $21794377.73   | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10458000 | PA      | $10641292.63   | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6054000 | PA      | $5840280.90    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9083000 | PA      | $8866817.96    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   26597000 | PA      | $26576203.05   | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   41327000 | PA      | $41410331.69   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25404000 | PA      | $25510002.48   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   37282000 | PA      | $35742042.23   | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10256000 | PA      | $10210462.63   | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16093000 | PA      | $14207101.64   | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   34921000 | PA      | $33904720.58   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   42117000 | PA      | $33666188.63   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   41173000 | PA      | $29770190.92   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16368000 | PA      | $11639585.98   | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   39053000 | PA      | $36961563.75   | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   18463000 | PA      | $16160406.39   | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   57221000 | PA      | $39539011.38   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  103645000 | PA      | $71382684.18   | 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        |  110706000 | PA      | $75696580.60   | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22436000 | PA      | $19111729.87   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   91206000 | PA      | $65068649.92   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   58900000 | PA      | $61223043.12   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6985000 | PA      | $7103073.88    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $7703738.94    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   18548000 | PA      | $19239352.08   | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9856470.79    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $9128303.22    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19900000 | PA      | $19705073.23   | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15375000 | PA      | $15198087.33   | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4424000 | PA      | $4065224.39    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   13635000 | PA      | $10311114.22   | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $6340994.77    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4279000 | PA      | $4742217.45    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    7304000 | PA      | $7580341.89    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   15260000 | PA      | $15252636.83   | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   17672000 | PA      | $17836441.23   | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   39738000 | PA      | $38137499.26   | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5344000 | PA      | $5118916.63    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   11285000 | PA      | $10626389.32   | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    6432000 | PA      | $5728745.03    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26861000 | PA      | $24219362.16   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   45691000 | PA      | $44804893.80   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   31157000 | PA      | $28590278.52   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   13348000 | PA      | $12833220.69   | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   25962000 | PA      | $22945582.41   | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   23975000 | PA      | $22250847.77   | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   22055000 | PA      | $22238211.98   | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   53632000 | PA      | $53027813.58   | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   91672000 | PA      | $88423544.32   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   60499000 | PA      | $54133952.02   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   80579000 | PA      | $68028240.86   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   31617000 | PA      | $31125773.13   | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7007000 | PA      | $6499375.85    | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26158000 | PA      | $24661520.84   | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8512000 | PA      | $7867287.26    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   37870000 | PA      | $38310244.32   | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   37913000 | PA      | $38762161.80   | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   30077000 | PA      | $31082113.59   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   42286000 | PA      | $43465209.27   | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   47329000 | PA      | $47097443.72   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   25435000 | PA      | $25418546.90   | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   18810000 | PA      | $19115333.97   | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   14360000 | PA      | $14781566.90   | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17512000 | PA      | $18139309.02   | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2547998.63    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1968000 | PA      | $1721830.37    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   32382000 | PA      | $28609601.91   | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3306000 | PA      | $3984747.71    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $13494577.43   | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   15480000 | PA      | $15469489.34   | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   32705000 | PA      | $32668800.03   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   18670000 | PA      | $18429737.66   | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting Inc                                                       | ACUITY BRANDS                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    7191000 | PA      | $6464945.14    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   14725000 | PA      | $14411107.86   | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   21447000 | PA      | $19955547.54   | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $9061623.27    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6878884.32    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    8565000 | PA      | $8880069.83    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $8195465.19    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    4787000 | PA      | $4761434.81    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    9470000 | PA      | $7988617.76    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $6589999.57    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $4496198.06    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $3562832.13    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   45384000 | PA      | $44989845.33   | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   18746000 | PA      | $18597660.61   | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5108000 | PA      | $5148000.86    | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   49367000 | PA      | $48511723.49   | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   47803000 | PA      | $46078211.27   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   62935000 | PA      | $58003492.72   | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   27977000 | PA      | $25161240.68   | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   21917000 | PA      | $18032980.27   | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12364000 | PA      | $12807527.76   | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | 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        |    4027000 | PA      | $4113883.72    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11030000 | PA      | $11817051.51   | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2150000 | PA      | $2250383.44    | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   43880000 | PA      | $44283432.03   | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   19065000 | PA      | $18990759.26   | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | 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        |   10250000 | PA      | $10405769.14   | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2000000 | PA      | $2063043.87    | 0.00%             | 2056-01-31      | Variable      | 6.50%                 | 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        |    5944000 | PA      | $5916230.86    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2115000 | PA      | $2094485.25    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    4603000 | PA      | $3955626.98    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5754377.66    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    6909000 | PA      | $6968472.66    | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $3693746.87    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    5993000 | PA      | $6161279.06    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $6007188.01    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4976471.25    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   15077000 | PA      | $16560451.81   | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    7337000 | PA      | $8105103.35    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    7424000 | PA      | $6413951.76    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    5378500 | PA      | $4658142.88    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   10092000 | PA      | $9579368.84    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5560079.88    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    9270000 | PA      | $9318445.37    | 0.00%             | 2174-08-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   45830000 | PA      | $46475254.80   | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   27110000 | PA      | $27545471.17   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   26780000 | PA      | $27055342.28   | 0.01%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   26645000 | PA      | $26779623.40   | 0.01%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   27575000 | PA      | $27323707.66   | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   15900000 | PA      | $16050536.69   | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   25190000 | PA      | $25317843.64   | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    8385000 | PA      | $8575838.45    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    6474000 | PA      | $6412773.97    | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    7458000 | PA      | $7062226.88    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $8202771.47    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   11957000 | PA      | $10734704.98   | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8165720.44    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7735000 | PA      | $7302555.12    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    5251000 | PA      | $4487143.06    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3989888.85    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    4571000 | PA      | $4752801.05    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6799488.58    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                  | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    5524000 | PA      | $6015606.07    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2652258.47    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   15570000 | PA      | $15344183.53   | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9076000 | PA      | $9118594.61    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8115000 | PA      | $7709019.10    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3633000 | PA      | $3358874.33    | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7888000 | PA      | $7384374.99    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10460000 | PA      | $10177737.05   | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1942677.38    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10298908.88   | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $5140561.62    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    6442000 | PA      | $6237994.76    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   13163000 | PA      | $9825820.45    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   13066000 | PA      | $8501806.20    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   10605000 | PA      | $9683885.30    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4365000 | PA      | $4460452.65    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    6510000 | PA      | $6669523.40    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   18371000 | PA      | $18656955.03   | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    7020000 | PA      | $7117268.45    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   20040000 | PA      | $20048334.63   | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   13420000 | PA      | $13424806.98   | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   42198000 | PA      | $42277982.44   | 0.01%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    7964000 | PA      | $7934271.84    | 0.00%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1450000 | PA      | $1192792.48    | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     942000 | PA      | $1017170.42    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $3231096.28    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    4669000 | PA      | $3967405.05    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $5563379.76    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   13607500 | PA      | $11667145.17   | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   12970000 | PA      | $10062961.18   | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   14105000 | PA      | $10312171.76   | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    7467000 | PA      | $6544408.47    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    9105000 | PA      | $6180184.91    | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2129631.48    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2141803.77    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    8611000 | PA      | $8597532.57    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    7331000 | PA      | $7109835.44    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    6617000 | PA      | $7099353.68    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1959849.96    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4897084.84    | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB          | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2050000 | PA      | $2339988.49    | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    8415000 | PA      | $8427978.78    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    9320000 | PA      | $9205586.71    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $7085132.40    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $7144842.90    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $7426842.01    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   22838000 | PA      | $22575098.00   | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   45953000 | PA      | $40768794.58   | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   16145000 | PA      | $16315192.79   | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   17565000 | PA      | $17972978.09   | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    6471000 | PA      | $7428409.41    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    8798000 | PA      | $9522389.96    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4581527.32    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5926000 | PA      | $5907702.45    | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    7248000 | PA      | $7203040.21    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9416000 | PA      | $9501006.20    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6071000 | PA      | $5276590.20    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   14409000 | PA      | $13486210.05   | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9316000 | PA      | $7133812.63    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6484758.17    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   13228000 | PA      | $13468135.23   | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   15073000 | PA      | $12368890.61   | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   12434000 | PA      | $10518887.56   | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6823000 | PA      | $4279489.72    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9704000 | PA      | $8381045.94    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   15102000 | PA      | $10513907.40   | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6216000 | PA      | $6076475.91    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2507000 | PA      | $2264202.66    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   10865000 | PA      | $10491734.35   | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $5334825.14    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10111000 | PA      | $10017650.83   | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   29815000 | PA      | $29445039.17   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10143000 | PA      | $9344835.06    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   24723000 | PA      | $21112824.35   | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   15996000 | PA      | $13721666.61   | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   18691000 | PA      | $16820660.47   | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   12006000 | PA      | $8943072.86    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   19218000 | PA      | $13433574.94   | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   13577000 | PA      | $9106183.68    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   13180000 | PA      | $13578845.98   | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   16550000 | PA      | $17325698.89   | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    3280000 | PA      | $3418186.19    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $5699113.29    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $4496952.54    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    7104000 | PA      | $7014190.03    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $4087311.22    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    5074000 | PA      | $4910937.87    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7308565.29    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                              | ALLIANT ENERGY                 | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2717733.73    | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    5107000 | PA      | $4017713.62    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 10/25                   | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24000000 | PA      | $22069687.20   | 0.01%             | 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        |  139000000 | PA      | $112025312.50  | 0.03%             | 2025-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 11/25                   | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  100585000 | PA      | $81077012.00   | 0.02%             | 2025-11-13      | 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        |   22710000 | PA      | $21352723.22   | 0.01%             | 2025-10-16      | 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        |   82000000 | PA      | $69078595.80   | 0.02%             | 2025-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 11/25                 | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  100705000 | PA      | $84855775.20   | 0.02%             | 2025-11-13      | Fixed         | 2.50%                 | 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        |   30000000 | PA      | $26349609.00   | 0.01%             | 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        |  -30000000 | PA      | $-26349609.00  | -0.01%            | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 11/25                   | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72915000 | PA      | $64045568.36   | 0.02%             | 2025-11-13      | 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        |   54700000 | PA      | $49979986.23   | 0.01%             | 2025-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 10/25                 | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -30700000 | PA      | $-28050924.63  | -0.01%            | 2025-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 11/25                 | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20200000 | PA      | $18453015.12   | 0.00%             | 2025-11-13      | Fixed         | 3.50%                 | 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        |   75000000 | PA      | $70672852.50   | 0.02%             | 2025-10-14      | Fixed         | 4.00%                 | 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        |   40000000 | PA      | $38796876.00   | 0.01%             | 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                  | Short            | ABS-MBS          | USGSE             | US        |  -40000000 | PA      | $-38796876.00  | -0.01%            | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 11/25                 | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $38781252.00   | 0.01%             | 2025-11-13      | 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        |  152360000 | PA      | $153966925.68  | 0.04%             | 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        |  -62880000 | PA      | $-62356819.54  | -0.02%            | 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        |   62880000 | PA      | $62356819.54   | 0.02%             | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 11/25                   | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28310000 | PA      | $28058972.40   | 0.01%             | 2025-11-13      | 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        |   70950000 | PA      | $72521428.98   | 0.02%             | 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        | -133710000 | PA      | $-134822507.31 | -0.04%            | 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        |  132470000 | PA      | $133572190.14  | 0.04%             | 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        | -163970000 | PA      | $-167492797.07 | -0.04%            | 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        |  149950000 | PA      | $153171585.78  | 0.04%             | 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                  | Short            | ABS-MBS          | USGSE             | US        |  -46700000 | PA      | $-48259705.28  | -0.01%            | 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                  | Long             | ABS-MBS          | USGSE             | US        |   76100000 | PA      | $78641618.24   | 0.02%             | 2025-10-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2481219.84    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    9821000 | PA      | $10286789.75   | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $4632142.68    | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    7111000 | PA      | $7522784.25    | 0.00%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   10625000 | PA      | $9421986.12    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    7756000 | PA      | $6489224.68    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     715000 | PA      | $707837.37     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   11666000 | PA      | $9132701.25    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   10176000 | PA      | $8785295.82    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5859770.08    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5166000 | PA      | $5311848.65    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $11069741.26   | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7998000 | PA      | $8045397.22    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3748000 | PA      | $3942498.86    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1598000 | PA      | $1687511.81    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1919619.46    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A3                | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2004825.00    | 0.00%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     925000 | PA      | $928449.88     | 0.00%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A3                | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2675728 | PA      | $2699043.61    | 0.00%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  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        |    1190000 | PA      | $1211748.08    | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3387 | PA      | $3385.42       | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A4                | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $648971.18     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A3                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1832957 | PA      | $1834829.39    | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A4                | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2625000 | PA      | $2636272.80    | 0.00%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   67896000 | PA      | $59456189.21   | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   14811000 | PA      | $10109945.27   | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   36760000 | PA      | $20881306.45   | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   37509000 | PA      | $20246356.55   | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11083000 | PA      | $10515236.82   | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $13729405.03   | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7570718.83    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7385000 | PA      | $7339253.69    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9957000 | PA      | $8369553.96    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   19439000 | PA      | $16734494.08   | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   19609000 | PA      | $19356380.73   | 0.01%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   33578000 | PA      | $25678882.02   | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   26696000 | PA      | $27115852.03   | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   23416000 | PA      | $24275996.37   | 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        |   22828000 | PA      | $23349803.14   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3349982.60    | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $7266046.54    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   15630000 | PA      | $12700241.18   | 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        |   20975000 | PA      | $18460979.92   | 0.00%             | 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        |   37870000 | PA      | $29362877.73   | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14740000 | PA      | $10627116.48   | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     427000 | PA      | $314256.26     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1518943.28    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $7356048.15    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5016833.23    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6045000 | PA      | $6111089.56    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6443198.72    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7967000 | PA      | $7881673.97    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   56364000 | PA      | $55758070.79   | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   68092000 | PA      | $62715139.86   | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   35701000 | PA      | $30194902.48   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   24297000 | PA      | $20396485.01   | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   28787000 | PA      | $27631150.60   | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   24564000 | PA      | $21984910.76   | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   39978000 | PA      | $24656984.91   | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   35305000 | PA      | $20856884.30   | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   50257000 | PA      | $47615714.20   | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   64652000 | PA      | $58161362.81   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40622000 | PA      | $31182218.60   | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   34869000 | PA      | $24208688.00   | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40297000 | PA      | $26999121.56   | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   27837000 | PA      | $27635190.31   | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   36713000 | PA      | $36182374.06   | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10876000 | PA      | $10517690.44   | 0.00%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13259000 | PA      | $10658519.74   | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   14477000 | PA      | $14697867.99   | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13531000 | PA      | $13883140.39   | 0.00%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   27408000 | PA      | $28160543.19   | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    8333000 | PA      | $7633174.13    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    8649000 | PA      | $9023509.60    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    6808000 | PA      | $6185313.63    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    5429000 | PA      | $5492242.50    | 0.00%             | 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        |    6596000 | PA      | $6749729.88    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9375802.08    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                          | AMCOR GROUP                    | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    6660000 | PA      | $6882496.12    | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    7055000 | PA      | $8002137.35    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    9771000 | PA      | $11256210.31   | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   38254000 | PA      | $36530318.45   | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    6294000 | PA      | $5939099.84    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7151767.45    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    5811000 | PA      | $5901563.96    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    8136000 | PA      | $8320474.76    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   16979000 | PA      | $17432916.17   | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5589000 | PA      | $5684354.14    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1971309.72    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $5277255.14    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $7794153.78    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $1783810.06    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     795000 | PA      | $557148.43     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4133795.73    | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $4381713.15    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4199000 | PA      | $4035141.68    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7594000 | PA      | $7964641.87    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7355928.51    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   10334000 | PA      | $10533327.37   | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   12598000 | PA      | $13909392.04   | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    7002000 | PA      | $7509318.10    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   26907000 | PA      | $28741042.42   | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   17299000 | PA      | $15133002.18   | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   15766000 | PA      | $13355899.16   | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   13257000 | PA      | $12957112.03   | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    8596000 | PA      | $8030562.78    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   10050000 | PA      | $10058344.82   | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    8596000 | PA      | $8725659.20    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA               | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4607611 | PA      | $4476443.62    | 0.00%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | AM AIRLN 16-2 AA               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8188430 | PA      | $7928033.01    | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                             | AM AIRLN 17-2 AA               | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4893375 | PA      | $4718132.23    | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA               | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1757556 | PA      | $1722164.87    | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class A Pass Through Trust                              | AM AIRLN 15-1 A                | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244265 | PA      | $240237.93     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A               | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5121370 | PA      | $4923444.10    | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                              | AM AIRLN 14-1 A                | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3227537 | PA      | $3207703.33    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA               | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1390734 | PA      | $1362773.31    | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6332350 | PA      | $5928837.00    | 0.00%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16883305 | PA      | $15293686.90   | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3450000 | PA      | $3485975.57    | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  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        |    3000000 | PA      | $3043324.20    | 0.00%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    7496000 | PA      | $6807658.33    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    8455000 | PA      | $8609332.73    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588420.86     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   11128000 | PA      | $11171152.30   | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6362000 | PA      | $4259113.11    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6653000 | PA      | $6439599.57    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6536000 | PA      | $6741945.82    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3788000 | PA      | $4063296.35    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   23816000 | PA      | $25038450.75   | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6651197.84    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10755000 | PA      | $11245313.62   | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $10257246.71   | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    9627000 | PA      | $9596428.73    | 0.00%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5414000 | PA      | $5425013.45    | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    6451000 | PA      | $6504145.57    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4433000 | PA      | $4585019.13    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $9424205.08    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14078000 | PA      | $12205449.35   | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   16102000 | PA      | $15702569.62   | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   33791000 | PA      | $33460564.23   | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   34367000 | PA      | $33696846.82   | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10799867.41   | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   20599000 | PA      | $20411809.31   | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25208000 | PA      | $25849093.35   | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14871000 | PA      | $15336813.95   | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8305000 | PA      | $8698300.90    | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $31227562.57   | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14049000 | PA      | $14237208.79   | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $8152949.07    | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   20853000 | PA      | $21785005.03   | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8554000 | PA      | $8701101.82    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22774000 | PA      | $23504528.56   | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10595000 | PA      | $10916923.61   | 0.00%             | 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        |   39530000 | PA      | $41059406.74   | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $17844411.02   | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   20285000 | PA      | $20865296.06   | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22250000 | PA      | $23568468.74   | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24631856.70   | 0.01%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   18594000 | PA      | $18911185.93   | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2022-4 A                 | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   12686000 | PA      | $12689236.20   | 0.00%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-1 A                 | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   19700000 | PA      | $19807053.74   | 0.01%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-2 A                 | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    5700000 | PA      | $5827874.94    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-3 A                 | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7496348.00    | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-2 A                 | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   10100000 | PA      | $10539217.69   | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-1 A                 | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   11600000 | PA      | $11839723.28   | 0.00%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-1 A                 | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12176313.60   | 0.00%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-2 A                 | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9085977.00    | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-3 A                 | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8156873.60    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust Series 2025-5                       | AMXCA 2025-5 A                 | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8600000 | PA      | $8782743.98    | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-4 A                 | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7277280.48    | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7652402.16    | 0.00%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Corp                                                     | AMERICAN EXPRESS               | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1762140.50    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $5371700.69    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    6184000 | PA      | $6441421.75    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    5592000 | PA      | $5475185.82    | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9468000 | PA      | $9320446.29    | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6193000 | PA      | $6058531.70    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   12007000 | PA      | $10490537.97   | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   16112000 | PA      | $15311086.41   | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3619000 | PA      | $3529407.71    | 0.00%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3661896.76    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   27085000 | PA      | $27319742.94   | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10692000 | PA      | $10973510.75   | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $8141807.09    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   18827000 | PA      | $18992906.18   | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   17165000 | PA      | $17353802.51   | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6560000 | PA      | $6648740.03    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   14486000 | PA      | $14873547.72   | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   13955000 | PA      | $13995030.73   | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7345000 | PA      | $7385751.76    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $11769909.24   | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2321006.22    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4758000 | PA      | $4802213.13    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8927000 | PA      | $9082675.98    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9886000 | PA      | $10032758.71   | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9725000 | PA      | $9802774.33    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $4827521.77    | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27563606.78   | 0.01%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   33050000 | PA      | $33100208.04   | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8484574.53    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    8718000 | PA      | $8867989.67    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $2127399.30    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $9386033.85    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    8560000 | PA      | $8844326.23    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    6794000 | PA      | $6994308.17    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    6771000 | PA      | $6846854.89    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    5231000 | PA      | $4860267.65    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   23239000 | PA      | $21000623.82   | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   13382000 | PA      | $11360513.82   | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   12270000 | PA      | $11749135.84   | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    8867000 | PA      | $9114573.61    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8333445.85    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-C                | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1039957.70    | 0.00%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    4895000 | PA      | $5229068.58    | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-BABS-B           | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1505000 | PA      | $1766789.18    | 0.00%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    2300000 | PA      | $2763920.35    | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    9415000 | PA      | $12089385.36   | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Munich Re America Corp                                                           | AMER RE CORP                   | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4996729.53    | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   25234000 | PA      | $25048295.44   | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11955000 | PA      | $11794933.12   | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $11726666.90   | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3531042.85    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11121000 | PA      | $11001748.15   | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   24616000 | PA      | $24139651.57   | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1519508.65    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     874000 | PA      | $654539.72     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   16236000 | PA      | $15303105.35   | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   13206000 | PA      | $11902049.61   | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $677350.24     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   14758000 | PA      | $13048983.97   | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10389000 | PA      | $9787284.44    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   17233000 | PA      | $11148931.37   | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $7675343.02    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8542000 | PA      | $8333139.75    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10956000 | PA      | $9673078.49    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7552000 | PA      | $7497160.92    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $9359304.29    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6806000 | PA      | $6998807.79    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   24054000 | PA      | $25177845.53   | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10046000 | PA      | $10332442.90   | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1682484.29    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5682751.45    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   17715000 | PA      | $18295876.89   | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8170000 | PA      | $8331097.91    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $6445639.34    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $4111723.95    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   13185000 | PA      | $14966819.98   | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1107385.77    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3716000 | PA      | $3231944.03    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1359565.69    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    7666000 | PA      | $7520779.07    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    9948000 | PA      | $7735311.16    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4849000 | PA      | $4821825.79    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5018164.37    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   16423000 | PA      | $16047534.48   | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $6371217.96    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5033000 | PA      | $4742530.36    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1492589.24    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    6332000 | PA      | $5684977.40    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $4324281.45    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1306757.45    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   14040000 | PA      | $14472169.66   | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   28132000 | PA      | $28860910.78   | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    8094000 | PA      | $8218955.49    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6547117.21    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4568560.21    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     937323 | PA      | $927002.26     | 0.00%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 A3                | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1744916 | PA      | $1750216.19    | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 C                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1528410.45    | 0.00%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    6869000 | PA      | $5760739.12    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9762000 | PA      | $9622475.24    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    8679000 | PA      | $7231438.69    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    8412000 | PA      | $7880876.93    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   21477000 | PA      | $19698508.24   | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3432000 | PA      | $3513115.82    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5158539.16    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3964000 | PA      | $4045364.57    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9110000 | PA      | $9292303.80    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   11646000 | PA      | $11524341.24   | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5685309.31    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6555284.00    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    6530000 | PA      | $6839791.83    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   21595000 | PA      | $22009975.47   | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   18306000 | PA      | $17270516.21   | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11714000 | PA      | $11377311.13   | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29801000 | PA      | $25872579.02   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    7553000 | PA      | $6524413.43    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   42645000 | PA      | $37248784.51   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14965000 | PA      | $14718879.62   | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31058000 | PA      | $24454374.08   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   28945000 | PA      | $28241562.66   | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   22714000 | PA      | $21040794.59   | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31320000 | PA      | $28197057.36   | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10911000 | PA      | $6623361.46    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12309000 | PA      | $10676856.31   | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5956000 | PA      | $4383084.71    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   19525000 | PA      | $18250940.10   | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10831000 | PA      | $10428597.44   | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12487000 | PA      | $11718771.94   | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16636000 | PA      | $13349718.97   | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $6399794.13    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   24575000 | PA      | $24466558.27   | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9018896.52    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8856000 | PA      | $7904693.98    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29044000 | PA      | $29717457.74   | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   32285000 | PA      | $33465062.69   | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   69980000 | PA      | $72494057.63   | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   46751000 | PA      | $47325087.08   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   69185000 | PA      | $69054774.38   | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   39760000 | PA      | $39667491.79   | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    8783000 | PA      | $8864189.73    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   15738000 | PA      | $14894008.09   | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   10190000 | PA      | $9040453.84    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $9321582.10    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $9063049.68    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    7780000 | PA      | $8112960.73    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   13505000 | PA      | $13777831.16   | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4554000 | PA      | $4553482.24    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8173243.57    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    7503000 | PA      | $7463618.06    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   16990000 | PA      | $15907462.42   | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   15791000 | PA      | $13964324.01   | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   19931000 | PA      | $14742941.77   | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   18320000 | PA      | $12135903.26   | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    8218000 | PA      | $8151348.12    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $10923438.87   | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   12210000 | PA      | $12365151.49   | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation/The                                                   | MELLON FOUNDATIO               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4102948.31    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    8515000 | PA      | $8127288.60    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    9685000 | PA      | $9394804.09    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  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        |   86310000 | PA      | $85266999.46   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  140948000 | PA      | $131922871.89  | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   38629000 | PA      | $49900767.29   | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6811000 | PA      | $8734699.87    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   27902000 | PA      | $24258475.68   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   24048000 | PA      | $24827049.47   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   48280000 | PA      | $48836168.80   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20863000 | PA      | $21747149.76   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9248000 | PA      | $9537334.90    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $3851993.16    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   15071000 | PA      | $14498811.02   | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   69993000 | PA      | $71423493.38   | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   11220000 | PA      | $11597147.16   | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   32263000 | PA      | $31404497.94   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   25877000 | PA      | $25480728.19   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   37660000 | PA      | $35169116.59   | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   23117000 | PA      | $22949393.69   | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   23731000 | PA      | $19810739.04   | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   22965000 | PA      | $22952167.55   | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9988000 | PA      | $8518546.22    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $9317407.69    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7195000 | PA      | $6833265.95    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   15535000 | PA      | $10269241.93   | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   29981000 | PA      | $27355954.81   | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   18895000 | PA      | $17160170.92   | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12128000 | PA      | $8688988.47    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $3667433.58    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3484538.26    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8015000 | PA      | $8417452.95    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7132000 | PA      | $7434897.86    | 0.00%             | 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        |    8550000 | PA      | $8797877.69    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   21738000 | PA      | $22411475.66   | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4180303.31    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $5098425.65    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14355000 | PA      | $14615790.43   | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   25970000 | PA      | $26462120.39   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   28040000 | PA      | $27760965.30   | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10674000 | PA      | $10605711.64   | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3431938.87    | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12779000 | PA      | $12721958.55   | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13119755.99   | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13277000 | PA      | $13183265.09   | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3667306.81    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2643000 | PA      | $2766445.78    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $6400832.68    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   10319000 | PA      | $10420967.62   | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   12375000 | PA      | $12194398.65   | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   20332000 | PA      | $19094071.76   | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8084000 | PA      | $5099937.77    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5069000 | PA      | $4971731.91    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   12665000 | PA      | $9607609.52    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3420000 | PA      | $3570791.50    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4007000 | PA      | $4064209.23    | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12554000 | PA      | $12920389.15   | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8765000 | PA      | $9137766.91    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39838000 | PA      | $41501024.45   | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26789000 | PA      | $26993991.99   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    4028000 | PA      | $3998916.92    | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   14193000 | PA      | $12288837.01   | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA CORP                       | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2996906.64    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA CORP                       | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3897766.58    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $7623739.01    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   10864000 | PA      | $11004433.81   | 0.00%             | 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        |    5974000 | PA      | $5956534.25    | 0.00%             | 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        |    5440000 | PA      | $5465858.15    | 0.00%             | 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        |   21885000 | PA      | $22998178.79   | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    9302000 | PA      | $9856791.08    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5533404.94    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3996180.24    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   11916000 | PA      | $13497177.06   | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    5171000 | PA      | $4370129.31    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   10118000 | PA      | $8560548.37    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6961000 | PA      | $6861498.48    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   19909000 | PA      | $18132168.94   | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   11059000 | PA      | $10943817.39   | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5836059.02    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   33688000 | PA      | $28723999.73   | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3792000 | PA      | $3555082.89    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   36219000 | PA      | $28706842.73   | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   30461000 | PA      | $27519263.13   | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $7662818.02    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   87570000 | PA      | $81842094.24   | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   35169000 | PA      | $29109541.49   | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     892000 | PA      | $887052.90     | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   56062000 | PA      | $55641151.29   | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   40924000 | PA      | $40308124.91   | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   19854000 | PA      | $15959296.25   | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15673000 | PA      | $12636789.66   | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   19665000 | PA      | $19396191.82   | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21089000 | PA      | $20751332.76   | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32966000 | PA      | $30933230.81   | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12289000 | PA      | $8416517.57    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   28528000 | PA      | $25766587.04   | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32510000 | PA      | $20796667.73   | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   27666000 | PA      | $24367114.92   | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32460000 | PA      | $19673722.12   | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12010000 | PA      | $7024171.68    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   38986000 | PA      | $36754197.42   | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   39651000 | PA      | $35135428.46   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   30084000 | PA      | $21655144.56   | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   28604000 | PA      | $18162103.46   | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32639000 | PA      | $19690846.92   | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15039000 | PA      | $14097221.08   | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10978000 | PA      | $9672599.12    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24922000 | PA      | $15878092.40   | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   22702000 | PA      | $13810102.75   | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2592988.66    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17324000 | PA      | $16541913.47   | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   16794000 | PA      | $13646049.15   | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   37525000 | PA      | $37734261.52   | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3923330.84    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13865000 | PA      | $13953659.22   | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9490000 | PA      | $9592871.83    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $7818139.74    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8730000 | PA      | $8938440.12    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    9558000 | PA      | $10218787.78   | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   12148000 | PA      | $12610275.68   | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   15526000 | PA      | $15410646.17   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   11479000 | PA      | $10033978.86   | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    9353000 | PA      | $8409001.77    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   11780000 | PA      | $7654432.08    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    7644000 | PA      | $7568827.91    | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   13091000 | PA      | $13390035.06   | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   31980000 | PA      | $33086094.64   | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   10974000 | PA      | $11084101.00   | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1501000 | PA      | $1197558.87    | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3405000 | PA      | $3111940.31    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   23177000 | PA      | $14707792.12   | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   10929000 | PA      | $10642571.78   | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $5372551.62    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   11030000 | PA      | $10523630.47   | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    4565000 | PA      | $5309825.81    | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    6063000 | PA      | $5785368.17    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    8405000 | PA      | $9439743.27    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    6356000 | PA      | $6916558.28    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7657000 | PA      | $7641266.27    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   18635000 | PA      | $19456314.95   | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   13650000 | PA      | $15204440.99   | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    8285000 | PA      | $8852114.69    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2675000 | PA      | $2795236.83    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   12970000 | PA      | $9682763.46    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |   11601000 | PA      | $11581511.34   | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $4435227.75    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   12137000 | PA      | $11672763.39   | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    9930000 | PA      | $6188444.04    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   18672000 | PA      | $17057048.57   | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1217543.87    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $5469123.76    | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    4742000 | PA      | $4999243.45    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $3630833.81    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $4784916.70    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MGMT CORP                 | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6027078.97    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1915862.87    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1501887.45    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11696000 | PA      | $12045062.79   | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   19105000 | PA      | $19664706.22   | 0.01%             | 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        |   12748000 | PA      | $13171187.23   | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   13385000 | PA      | $13635439.89   | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11960000 | PA      | $12103493.72   | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   17775000 | PA      | $17641048.77   | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   10520000 | PA      | $10895352.10   | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    5040000 | PA      | $5091659.45    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   13560000 | PA      | $13758192.60   | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $13187442.99   | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8385204.96    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5315827.71    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12668493.20   | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $14623750.08   | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     550000 | PA      | $520477.55     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3497000 | PA      | $3077968.23    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2084977.95    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1493006.44    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1519570.06    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5731000 | PA      | $4660317.76    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5553000 | PA      | $5212869.38    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     660000 | PA      | $472552.35     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   13604000 | PA      | $8443075.76    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2093274.09    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   12974000 | PA      | $14185997.65   | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   10785000 | PA      | $11285833.93   | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5780514.84    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   14764000 | PA      | $15141335.80   | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    8185000 | PA      | $8092452.24    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    7181000 | PA      | $6412864.94    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $7857927.63    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6095723.65    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $4471428.40    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $5456701.39    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9020000 | PA      | $8988602.55    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $7190473.17    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3698000 | PA      | $3827368.29    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6907087.66    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2601046.03    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3746915.02    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2411264.75    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   11830000 | PA      | $11969645.87   | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   15015000 | PA      | $14689479.73   | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10810000 | PA      | $9847524.21    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18307000 | PA      | $14991693.63   | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17234000 | PA      | $16194575.81   | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22991000 | PA      | $18195881.51   | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    4970000 | PA      | $5233094.15    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   27728000 | PA      | $27334180.81   | 0.01%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   44711000 | PA      | $43657871.73   | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   25577000 | PA      | $25059516.24   | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   12265000 | PA      | $12073945.66   | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   42127000 | PA      | $39074733.38   | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   28571000 | PA      | $26448880.31   | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   27957000 | PA      | $24090647.20   | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   33507000 | PA      | $29681729.72   | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   11175000 | PA      | $10488049.18   | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   65037000 | PA      | $63179062.72   | 0.02%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   23580000 | PA      | $22449199.21   | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   41393000 | PA      | $40980202.86   | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   18785000 | PA      | $18662936.27   | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   36440000 | PA      | $36396358.12   | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   48154000 | PA      | $48240352.76   | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   56925000 | PA      | $58209943.88   | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   48560000 | PA      | $48771155.33   | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   35155000 | PA      | $35241483.74   | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   40855000 | PA      | $41733076.36   | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   45973000 | PA      | $45821217.15   | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   14373000 | PA      | $14593993.68   | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   49560000 | PA      | $50374240.76   | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   56910000 | PA      | $57758437.01   | 0.02%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   23924000 | PA      | $23888252.34   | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   30075000 | PA      | $29738712.20   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     255000 | PA      | $256869.10     | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   27025000 | PA      | $27061988.48   | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   33170000 | PA      | $33395737.28   | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   29260000 | PA      | $29653517.11   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   14670000 | PA      | $14829285.60   | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   28972000 | PA      | $29813761.72   | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    2995000 | PA      | $3075586.94    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   41835000 | PA      | $41786767.34   | 0.01%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5860327.32    | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    6231000 | PA      | $5851224.04    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    6148000 | PA      | $4390685.31    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4932648.10    | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    3874000 | PA      | $3919963.11    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    5571000 | PA      | $5401282.27    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1772538.79    | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   36647000 | PA      | $41746041.45   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   19028000 | PA      | $16532848.04   | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   14641000 | PA      | $13056396.58   | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   11728000 | PA      | $11594535.07   | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    9109000 | PA      | $9115374.63    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3782000 | PA      | $3336418.93    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   18321000 | PA      | $16133259.69   | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    9913000 | PA      | $5657387.07    | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    8866000 | PA      | $6098314.66    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   14449000 | PA      | $13062018.16   | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   15345000 | PA      | $14522507.13   | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   17061000 | PA      | $17432802.30   | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $12315265.86   | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   18585000 | PA      | $19147768.50   | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   16858000 | PA      | $17064636.69   | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   10284000 | PA      | $10545603.17   | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   17125000 | PA      | $17690874.10   | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   10977000 | PA      | $11315149.62   | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   12739000 | PA      | $12712906.20   | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   18535000 | PA      | $19769314.03   | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   12534000 | PA      | $11889670.45   | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    6659000 | PA      | $4848618.59    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   12886000 | PA      | $8480545.55    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   13015000 | PA      | $13611336.29   | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   18130000 | PA      | $18474646.25   | 0.00%             | 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        |    8720000 | PA      | $8836022.14    | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3763951.18    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    8710000 | PA      | $8924695.91    | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV           | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $2009742.48    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL               | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    6737000 | PA      | $6051550.62    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   10866000 | PA      | $11173880.21   | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   10544000 | PA      | $10861600.59   | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   11345000 | PA      | $11708163.20   | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    8457000 | PA      | $7265700.21    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1862500 | PA      | $1591006.02    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   10960000 | PA      | $10811375.82   | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3506000 | PA      | $2981513.37    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   11661000 | PA      | $11027467.74   | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   19016000 | PA      | $13694337.64   | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    7942000 | PA      | $6902338.28    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2191000 | PA      | $1388101.28    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2542754.14    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7557098.76    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   10642000 | PA      | $11539378.89   | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5983543.68    | 0.00%             | 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        |    8821000 | PA      | $8224153.53    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3824410.37    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $6027899.01    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10715000 | PA      | $10895108.25   | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   14964000 | PA      | $15272449.75   | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   16945000 | PA      | $17039681.34   | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $10019472.20   | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7750145.45    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   15881000 | PA      | $14065984.95   | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   14809000 | PA      | $12964148.83   | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   20229000 | PA      | $19153834.19   | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6443592.03    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   11590000 | PA      | $11867617.16   | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1401281.63    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8255000 | PA      | $8167651.70    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6604000 | PA      | $6639303.37    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2832535.08    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7291000 | PA      | $6361744.64    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2084000 | PA      | $2152420.83    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   17103000 | PA      | $17007354.97   | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   10719000 | PA      | $10549048.39   | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   21707000 | PA      | $21444909.91   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    8356000 | PA      | $7275453.09    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   23179000 | PA      | $23368714.36   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4810464.35    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3271350.89    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5570000 | PA      | $5719990.50    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    6968000 | PA      | $7388230.48    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    4591000 | PA      | $5126878.94    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   17234000 | PA      | $17734976.87   | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5211401.04    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5678200.45    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    9897000 | PA      | $8652681.71    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3899852.61    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6803000 | PA      | $6948658.67    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5821885.86    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5338895.54    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6542000 | PA      | $6469826.99    | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $4040462.99    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $14145460.24   | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     969000 | PA      | $802191.92     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6914000 | PA      | $6788251.43    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3726802.92    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4460450.09    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    8190000 | PA      | $7553390.77    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3050971.34    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    9616000 | PA      | $9443737.26    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    7324000 | PA      | $7468733.47    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   11124000 | PA      | $10323328.62   | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    8045000 | PA      | $8498015.76    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4015904.54    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    5674000 | PA      | $4414698.63    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $3566224.46    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6864667.22    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   11779000 | PA      | $14011242.91   | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    6722000 | PA      | $6747104.70    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   18656000 | PA      | $17123941.52   | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4065997.29    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3178956.55    | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   15699000 | PA      | $15614679.80   | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5               | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8350000 | PA      | $8354811.27    | 0.00%             | 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        |    8975000 | PA      | $8530639.67    | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS               | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5375000 | PA      | $5057718.59    | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1824545.80    | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | 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        |    7635000 | PA      | $7073893.16    | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2520000 | PA      | $2248334.17    | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | 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        |    9525000 | PA      | $8525787.50    | 0.00%             | 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        |    3175000 | PA      | $2806075.48    | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 AS              | CUSIP: 05493MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1159648.22    | 0.00%             | 2054-09-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 A3             | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1063237.30    | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 AS             | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $268228.33     | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | 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        |   11500000 | PA      | $12108958.35   | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9500000 | PA      | $10058370.10   | 0.00%             | 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        |    3650000 | PA      | $3868217.08    | 0.00%             | 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        |   13024000 | PA      | $14059212.02   | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   21690000 | PA      | $23800287.66   | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9745000 | PA      | $10993543.91   | 0.00%             | 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        |   13355000 | PA      | $15264113.67   | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2023-A1 A1               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   14500000 | PA      | $14572270.90   | 0.00%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   13625000 | PA      | $13855942.39   | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2025-A1 A                | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2528608.00    | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   14226000 | PA      | $14080764.83   | 0.00%             | 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        |   32906000 | PA      | $30139113.98   | 0.01%             | 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        |   18457000 | PA      | $15481334.39   | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $11532934.97   | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   21051000 | PA      | $20884590.02   | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6980000 | PA      | $5940668.14    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20035000 | PA      | $20415707.45   | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   14813000 | PA      | $14915063.87   | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12411000 | PA      | $11298972.89   | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   33465000 | PA      | $31964761.91   | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   18345000 | PA      | $16771184.60   | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $7344106.22    | 0.00%             | 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        |   13735000 | PA      | $13800071.28   | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   10170000 | PA      | $11858139.43   | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $14499654.55   | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11619000 | PA      | $12400578.72   | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12532000 | PA      | $12963603.53   | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $14273477.68   | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8085000 | PA      | $8459839.92    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   12202000 | PA      | $12272325.61   | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   13823000 | PA      | $14517327.00   | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   20763000 | PA      | $20450203.38   | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   14886000 | PA      | $13094339.24   | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   32596000 | PA      | $31428462.65   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   13035000 | PA      | $13242949.97   | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   11000000 | PA      | $11116197.81   | 0.00%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    8205000 | PA      | $8440197.98    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   12725000 | PA      | $13271948.85   | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   15745000 | PA      | $16399906.96   | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    9815000 | PA      | $9980722.99    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6852000 | PA      | $7067084.65    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    7942000 | PA      | $8270897.77    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4850000 | PA      | $5042969.99    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   18750000 | PA      | $19024422.61   | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21595000 | PA      | $21010118.86   | 0.01%             | 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        |    9473471 | PA      | $8582180.84    | 0.00%             | 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        |    8225000 | PA      | $7261104.85    | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 AS               | CUSIP: 05552ABD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1685000 | PA      | $1479565.47    | 0.00%             | 2053-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $4661233.47    | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 A5              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3875000 | PA      | $4037883.30    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 AS              | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1359828.99    | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 A5              | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7700000 | PA      | $8285653.53    | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 AS              | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4402285.21    | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 B               | CUSIP: 05553WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1377433.07    | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | 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        |    5200000 | PA      | $5845633.56    | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 AS              | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1718893.27    | 0.00%             | 2056-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8030000 | PA      | $8407189.18    | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | 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        |    6000000 | PA      | $6437229.60    | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 AS              | CUSIP: 05555AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6382799.40    | 0.00%             | 2057-05-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 B               | CUSIP: 05555AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2051421.20    | 0.00%             | 2057-05-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 A3             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2104311.20    | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 AS             | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2625737.50    | 0.00%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    3304000 | PA      | $3384939.99    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   16114000 | PA      | $15949737.20   | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   30260000 | PA      | $29897166.31   | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8245000 | PA      | $8179798.45    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1048407 | PA      | $1055811.36    | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     518000 | PA      | $526618.69     | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C13 A5                | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25200000 | PA      | $26040057.12   | 0.01%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 AS                 | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2426153.84    | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | 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        |    8685000 | PA      | $9172062.62    | 0.00%             | 2057-03-15      | Variable      | 5.60%                 | 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        |    9800000 | PA      | $10427733.12   | 0.00%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 AS                 | CUSIP: 05593MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6900000 | PA      | $7312786.98    | 0.00%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A3                | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     158768 | PA      | $159045.75     | 0.00%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A4                | CUSIP: 055979AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1925000 | PA      | $1934696.03    | 0.00%             | 2027-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 A5                 | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7720000 | PA      | $8225668.49    | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 AS                 | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $2780044.69    | 0.00%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 A3                | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2100304.20    | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 AS                | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1059594.60    | 0.00%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 A5                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3266136.44    | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 AS                 | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1054362.30    | 0.00%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 Mortgage Trust                                                       | BMO 2022-C2 A5                 | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4275000 | PA      | $4323332.30    | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                 | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13125000 | PA      | $13514208.75   | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 AS                 | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1914283.69    | 0.00%             | 2054-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A4                | CUSIP: 05602RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525409 | PA      | $524310.93     | 0.00%             | 2028-12-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3406513.69    | 0.00%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 A5                 | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3875000 | PA      | $3962262.68    | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 AS                 | CUSIP: 05610CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $832728.20     | 0.00%             | 2056-02-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 A3                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1930690.62    | 0.00%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 AS                | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $4045700.78    | 0.00%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A3                | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6923005 | PA      | $6947032.64    | 0.00%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A4                | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $4136900.00    | 0.00%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A3                | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2306809.15    | 0.00%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2400000 | PA      | $2408273.28    | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $9544628.70    | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C12 A4                | CUSIP: 05615DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14000000 | PA      | $14733768.00   | 0.00%             | 2058-06-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   14170000 | PA      | $14068444.27   | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   10472000 | PA      | $10538767.21   | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    6779000 | PA      | $6925525.81    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    5785000 | PA      | $5596325.98    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    4584000 | PA      | $4206360.23    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    7842000 | PA      | $7085210.99    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3187716.39    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    6630000 | PA      | $6668687.93    | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15706000 | PA      | $15486485.86   | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12592000 | PA      | $10181752.63   | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7483000 | PA      | $7206514.21    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7709000 | PA      | $7779620.15    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8206009.14    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1799000 | PA      | $2006239.36    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     799000 | PA      | $603204.88     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   10974000 | PA      | $8529733.07    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2279290.48    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    7336000 | PA      | $5075801.70    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    7649000 | PA      | $4982168.59    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   16605000 | PA      | $14392590.50   | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5348000 | PA      | $5246331.61    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2267823.77    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     970000 | PA      | $988393.95     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    6634000 | PA      | $6894514.35    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12767000 | PA      | $13257759.94   | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17488000 | PA      | $18550064.91   | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    9230000 | PA      | $9546527.23    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   11600000 | PA      | $13466721.61   | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   16209000 | PA      | $17261367.13   | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10687000 | PA      | $10702842.90   | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19390000 | PA      | $19206428.33   | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   21391000 | PA      | $21460448.58   | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10143000 | PA      | $9392915.83    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   21290000 | PA      | $21258901.68   | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    8907000 | PA      | $9080043.63    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   23986000 | PA      | $24918878.99   | 0.01%             | 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        |   32483000 | PA      | $36142819.98   | 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        |   22005000 | PA      | $22545343.11   | 0.01%             | 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        |   38640000 | PA      | $41351917.13   | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   24705000 | PA      | $28308344.34   | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6755000 | PA      | $6874110.36    | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   12860000 | PA      | $13322169.99   | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   22544000 | PA      | $24187229.15   | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11515000 | PA      | $11748576.01   | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9895000 | PA      | $10388265.50   | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   12260000 | PA      | $13175894.21   | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   21783000 | PA      | $21798368.41   | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19110000 | PA      | $18488237.68   | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13734000 | PA      | $13212646.57   | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   22814000 | PA      | $20692008.34   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5053177 | PA      | $4975134.81    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3388000 | PA      | $3343697.50    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3388000 | PA      | $3319698.60    | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2              | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1188335 | PA      | $1178812.91    | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1585978.56    | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3575000 | PA      | $3564479.13    | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS              | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1504661.42    | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7690000 | PA      | $7687063.96    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   21210000 | PA      | $23007928.88   | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21208000 | PA      | $22712874.14   | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8216000 | PA      | $8016978.97    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9583000 | PA      | $9189523.83    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38127000 | PA      | $38183532.59   | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12602000 | PA      | $11438709.48   | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        500 | PA      | $500.22        | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50653000 | PA      | $49990098.78   | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   58838000 | PA      | $58874496.16   | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35533000 | PA      | $35370624.51   | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49011000 | PA      | $48685484.19   | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   43904000 | PA      | $40938850.35   | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   71342000 | PA      | $70698320.96   | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  110473000 | PA      | $108728711.12  | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29762000 | PA      | $29624634.75   | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   94408000 | PA      | $94695450.26   | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   42104000 | PA      | $35859877.30   | 0.01%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   42549000 | PA      | $37902615.75   | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32202000 | PA      | $31022365.18   | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10461000 | PA      | $9923656.76    | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   98089000 | PA      | $90767058.23   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  116904000 | PA      | $95149748.05   | 0.03%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   64801000 | PA      | $60052729.92   | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   63175000 | PA      | $46558820.53   | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6566000 | PA      | $5861506.05    | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   31735000 | PA      | $28172496.83   | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $3706521.85    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7940000 | PA      | $5822576.71    | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  111594000 | PA      | $101649585.00  | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53624000 | PA      | $42512260.39   | 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        |   63684000 | PA      | $60314845.59   | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   62208000 | PA      | $55171425.51   | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34295000 | PA      | $22812200.85   | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35717000 | PA      | $31023288.55   | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53741000 | PA      | $48180899.41   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12870000 | PA      | $12604790.39   | 0.00%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11969000 | PA      | $10898358.11   | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24655000 | PA      | $24605310.90   | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11368000 | PA      | $11531061.77   | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $20751008.10   | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     500000 | PA      | $521111.14     | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   41177000 | PA      | $42203370.19   | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26392000 | PA      | $27302870.81   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35320000 | PA      | $36928209.03   | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17440000 | PA      | $18686475.35   | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26070000 | PA      | $26496039.98   | 0.01%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18289000 | PA      | $19107829.30   | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24026000 | PA      | $24522215.51   | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   55558000 | PA      | $56988368.14   | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $814969.02     | 0.00%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   80724000 | PA      | $84363118.10   | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30670000 | PA      | $31936536.58   | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   31392000 | PA      | $31775219.47   | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3402957.13    | 0.00%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 A4              | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262872 | PA      | $262345.32     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3             | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $8174220.28    | 0.00%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 AS             | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2575000 | PA      | $2728062.89    | 0.00%             | 2056-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 A3             | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $4089512.35    | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 AS             | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4059000 | PA      | $4357263.84    | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 B              | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2106873.40    | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 A3             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1082017 | PA      | $1141354.69    | 0.00%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 AS             | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $694964.27     | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   29293000 | PA      | $28771575.07   | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15089000 | PA      | $13437283.75   | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   21200000 | PA      | $20808139.72   | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   14410000 | PA      | $15176805.07   | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    7920000 | PA      | $7946757.16    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8841000 | PA      | $8951966.90    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3794000 | PA      | $3886635.28    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   13183000 | PA      | $13774556.53   | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3014061.14    | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10403000 | PA      | $10088113.79   | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20805000 | PA      | $20664062.89   | 0.01%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   29832000 | PA      | $29563398.61   | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10529000 | PA      | $10413362.20   | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9187000 | PA      | $8660387.93    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     640000 | PA      | $621432.50     | 0.00%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9234000 | PA      | $9017754.13    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   11078000 | PA      | $9969608.00    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4592000 | PA      | $4576080.71    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1039499.57    | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   28047000 | PA      | $30212471.16   | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   13717000 | PA      | $13870712.35   | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   25095000 | PA      | $25186838.91   | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   30765000 | PA      | $31359432.17   | 0.01%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   27970000 | PA      | $29762939.76   | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   18741000 | PA      | $20883339.90   | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $24806970.82   | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20339000 | PA      | $20945084.66   | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   12995000 | PA      | $13189607.28   | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | 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        |   45285000 | PA      | $46765119.77   | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     264000 | PA      | $272305.22     | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   33394000 | PA      | $34308514.72   | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7640000 | PA      | $7692040.58    | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $4261579.08    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10079000 | PA      | $9754312.22    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   18273000 | PA      | $17816784.06   | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8693000 | PA      | $8475782.26    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8613000 | PA      | $7647769.46    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   20485000 | PA      | $19827910.91   | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   25160000 | PA      | $25738730.51   | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   14392000 | PA      | $14849613.02   | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5340000 | PA      | $5460743.45    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4970000 | PA      | $5185861.09    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6635289.64    | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    9068000 | PA      | $9167310.68    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7340000 | PA      | $7461628.34    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   14341000 | PA      | $14740673.60   | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7754000 | PA      | $7868291.75    | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10556000 | PA      | $11232239.19   | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6127000 | PA      | $7289313.14    | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9108000 | PA      | $9024368.52    | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS              | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3542000 | PA      | $3488304.70    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    2292131 | PA      | $2274088.83    | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5              | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $8572157.50    | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5              | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11830000 | PA      | $10914220.77   | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS              | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3685000 | PA      | $3376451.63    | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9540000 | PA      | $8462937.82    | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS              | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2480061.85    | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21125000 | PA      | $20230216.83   | 0.01%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS              | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2575000 | PA      | $2428778.37    | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350000 | PA      | $7195814.64    | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS              | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1690817.98    | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     800957 | PA      | $796678.99     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7501401.40    | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS              | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2041896.36    | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6625000 | PA      | $6543359.46    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $9608806.13    | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21600000 | PA      | $20295625.68   | 0.01%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS              | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4325000 | PA      | $4013127.28    | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5829000 | PA      | $5152759.06    | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5              | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8550000 | PA      | $7625872.40    | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS              | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2625000 | PA      | $2299580.59    | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10820000 | PA      | $11515534.49   | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10460000 | PA      | $9534125.78    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3310000 | PA      | $2959776.51    | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5              | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8250000 | PA      | $7339327.88    | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A3              | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3544299 | PA      | $3469210.22    | 0.00%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7844404.80    | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3              | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5550000 | PA      | $5518898.91    | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8050000 | PA      | $7580230.98    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS              | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3501555.75    | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15850000 | PA      | $14972759.56   | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16943000 | PA      | $15986540.54   | 0.00%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4              | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810000 | PA      | $2488913.10    | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4              | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2909488.89    | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS              | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1666494.06    | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5             | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3875000 | PA      | $3972333.03    | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 AS             | CUSIP: 06541BBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2253447.68    | 0.00%             | 2056-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9535000 | PA      | $8578629.01    | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 A4             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7700000 | PA      | $8177638.70    | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 AS             | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1784000 | PA      | $1913394.59    | 0.00%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $6920786.36    | 0.00%             | 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        |    5800000 | PA      | $5861834.38    | 0.00%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5              | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $8556039.38    | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6550000 | PA      | $6529315.76    | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS              | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2060329.53    | 0.00%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11575000 | PA      | $11346956.30   | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS             | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2375000 | PA      | $2331568.61    | 0.00%             | 2055-08-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10705000 | PA      | $10092292.90   | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS              | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3745442.40    | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6188000 | PA      | $5399026.91    | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4              | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4115021.55    | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 AS              | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $473294.42     | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $9619995.45    | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4450000 | PA      | $4339116.24    | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6851605 | PA      | $6725970.31    | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5697160.82    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS              | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4010097.66    | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5              | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $4861497.39    | 0.00%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 A3             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32500000 | PA      | $34326236.75   | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 AS             | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13200000 | PA      | $14022192.36   | 0.00%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5990000 | PA      | $6234274.00    | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7777292.00    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS              | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1266095.40    | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1955000 | PA      | $1629306.78    | 0.00%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    7751000 | PA      | $7179166.88    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $3328306.59    | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    4398000 | PA      | $3904954.51    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $3937082.34    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    4624000 | PA      | $3447531.66    | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3890000 | PA      | $2307743.40    | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7015000 | PA      | $5083122.11    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10869000 | PA      | $10460853.41   | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20753000 | PA      | $20754505.85   | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   25403000 | PA      | $23311655.96   | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   38981000 | PA      | $39191357.65   | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   31054000 | PA      | $31513733.27   | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22593000 | PA      | $22874065.63   | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   29172000 | PA      | $26847125.78   | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27955000 | PA      | $26161608.19   | 0.01%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7968000 | PA      | $7206282.83    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8868000 | PA      | $7146691.92    | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1080000 | PA      | $1055888.98    | 0.00%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12789000 | PA      | $11517011.80   | 0.00%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8667000 | PA      | $6674374.70    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14938000 | PA      | $15258296.66   | 0.00%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17335000 | PA      | $18208365.05   | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26360000 | PA      | $26420687.39   | 0.01%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   28471000 | PA      | $30191935.63   | 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        |   59287000 | PA      | $68032381.79   | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20471000 | PA      | $22012141.01   | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   21676000 | PA      | $24247078.77   | 0.01%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15085000 | PA      | $15390058.56   | 0.00%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   23066192 | PA      | $24417222.70   | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   21500000 | PA      | $23781229.24   | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10538000 | PA      | $10741197.51   | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10433000 | PA      | $10837896.74   | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9580000 | PA      | $10134521.26   | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   24432000 | PA      | $24679092.88   | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   25537000 | PA      | $25915950.52   | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20874000 | PA      | $21182411.36   | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13559000 | PA      | $13801413.50   | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15670000 | PA      | $16154983.84   | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26271000 | PA      | $27404975.56   | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15350000 | PA      | $15376382.25   | 0.00%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8553000 | PA      | $8787192.28    | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | DROCK 2025-1 A                 | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-CBDO         | CORP              | US        |    8010000 | PA      | $8004204.77    | 0.00%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                                                  | BARINGS BDC INC                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2481227.86    | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    8815000 | PA      | $8795164.75    | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12504000 | PA      | $12861854.59   | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11294000 | PA      | $11681328.89   | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   14444000 | PA      | $15336919.17   | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    6654000 | PA      | $6390175.05    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    7901000 | PA      | $5649495.16    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $9635105.97    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   20179000 | PA      | $17352064.14   | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   23915000 | PA      | $23190343.05   | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   21659000 | PA      | $20328560.49   | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   12171000 | PA      | $10672293.13   | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   11319000 | PA      | $7218385.22    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   18010000 | PA      | $19033474.08   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2259775.40    | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    6275000 | PA      | $7209122.23    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   10390000 | PA      | $11851095.83   | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    6725000 | PA      | $4530748.84    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BayCare Health System Inc                                                        | BAYCARE HEALTH                 | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $10436158.69   | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $5525201.84    | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2090675.01    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $4981570.25    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $6975013.47    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   17748000 | PA      | $17693096.66   | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4               | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17475000 | PA      | $17237402.91   | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS               | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4675000 | PA      | $4550514.57    | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5               | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15870000 | PA      | $14981151.45   | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS               | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1223532.16    | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5              | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13150000 | PA      | $11882436.00   | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 A5              | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2575000 | PA      | $2704048.96    | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 AS              | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025000 | PA      | $1077816.51    | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3236382.95    | 0.00%             | 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        |     500000 | PA      | $525800.55     | 0.00%             | 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        |    3500000 | PA      | $3653311.55    | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A4              | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $9418712.40    | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | 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        |    4000000 | PA      | $4263842.00    | 0.00%             | 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        |    3500000 | PA      | $3692421.95    | 0.00%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    7753000 | PA      | $6930306.10    | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   27509500 | PA      | $27326850.93   | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   25350000 | PA      | $22410250.43   | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6138434.23    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    8940000 | PA      | $6849091.56    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    9747000 | PA      | $8600604.70    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13382768.37   | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    8958000 | PA      | $9070970.43    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2236000 | PA      | $2283207.72    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6381761.12    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   10480000 | PA      | $8755836.31    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1256999 | PA      | $1004889.03    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   52383000 | PA      | $53321624.11   | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   20537000 | PA      | $20057730.43   | 0.01%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   15417000 | PA      | $14224067.68   | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4               | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8850000 | PA      | $8800588.68    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 AS               | CUSIP: 08160BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1714806.45    | 0.00%             | 2051-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A4               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2437889 | PA      | $2394090.41    | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6281000 | PA      | $6160049.30    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13355000 | PA      | $12476934.12   | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5               | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13150000 | PA      | $13027042.24   | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17575000 | PA      | $17354200.00   | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8225000 | PA      | $7954880.31    | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5               | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18625000 | PA      | $18473213.70   | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM               | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3150166.83    | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25275000 | PA      | $23483975.59   | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM              | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1295000 | PA      | $1176556.32    | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $3052995.61    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A4              | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2312913.12    | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A5              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15840000 | PA      | $15267399.84   | 0.00%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS              | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $3949288.75    | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4025000 | PA      | $3996597.99    | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS               | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1206487.63    | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3399491.52    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3              | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $6846349.35    | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS              | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2199569.86    | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1336158 | PA      | $1252309.53    | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5              | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5530000 | PA      | $4961478.40    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS              | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1655000 | PA      | $1465023.54    | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | 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        |    7960000 | PA      | $7840673.23    | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2525960.84    | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5              | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12150000 | PA      | $10615112.37   | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS              | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $3647760.60    | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22400000 | PA      | $22455115.20   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5               | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10690000 | PA      | $10555178.79   | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS               | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3281435.54    | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $5942374.17    | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM              | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2500451.46    | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 A5              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3375000 | PA      | $2969238.94    | 0.00%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $933050.25     | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5              | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6725000 | PA      | $5920483.54    | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS              | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555000 | PA      | $476775.36     | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5              | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13650000 | PA      | $12881136.45   | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5              | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $5318624.77    | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5              | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7550000 | PA      | $6740730.60    | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS              | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1625000 | PA      | $1413968.08    | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5              | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7850000 | PA      | $7025673.86    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS              | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3197236.04    | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5              | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5275000 | PA      | $4722357.77    | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5275000 | PA      | $4641116.97    | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A3              | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $990371.06     | 0.00%             | 2054-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5              | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175000 | PA      | $2811544.42    | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 AS              | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $934136.84     | 0.00%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5              | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13225000 | PA      | $11813343.66   | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8350000 | PA      | $7346288.25    | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 AS              | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $740025.30     | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | BMARK 2021-B31 A5              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4685000 | PA      | $4171247.12    | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5              | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14450000 | PA      | $12867219.25   | 0.00%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS              | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $3689142.66    | 0.00%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5              | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $3910513.82    | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | 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        |    5225000 | PA      | $5136435.73    | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 AS              | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1586615.52    | 0.00%             | 2055-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 A3               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $5400669.20    | 0.00%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 AS               | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2705976.26    | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | 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        |    5925000 | PA      | $6099035.62    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 AS              | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2570723.75    | 0.00%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 A3               | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1362820.68    | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 AS               | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4140000 | PA      | $4377676.16    | 0.00%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 A3               | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $3281975.24    | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 AM               | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $679347.70     | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                | BMARK 2025-V15 A3              | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $18981588.60   | 0.01%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 A5              | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12925000 | PA      | $13727234.07   | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 AS              | CUSIP: 081925BA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $4393598.78    | 0.00%             | 2056-07-15      | Fixed         | 6.25%                 | 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        |    5250000 | PA      | $5489772.23    | 0.00%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 AS               | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4450476.75    | 0.00%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 A5              | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7495434.72    | 0.00%             | 2068-07-15      | Fixed         | 5.41%                 | 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        |    2625000 | PA      | $2734890.11    | 0.00%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $4281966.22    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $6686400.43    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $6858300.52    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   12156000 | PA      | $10733117.29   | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $2329396.58    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   15724000 | PA      | $12126348.57   | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3716000 | PA      | $3169115.65    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   16511000 | PA      | $16176570.25   | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $14375654.36   | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   32475000 | PA      | $20602120.87   | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   31045000 | PA      | $26881665.29   | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5809000 | PA      | $5001013.07    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8626000 | PA      | $9408750.31    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   11571000 | PA      | $10813688.22   | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    9062000 | PA      | $8173939.46    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   27789000 | PA      | $23772340.67   | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   27246000 | PA      | $23409711.06   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6173000 | PA      | $5640053.39    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   25651000 | PA      | $16834379.16   | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   10486000 | PA      | $6415381.43    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   12929000 | PA      | $12661927.86   | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $1839157.57    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   49285000 | PA      | $38705473.19   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    5544000 | PA      | $5262058.90    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   27563000 | PA      | $29174455.98   | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   27306500 | PA      | $26451512.18   | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6835154.09    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   24312000 | PA      | $25311316.08   | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17332122.10   | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    2168000 | PA      | $1925118.18    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    7495000 | PA      | $4902117.87    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    5308000 | PA      | $5669184.89    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $10576823.10   | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    7116000 | PA      | $7017705.81    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   34754000 | PA      | $22583981.58   | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   27207000 | PA      | $24821909.06   | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    9110000 | PA      | $5954201.55    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    2977000 | PA      | $3119154.18    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $5118208.82    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5792497.74    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $3269095.60    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   15523000 | PA      | $14969173.73   | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   13877000 | PA      | $13188976.31   | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $4641589.85    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11326000 | PA      | $12093261.33   | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $7271979.64    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3902631.47    | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    9466000 | PA      | $9385398.46    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   13490000 | PA      | $13192121.41   | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   10469000 | PA      | $9745491.43    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   16855000 | PA      | $15030344.12   | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   17025000 | PA      | $14922965.19   | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   18752000 | PA      | $19166206.32   | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   13169000 | PA      | $12864611.62   | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2153139.56    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1361689.94    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   19485000 | PA      | $20361072.92   | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $7110694.73    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   10025000 | PA      | $10083039.59   | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1680930.10    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   14620000 | PA      | $14886141.74   | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   12365000 | PA      | $12757522.44   | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6025571.91    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    7373000 | PA      | $7257096.26    | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    5361000 | PA      | $5079675.48    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   13407000 | PA      | $13737845.53   | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10647082.26   | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $5023250.30    | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   14552000 | PA      | $15000228.53   | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   20326000 | PA      | $19836217.55   | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAH4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $7549944.32    | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   11730000 | PA      | $12015900.99   | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9734248.00    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5547082.85    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18016000 | PA      | $17354146.62   | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7832000 | PA      | $7427986.83    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7119000 | PA      | $7184083.17    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   11190000 | PA      | $11668745.89   | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   14245000 | PA      | $14441291.47   | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   13615000 | PA      | $14287922.81   | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1492409.85    | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   10565000 | PA      | $10701691.68   | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5150000 | PA      | $5342534.30    | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 AS                | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $937896.84     | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4850000 | PA      | $5164903.71    | 0.00%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 AS                | CUSIP: 09660SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9550000 | PA      | $10142961.41   | 0.00%             | 2057-05-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 B                 | CUSIP: 09660SAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5850210.80    | 0.00%             | 2057-05-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    7910000 | PA      | $7927882.17    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5986000 | PA      | $5539618.07    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   10065000 | PA      | $10437325.54   | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A3                | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3022925.40    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A4                | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $859338.78     | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                   | BMWOT 2024-A A3                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12250000 | PA      | $12394403.00   | 0.00%             | 2029-02-26      | Fixed         | 5.18%                 | 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        |    2530000 | PA      | $2644738.54    | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4037131.60    | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1019058.30    | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8439000 | PA      | $9359410.89    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12846000 | PA      | $13836221.13   | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14754000 | PA      | $16704177.71   | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10907000 | PA      | $11261951.45   | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6317000 | PA      | $6165936.14    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6358000 | PA      | $4732993.97    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13518000 | PA      | $13041131.06   | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6822000 | PA      | $5524089.75    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $6911405.22    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18167000 | PA      | $16437555.27   | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18493000 | PA      | $13926526.80   | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18720000 | PA      | $18349481.09   | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10810000 | PA      | $10175577.73   | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $11930814.45   | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21587000 | PA      | $15934040.17   | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   27414000 | PA      | $27717665.91   | 0.01%             | 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        |   21950000 | PA      | $22401871.07   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  115924000 | PA      | $115823732.23  | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   33961000 | PA      | $34003851.12   | 0.01%             | 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        |   93415000 | PA      | $95868227.00   | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21010000 | PA      | $20533215.52   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14020000 | PA      | $13427081.05   | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13295000 | PA      | $13676711.82   | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15974000 | PA      | $16957202.66   | 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        |   35554000 | PA      | $38705528.62   | 0.01%             | 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        |   31092000 | PA      | $34409113.23   | 0.01%             | 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        |   17926000 | PA      | $20449636.96   | 0.01%             | 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        |   32565000 | PA      | $37708724.51   | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8936450.96    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                          | BOOZ ALLEN & HAM               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   10735000 | PA      | $11278835.35   | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $6441802.43    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   15396000 | PA      | $15006630.01   | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2999000 | PA      | $3088103.17    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   23622000 | PA      | $23243062.50   | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4817000 | PA      | $4813939.75    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    9535000 | PA      | $9152896.35    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   13543000 | PA      | $12572627.27   | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   14177000 | PA      | $13184499.29   | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1027724.85    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   20184000 | PA      | $16525822.87   | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4812000 | PA      | $5193327.82    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6648822.65    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $5700142.22    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   11853000 | PA      | $11315714.50   | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   11863000 | PA      | $10851783.46   | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001035.01    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   16461000 | PA      | $15400213.22   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   13028000 | PA      | $13003660.24   | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   27100000 | PA      | $27222841.92   | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   12905000 | PA      | $12768249.67   | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4814000 | PA      | $4788344.65    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   43379000 | PA      | $28762911.22   | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   14329000 | PA      | $14237572.37   | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   19626000 | PA      | $19222764.11   | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   10545000 | PA      | $9398114.83    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28509000 | PA      | $17945755.26   | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   32058000 | PA      | $20727071.44   | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   22330000 | PA      | $14884249.81   | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   39470000 | PA      | $30026599.49   | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9662000 | PA      | $6290018.30    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   19797000 | PA      | $17965098.29   | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   26736000 | PA      | $27048844.35   | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   47513000 | PA      | $48202645.59   | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   14535000 | PA      | $14830696.79   | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8982000 | PA      | $9252360.46    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   22215000 | PA      | $22957765.48   | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   18750000 | PA      | $19244839.30   | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-3                             | BLAST 2024-3 A3                | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2876766 | PA      | $2882992.67    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    7096000 | PA      | $5643256.28    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    8058000 | PA      | $8268111.14    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   11104000 | PA      | $7320314.53    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7981000 | PA      | $6160129.75    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6277000 | PA      | $6225771.99    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   30606000 | PA      | $29843424.08   | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   36324000 | PA      | $32893423.26   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   52929000 | PA      | $43863450.35   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   21197000 | PA      | $21031934.50   | 0.01%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   33606000 | PA      | $33610040.70   | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12660000 | PA      | $11473084.13   | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   23514000 | PA      | $20019582.30   | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9679000 | PA      | $8466351.93    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7335000 | PA      | $6945142.81    | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $5744361.87    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     860000 | PA      | $603511.65     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   22641000 | PA      | $13603151.45   | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   23185000 | PA      | $21308001.38   | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   49772000 | PA      | $37158019.79   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   16260000 | PA      | $11910526.35   | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $3054295.47    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   21123000 | PA      | $23295439.24   | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $5732435.37    | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   19969000 | PA      | $20492923.41   | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   18120000 | PA      | $18845422.52   | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   35931000 | PA      | $37249525.63   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   44000000 | PA      | $43852610.13   | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   23574000 | PA      | $23385278.45   | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   21836000 | PA      | $19060323.36   | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   20230000 | PA      | $20827780.73   | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   38640000 | PA      | $40030698.40   | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   43155000 | PA      | $44257558.24   | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   30277000 | PA      | $30983654.43   | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2181000 | PA      | $2665406.48    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   25809000 | PA      | $25809178.79   | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   22330000 | PA      | $22170120.55   | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   41538000 | PA      | $42388982.62   | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   36283000 | PA      | $44669577.14   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    9770000 | PA      | $10006423.12   | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5362286.63    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $3399953.28    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    9268000 | PA      | $9191529.14    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   10804000 | PA      | $10597894.57   | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    6301000 | PA      | $6001960.52    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   10034000 | PA      | $8916818.43    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3385333.43    | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   11535000 | PA      | $10892997.42   | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   14129000 | PA      | $12774070.21   | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   57961000 | PA      | $57961000.00   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | BROADSTONE NET L               | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4183493.81    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24915000 | PA      | $25004221.71   | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   28117000 | PA      | $27987975.33   | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20664000 | PA      | $20564626.90   | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   29100000 | PA      | $28726081.07   | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   71833000 | PA      | $73286281.91   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12685000 | PA      | $13063739.53   | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11465000 | PA      | $10921684.44   | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   18708000 | PA      | $16415812.77   | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $10441392.85   | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   77094000 | PA      | $70098622.42   | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   27327000 | PA      | $22486539.05   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7263000 | PA      | $6714873.91    | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   56458000 | PA      | $51512455.08   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   50452000 | PA      | $43677793.18   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   33283000 | PA      | $28412338.70   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $8289597.65    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16857000 | PA      | $16531781.36   | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   33087000 | PA      | $32961142.54   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   44070000 | PA      | $45394121.16   | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13801000 | PA      | $14325781.09   | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13917000 | PA      | $14157687.40   | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7384000 | PA      | $7405315.82    | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12057000 | PA      | $12118513.47   | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12326725.17   | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11265765.66   | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   19425000 | PA      | $19784700.08   | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   33355000 | PA      | $34466471.48   | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14975000 | PA      | $15588831.42   | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13525000 | PA      | $13727727.87   | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   18496000 | PA      | $18915951.45   | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   33320000 | PA      | $34379023.27   | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7560000 | PA      | $7546122.85    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   53297000 | PA      | $53021761.41   | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   63524000 | PA      | $63334250.76   | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | BROOKFIELD CAP                 | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6603000 | PA      | $7111435.12    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7270000 | PA      | $6350729.97    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   13149000 | PA      | $13053218.84   | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   18899000 | PA      | $19214969.41   | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   11993000 | PA      | $11980957.79   | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7097000 | PA      | $5022547.30    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5487000 | PA      | $5008296.37    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7033000 | PA      | $5054808.57    | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9869000 | PA      | $10764390.96   | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   10979000 | PA      | $11332226.28   | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   16189000 | PA      | $16847645.12   | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $7557520.41    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16099000 | PA      | $11237860.20   | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5387203.27    | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    8711000 | PA      | $8737498.37    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   19167000 | PA      | $17056375.95   | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4639000 | PA      | $4482096.80    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $6989498.56    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4833702.67    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6531480.56    | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2626325.68    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2635780.92    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1402047.88    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   13020000 | PA      | $13388147.76   | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   15174000 | PA      | $15967075.02   | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    6327000 | PA      | $5586106.91    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2683471.00    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |   13550000 | PA      | $13706730.84   | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    9201000 | PA      | $6197585.35    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9213823.75    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    7665000 | PA      | $7300763.60    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $4272017.73    | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $4331055.40    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    9046000 | PA      | $8993164.61    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   12977000 | PA      | $11897007.91   | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    6786000 | PA      | $6792753.97    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    7747000 | PA      | $7724226.48    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     671000 | PA      | $657903.66     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11617000 | PA      | $12298900.73   | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10914000 | PA      | $10748790.92   | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18791000 | PA      | $19164513.85   | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8877000 | PA      | $8569957.13    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12044000 | PA      | $10877520.63   | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9232000 | PA      | $8272860.03    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18081000 | PA      | $16281387.04   | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7961000 | PA      | $7830823.65    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18395000 | PA      | $17531033.44   | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10245000 | PA      | $9219211.87    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17922000 | PA      | $15274862.78   | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11505000 | PA      | $10564474.31   | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16994000 | PA      | $13828378.04   | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7131000 | PA      | $7058500.49    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16416000 | PA      | $13753927.84   | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7236000 | PA      | $5940046.79    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13265000 | PA      | $11041326.49   | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17920000 | PA      | $13398739.20   | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9167000 | PA      | $6193508.97    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11919000 | PA      | $8405270.94    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9957000 | PA      | $6374635.11    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8647000 | PA      | $7413334.10    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28693000 | PA      | $27549305.20   | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33210000 | PA      | $33332216.64   | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12159000 | PA      | $12725917.97   | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4617000 | PA      | $5146672.40    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8126000 | PA      | $9035211.30    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | BURLINGTON RES F               | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    5413000 | PA      | $6160363.10    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5169000 | PA      | $4732496.64    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   18141000 | PA      | $14854073.14   | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $9456052.81    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   18848000 | PA      | $14685083.02   | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8722000 | PA      | $8544778.76    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4757721.28    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $8666708.91    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    9408000 | PA      | $9249661.02    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 ASB                | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1324054 | PA      | $1313672.94    | 0.00%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6575000 | PA      | $6447957.85    | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | 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        |    3825000 | PA      | $3723453.14    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE HOLDINGS                  | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   16441000 | PA      | $16349114.69   | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    8880000 | PA      | $7801942.48    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    6109000 | PA      | $5524225.21    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1571705.56    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5623738.07    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3960104.02    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   10623000 | PA      | $10936550.03   | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     483417 | PA      | $482163.15     | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7375000 | PA      | $7321862.39    | 0.00%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11327000 | PA      | $11261644.19   | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8717000 | PA      | $8349170.61    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9505000 | PA      | $9323168.84    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1637334.51    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4523000 | PA      | $4604685.63    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6118000 | PA      | $6275000.20    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9075000 | PA      | $8847707.55    | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                 | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7300000 | PA      | $7101951.00    | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                 | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6499158 | PA      | $6071240.18    | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18130000 | PA      | $16778212.70   | 0.00%             | 2057-08-15      | Fixed         | 2.91%                 | 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        |    5133000 | PA      | $5068872.92    | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 AM                 | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2919131.70    | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9773000 | PA      | $9486746.88    | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                 | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2542000 | PA      | $2246372.26    | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 A4                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3438079.40    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    9790000 | PA      | $9012583.31    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   10283000 | PA      | $9897132.20    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   12855000 | PA      | $12954512.97   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                 | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8100000 | PA      | $7614426.06    | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                 | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4025000 | PA      | $3932454.79    | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7476368.00    | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                 | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3434000 | PA      | $3077679.58    | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C3                                          | CFCRE 2016-C3 A3               | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5129215 | PA      | $5116756.34    | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  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        |    8250000 | PA      | $8212653.90    | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM               | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5858600.88    | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                          | CFCRE 2016-C6 A3               | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14300000 | PA      | $14108555.89   | 0.00%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4               | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3600138.45    | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   14001000 | PA      | $13671202.36   | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    6030000 | PA      | $5309134.22    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   10650000 | PA      | $10842290.76   | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                    | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    9066000 | PA      | $9069428.34    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   11016000 | PA      | $9887425.32    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   39847000 | PA      | $40043438.95   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   30431000 | PA      | $29050215.77   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   30023000 | PA      | $26960309.50   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   10333000 | PA      | $10129902.23   | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8077000 | PA      | $6264614.84    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   19949000 | PA      | $19763132.37   | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6716000 | PA      | $7106426.87    | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   20557000 | PA      | $18386329.81   | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13977000 | PA      | $10924467.39   | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   24807000 | PA      | $17422130.44   | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   20615000 | PA      | $19030409.56   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   22369000 | PA      | $20128466.01   | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   17389000 | PA      | $12099645.60   | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $10320101.14   | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $14007600.98   | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   25537000 | PA      | $26295615.68   | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18152000 | PA      | $17802405.75   | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13548000 | PA      | $13591630.82   | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   19701000 | PA      | $19899647.10   | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $22101900.92   | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5961000 | PA      | $6188533.42    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $6222560.42    | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   10368000 | PA      | $10606039.82   | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $4892853.66    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5869000 | PA      | $5852637.57    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $6171300.57    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    9965000 | PA      | $10080094.65   | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4522000 | PA      | $4097278.40    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4056000 | PA      | $4000010.88    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   14027000 | PA      | $13675858.96   | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4872000 | PA      | $4478753.36    | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4057000 | PA      | $4214753.56    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                 | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    5760000 | PA      | $5752285.53    | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM              | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     751205 | PA      | $710827.89     | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B               | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     575000 | PA      | $287500.00     | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     658854 | PA      | $644075.22     | 0.00%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $7341271.48    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    7533000 | PA      | $7796025.05    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   13963000 | PA      | $14303848.85   | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2908276.93    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3518215.85    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10950000 | PA      | $10926931.87   | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                  | COMM 2015-CR26 A4              | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     826039 | PA      | $824491.29     | 0.00%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                    | COMM 2016-CR28 A4              | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12163691 | PA      | $12139473.29   | 0.00%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    9293000 | PA      | $9249741.09    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                          | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $10033106.93   | 0.00%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 ASB             | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275397 | PA      | $273433.33     | 0.00%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3              | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060000 | PA      | $2018452.68    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CSAIL 2017-CX9 A5              | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $3183785.68    | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7746932.00    | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A2              | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3499800 | PA      | $3458071.35    | 0.00%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6436716 | PA      | $6341437.16    | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4             | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16475000 | PA      | $16387979.05   | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3              | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15960000 | PA      | $15398731.49   | 0.00%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2021-C                                                       | CNH 2021-C A4                  | CUSIP: 12598LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     634906 | PA      | $630019.34     | 0.00%             | 2028-10-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   10360000 | PA      | $10238333.46   | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5138000 | PA      | $5072718.07    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    6195000 | PA      | $5538429.60    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5724000 | PA      | $5937318.82    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7373000 | PA      | $7441012.98    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12030000 | PA      | $12055721.85   | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Conopco Inc                                                                      | CONOPCO INC                    | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1720692.31    | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   10047000 | PA      | $10222778.91   | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $11414179.60   | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    9660000 | PA      | $8947513.71    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    5585000 | PA      | $5359859.33    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    4295000 | PA      | $3334837.65    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 AS               | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    1621437 | PA      | $1607671.03    | 0.00%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2146522.50    | 0.00%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 B               | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400483 | PA      | $388468.80     | 0.00%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty Ltd                                             | CNOOC FINANCE                  | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    2855000 | PA      | $2605667.81    | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                  | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   18436000 | PA      | $18596318.90   | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 A4               | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     106056 | PA      | $105822.06     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 B                | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    2625000 | PA      | $2454380.78    | 0.00%             | 2048-08-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 B               | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1171348.68    | 0.00%             | 2048-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 Mortgage Trust                                                    | COMM 2015-LC23 A4              | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3524543 | PA      | $3519933.40    | 0.00%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   12869000 | PA      | $13348080.66   | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $18154073.31   | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5348396.77    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   11675000 | PA      | $11561469.97   | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8827000 | PA      | $9587044.65    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9157000 | PA      | $10111163.60   | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8984000 | PA      | $9928112.33    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5872000 | PA      | $6028489.33    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4937542.30    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1593503.31    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   13035000 | PA      | $11050787.75   | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2195795.35    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8744000 | PA      | $8610514.88    | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7537000 | PA      | $6001481.42    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7866000 | PA      | $6187909.24    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   17325000 | PA      | $17113807.92   | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7452000 | PA      | $7420831.89    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $7060257.04    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4841000 | PA      | $4093597.54    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   23717000 | PA      | $23814930.15   | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   10824000 | PA      | $9799128.60    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   18284000 | PA      | $15866098.03   | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $10886862.80   | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   13057000 | PA      | $9365725.12    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $2611205.06    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5982000 | PA      | $3563542.04    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   14059000 | PA      | $13804859.36   | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   20752000 | PA      | $17916971.06   | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4594807.38    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2739892.83    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8071000 | PA      | $8242986.70    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5             | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15825000 | PA      | $15702281.87   | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19400000 | PA      | $18332220.12   | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2789879.70    | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     771702 | PA      | $769048.68     | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1433700.41    | 0.00%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     367943 | PA      | $367435.34     | 0.00%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $673997.15     | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-C                                                       | CNH 2022-C A3                  | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1166786 | PA      | $1174182.98    | 0.00%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A3                  | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2909332 | PA      | $2928472.58    | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $785538.68     | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3022000 | PA      | $3118739.87    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8945000 | PA      | $9313504.52    | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9819000 | PA      | $9187045.81    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   16992000 | PA      | $16551687.15   | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   47272000 | PA      | $42889454.47   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   50860000 | PA      | $50891194.29   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   70650000 | PA      | $66242150.94   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  106016000 | PA      | $94385074.19   | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   42975000 | PA      | $41190420.98   | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9623000 | PA      | $9541673.83    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   29210000 | PA      | $28298193.90   | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $10138188.29   | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14810000 | PA      | $14031196.80   | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20817000 | PA      | $18273271.43   | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     425000 | PA      | $301915.78     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23702000 | PA      | $20602795.90   | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   33640000 | PA      | $29160326.78   | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   17843000 | PA      | $18296108.99   | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23661000 | PA      | $24186027.62   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   16779000 | PA      | $15937200.53   | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   30343000 | PA      | $30944492.27   | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6896000 | PA      | $7099927.01    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $19303487.87   | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   19842000 | PA      | $19489460.98   | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10795000 | PA      | $10638251.70   | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $6557843.53    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10818000 | PA      | $11313930.37   | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $4664726.28    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9111000 | PA      | $9211939.88    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5156000 | PA      | $5217917.90    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7963000 | PA      | $8106295.66    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21220000 | PA      | $21836389.66   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7614000 | PA      | $7759563.07    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A3                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4510018 | PA      | $4577305.63    | 0.00%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A4                  | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1078048.44    | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH 2025-A A4                  | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3297820.18    | 0.00%             | 2032-09-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-B                                                       | CNH 2025-B A3                  | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3024310.20    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-B                                                       | CNH 2025-B A4                  | CUSIP: 12675EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2532458.00    | 0.00%             | 2033-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   12050000 | PA      | $12419633.31   | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   12560000 | PA      | $12930018.86   | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    5388000 | PA      | $5318969.94    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   18531000 | PA      | $18416040.87   | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    7637000 | PA      | $7620817.92    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    3439000 | PA      | $3470040.19    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   11754000 | PA      | $11355451.81   | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   11536000 | PA      | $11457186.54   | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $4388581.40    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   20175000 | PA      | $20288892.95   | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   32680000 | PA      | $32624236.64   | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A           | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    2935000 | PA      | $2973176.13    | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $2468322.50    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH           | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $923269.00     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    9152000 | PA      | $7611965.61    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2216479.48    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $4861368.95    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   32655000 | PA      | $38314983.39   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   41470000 | PA      | $50598164.90   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13946000 | PA      | $16315775.44   | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16775000 | PA      | $19713176.48   | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16025000 | PA      | $19435174.49   | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16105000 | PA      | $19806550.65   | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5488414.50    | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5600000 | PA      | $5681604.32    | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5600000 | PA      | $5528706.96    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8200000 | PA      | $8903818.30    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2550000 | PA      | $2658967.37    | 0.00%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5150000 | PA      | $4916896.07    | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7635000 | PA      | $7602935.29    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL-A           | CUSIP: 13063DMB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     600000 | PA      | $586468.92     | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9035000 | PA      | $8586946.22    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4495042.50    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4925000 | PA      | $5166629.37    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063EBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3625000 | PA      | $3780808.30    | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-UNREFUNDED          | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8895000 | PA      | $8905870.58    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B              | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3220000 | PA      | $2724334.45    | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10905000 | PA      | $7574703.51    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1850000 | PA      | $1313563.09    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6000000 | PA      | $4061436.60    | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4300000 | PA      | $2896580.19    | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES -          | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2797177.31    | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   12125000 | PA      | $12144173.47   | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   14817000 | PA      | $14272555.17   | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $2507629.94    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   19166000 | PA      | $17987055.80   | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   22432000 | PA      | $22410038.95   | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1628000 | PA      | $1437373.61    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $5506605.67    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    5881000 | PA      | $3875921.77    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    7621000 | PA      | $7737612.10    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7577110.18    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   11503000 | PA      | $11783417.60   | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | THE CAMPBELLS CO               | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   11245000 | PA      | $10898729.52   | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087Q56<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   42272000 | PA      | $42382697.00   | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   25730000 | PA      | $24414967.28   | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10115000 | PA      | $10038864.18   | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    9885000 | PA      | $10081596.84   | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16206000 | PA      | $16580308.38   | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   13986000 | PA      | $14718422.43   | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   18285000 | PA      | $19893555.85   | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   11275000 | PA      | $11449347.23   | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12745000 | PA      | $12783004.64   | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    7676000 | PA      | $7920677.06    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5060000 | PA      | $5238786.98    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2365000 | PA      | $2545658.42    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5178000 | PA      | $5749149.83    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    6883000 | PA      | $7685369.44    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    4893000 | PA      | $5489751.98    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    7881000 | PA      | $5736902.50    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    6961000 | PA      | $5393115.38    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5032000 | PA      | $3021487.67    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    4376000 | PA      | $4207406.55    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $1072608.26    | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   16613000 | PA      | $18699324.46   | 0.01%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5909000 | PA      | $6394354.59    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5438000 | PA      | $5670053.74    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6338000 | PA      | $6899146.88    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   13770000 | PA      | $14701580.29   | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1844000 | PA      | $2028138.77    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   24196000 | PA      | $24050729.05   | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   10293000 | PA      | $9153013.25    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9764000 | PA      | $9150833.46    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7614000 | PA      | $7785404.27    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3058090.74    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6471000 | PA      | $7360022.84    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   13719000 | PA      | $14738434.29   | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6528000 | PA      | $6018000.62    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4758000 | PA      | $4718321.50    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    7669000 | PA      | $7945534.68    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5684000 | PA      | $5673466.80    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9069000 | PA      | $8831391.22    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   20172000 | PA      | $17965904.13   | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   13304000 | PA      | $9962771.67    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   33841000 | PA      | $22851265.49   | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4001000 | PA      | $4093519.78    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3801000 | PA      | $3916816.52    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    7091000 | PA      | $6468740.35    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8031000 | PA      | $7624159.86    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6850000 | PA      | $5952766.73    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5151000 | PA      | $4828619.47    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6611000 | PA      | $5913350.30    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   11651000 | PA      | $8548852.42    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   47128000 | PA      | $46860037.76   | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   55350000 | PA      | $54911483.48   | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   17783000 | PA      | $17649078.01   | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15312000 | PA      | $14921543.00   | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10183000 | PA      | $9044102.97    | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   16487000 | PA      | $15892315.59   | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11714000 | PA      | $11833336.03   | 0.00%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9445000 | PA      | $9681304.71    | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   45026000 | PA      | $47224008.32   | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $10079968.33   | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   29922000 | PA      | $32337343.84   | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7381000 | PA      | $7600776.74    | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11271000 | PA      | $12748302.28   | 0.00%             | 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        |   24134000 | PA      | $25058457.50   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15522000 | PA      | $16459712.61   | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   45195000 | PA      | $46922099.88   | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6844591.55    | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6725228.49    | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   19866000 | PA      | $19559090.17   | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2021-A2 A2               | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   27900000 | PA      | $26061479.28   | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2023-A1 A                | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   20850000 | PA      | $20901324.36   | 0.01%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A1 A                | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   19495000 | PA      | $19484841.16   | 0.01%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A2 A                | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    8839000 | PA      | $8820982.58    | 0.00%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2076022 | PA      | $2073268.39    | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1475000 | PA      | $1471571.51    | 0.00%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A3                | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1391752 | PA      | $1397069.26    | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1550000 | PA      | $1563337.60    | 0.00%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2318344.57    | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | 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        |    1035000 | PA      | $1049888.16    | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A3                | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     846493 | PA      | $844707.82     | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A4                | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3088144.98    | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp                                                           | CAPITAL SOUTHWES               | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    6512000 | PA      | $6527323.05    | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1509878.55    | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  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        |    1250000 | PA      | $1268537.25    | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5986000 | PA      | $5240543.50    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    6987000 | PA      | $5991715.42    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    6561000 | PA      | $5925265.06    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    9660000 | PA      | $9555452.78    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $3977773.51    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    6795000 | PA      | $7048867.31    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5490000 | PA      | $5527766.78    | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    9290000 | PA      | $9526617.82    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   14015000 | PA      | $14404798.57   | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    8445000 | PA      | $8465797.60    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5317690.33    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5313831.60    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    7771000 | PA      | $7709946.14    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   12123000 | PA      | $11347016.16   | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4430843.04    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1667953.74    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4175000 | PA      | $4215663.25    | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | 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        |    1600000 | PA      | $1623651.52    | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A3                | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3528586.60    | 0.00%             | 2030-07-15      | Fixed         | 4.35%                 | 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        |    2500000 | PA      | $2534188.50    | 0.00%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3220342 | PA      | $3235751.86    | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1550000 | PA      | $1567563.83    | 0.00%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     172376 | PA      | $172157.46     | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2625000 | PA      | $2600201.63    | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     397011 | PA      | $396778.88     | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A4                | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1425000 | PA      | $1421301.41    | 0.00%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-4                                                   | CARMX 2021-4 A4                | CUSIP: 14317JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1011143 | PA      | $1004650.39    | 0.00%             | 2027-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2484538 | PA      | $2489833.42    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A4                | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2050000 | PA      | $2063926.68    | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2618573.62    | 0.00%             | 2028-10-16      | Fixed         | 4.92%                 | 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        |     900000 | PA      | $914758.65     | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A3                | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1537013 | PA      | $1557605.33    | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | 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        |    2050000 | PA      | $2116698.39    | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2577752 | PA      | $2596732.92    | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | 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        |    2080000 | PA      | $2118102.27    | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                   | CARMX 2024-2 A4                | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4250000 | PA      | $4368893.33    | 0.00%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A A3                 | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1416837.80    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A B                  | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1270515.88    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A3                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6200000 | PA      | $6272549.30    | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A4                | CUSIP: 14319GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $4173022.64    | 0.00%             | 2030-01-15      | Fixed         | 4.85%                 | 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        |    7000000 | PA      | $7106424.50    | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A4                | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3072295.80    | 0.00%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A3                | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1313653.77    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A4                | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $712785.71     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2025-B                                           | CMXS 2025-B A3                 | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2378646.49    | 0.00%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6941612.95    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4119701.55    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    7767000 | PA      | $6608574.46    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   15216000 | PA      | $14896366.92   | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   34640000 | PA      | $32463570.21   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   29617000 | PA      | $23908963.15   | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12831000 | PA      | $9597358.15    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   13867000 | PA      | $14876833.62   | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    5822000 | PA      | $6327022.12    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     560797 | PA      | $554659.18     | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P3                                           | CRVNA 2025-P3 A3               | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3960000 | PA      | $3951746.96    | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A3               | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4440107.32    | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A4               | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2643302.48    | 0.00%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A3               | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $755712.60     | 0.00%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A4               | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $658830.25     | 0.00%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4030307.97    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    6874000 | PA      | $7184025.72    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   10626000 | PA      | $11783944.31   | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   20482000 | PA      | $17304040.52   | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4993000 | PA      | $4424808.81    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4401000 | PA      | $3941953.75    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   18113000 | PA      | $13085642.39   | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    8022000 | PA      | $7610199.27    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   18599000 | PA      | $17468347.37   | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    7612000 | PA      | $5489330.04    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5350406.75    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1685441.52    | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    6307000 | PA      | $5986641.51    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    5503000 | PA      | $5366247.58    | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    8201000 | PA      | $7985511.08    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   11415000 | PA      | $11368499.26   | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8042720.28    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $7123889.96    | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   13100000 | PA      | $13240177.33   | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    9190000 | PA      | $9327891.45    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7895000 | PA      | $8086532.23    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10520000 | PA      | $10603035.57   | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7045000 | PA      | $7266022.69    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3941324.42    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14357200.48   | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $9780641.40    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8101000 | PA      | $5648473.93    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    5585000 | PA      | $5520797.17    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    5075000 | PA      | $4673027.30    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   35616000 | PA      | $35010891.34   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   48391000 | PA      | $46934071.99   | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11195000 | PA      | $10306958.48   | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   36329000 | PA      | $32463402.54   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   38410000 | PA      | $33105187.79   | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   30179000 | PA      | $28078403.78   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8498000 | PA      | $7304772.89    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    5386000 | PA      | $5951781.71    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    5775000 | PA      | $5774966.85    | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    4358000 | PA      | $4264285.53    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    6541000 | PA      | $6049710.73    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   11420000 | PA      | $10100647.90   | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   14393000 | PA      | $10222438.46   | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   14388000 | PA      | $13563948.67   | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    3816000 | PA      | $3454100.70    | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7061000 | PA      | $7307285.42    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6222306.91    | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $8202636.35    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   17645000 | PA      | $18210754.45   | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1996641.32    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4619808.76    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4969016.49    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2178375.07    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    6629000 | PA      | $5261160.76    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3530244.61    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2762000 | PA      | $2722340.44    | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2329000 | PA      | $2297340.53    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2428857.69    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3266000 | PA      | $2739404.82    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7054000 | PA      | $4609908.72    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $4829965.14    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9215000 | PA      | $6567503.23    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $2937528.30    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $901258.69     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    5044000 | PA      | $5010884.17    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $2924167.38    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9411772.88    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     178000 | PA      | $174159.78     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $6221036.46    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12882881.44   | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7432039.64    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    5458000 | PA      | $5581369.36    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   12680000 | PA      | $12637968.21   | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $930595.09     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   11902000 | PA      | $12209180.91   | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1078048.35    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1410000 | PA      | $1456016.48    | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    5150000 | PA      | $3585002.04    | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40350000 | PA      | $42251386.12   | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  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        |   66025000 | PA      | $65218704.14   | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5819930.94    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | 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        |   19821000 | PA      | $19517986.86   | 0.01%             | 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        |   23069000 | PA      | $22957200.27   | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   54037000 | PA      | $46666783.13   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | 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        |   37959000 | PA      | $34343894.91   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20122000 | PA      | $20382676.32   | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22513000 | PA      | $18615892.46   | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   64145000 | PA      | $50716948.07   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8149000 | PA      | $7348153.49    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37577000 | PA      | $24783018.34   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |   17200000 | PA      | $14700812.07   | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20912000 | PA      | $13018093.99   | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32153000 | PA      | $23486146.73   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14830000 | PA      | $10033424.04   | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24046000 | PA      | $16669123.68   | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | 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        |   30678000 | PA      | $28535797.44   | 0.01%             | 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        |   25670000 | PA      | $18490146.61   | 0.00%             | 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        |   11795000 | PA      | $7457624.29    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13705000 | PA      | $12987005.25   | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15710000 | PA      | $13122318.89   | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8795000 | PA      | $7362536.04    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | 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        |   14484000 | PA      | $15486868.75   | 0.00%             | 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        |   21409000 | PA      | $22466407.69   | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28626000 | PA      | $30503615.07   | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | 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        |   18913000 | PA      | $19101547.69   | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A1 A                | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    8740000 | PA      | $8845350.21    | 0.00%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A2 A                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    7720000 | PA      | $7959367.09    | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A1 A                | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   13300000 | PA      | $13425925.73   | 0.00%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A2 A                | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7359063.12    | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2025-A1 A                | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   38400000 | PA      | $38647169.28   | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   26253000 | PA      | $26183879.16   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   30393000 | PA      | $29326312.51   | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   24869000 | PA      | $22672337.15   | 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        |    3128000 | PA      | $3310210.20    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   21705000 | PA      | $22573036.72   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   17490000 | PA      | $17890650.71   | 0.00%             | 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        |   19485000 | PA      | $19430841.22   | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   20305000 | PA      | $20919370.03   | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   33312000 | PA      | $33677998.98   | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   24680000 | PA      | $24004330.77   | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   11623000 | PA      | $9769556.26    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   12795000 | PA      | $13146291.75   | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7324000 | PA      | $6970138.12    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   11192000 | PA      | $11193443.51   | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7261000 | PA      | $7072643.45    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6523516.05    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2238670.59    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    5931000 | PA      | $6013141.12    | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   31948000 | PA      | $32694497.45   | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $7878037.53    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3006000 | PA      | $3083822.19    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   14107000 | PA      | $14165765.66   | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   23640000 | PA      | $23757595.61   | 0.01%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $7963400.13    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   20284000 | PA      | $20451054.20   | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   24350000 | PA      | $24635117.12   | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24073000 | PA      | $22300563.10   | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    7505000 | PA      | $7860361.00    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1745000 | PA      | $1950925.71    | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4375000 | PA      | $3853454.94    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9095000 | PA      | $7986958.88    | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6513533 | PA      | $7277478.03    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1407835 | PA      | $1572954.45    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3559238.87    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    6118000 | PA      | $5134656.28    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2440721.52    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3407108.76    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    7682000 | PA      | $4586087.21    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $3865766.72    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26886000 | PA      | $26392846.91   | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   30781000 | PA      | $22492029.70   | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26461000 | PA      | $23565288.06   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   10748000 | PA      | $9745694.57    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26591000 | PA      | $16531107.32   | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   39884000 | PA      | $30521702.15   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   36534000 | PA      | $31411716.57   | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14773000 | PA      | $9217162.72    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   19720000 | PA      | $18067351.98   | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   18170000 | PA      | $14332096.59   | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   22622000 | PA      | $22213610.09   | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26545000 | PA      | $23564815.62   | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   22611678 | PA      | $22711204.59   | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15732000 | PA      | $15286524.31   | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14625000 | PA      | $14949693.26   | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   27670000 | PA      | $29092659.99   | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $7056734.37    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $4850616.49    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8336139.59    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6937471.51    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8958000 | PA      | $9807065.79    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8460000 | PA      | $9625614.96    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   19851000 | PA      | $17402894.28   | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $3628257.65    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5756000 | PA      | $3618190.46    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   20985000 | PA      | $21515843.25   | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   16655000 | PA      | $16751566.19   | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    6084000 | PA      | $4867417.15    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    5621000 | PA      | $5545368.21    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    9189000 | PA      | $8550712.53    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    6319000 | PA      | $6809183.46    | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7491770.22    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    6154000 | PA      | $6129702.01    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $8574427.05    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7351663.92    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   27863000 | PA      | $30271466.81   | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   26283000 | PA      | $27447899.83   | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8871000 | PA      | $8758815.02    | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   19777000 | PA      | $20018728.47   | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  110099000 | PA      | $112987994.25  | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   57567000 | PA      | $59572087.55   | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   43888000 | PA      | $45384215.18   | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   16836000 | PA      | $16617730.29   | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   12947000 | PA      | $12721414.80   | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    9156000 | PA      | $9294557.18    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   16002000 | PA      | $16421663.57   | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   13766000 | PA      | $14227466.59   | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   24148000 | PA      | $24966036.82   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    7195000 | PA      | $7306694.31    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                    | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11645000 | PA      | $11592732.58   | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6450696.85    | 0.00%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 AAB              | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72410 | PA      | $72310.28      | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                      | CGCMT 2016-C2 A4               | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3450341.65    | 0.00%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A3               | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3918904 | PA      | $3884606.91    | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6659000 | PA      | $7379680.80    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8430000 | PA      | $8988147.40    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15943000 | PA      | $17132627.78   | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17466000 | PA      | $18642539.39   | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32441000 | PA      | $41574788.41   | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10793000 | PA      | $11434806.99   | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7880000 | PA      | $8894920.00    | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HE4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5019000 | PA      | $4553828.64    | 0.00%             | 2043-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24639000 | PA      | $24118320.55   | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9421000 | PA      | $9435904.97    | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17084000 | PA      | $15435662.10   | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   64363000 | PA      | $64621645.86   | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        500 | PA      | $500.68        | 0.00%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   49182000 | PA      | $43669227.04   | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14208000 | PA      | $14187057.97   | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   66503000 | PA      | $65934662.14   | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   76323000 | PA      | $76033693.45   | 0.02%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14961000 | PA      | $12682539.45   | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   52488000 | PA      | $52013377.37   | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31702000 | PA      | $31277982.05   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27354000 | PA      | $24044750.01   | 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        |   15186000 | PA      | $15139889.30   | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25520000 | PA      | $22776039.66   | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26454000 | PA      | $26137086.32   | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37306500 | PA      | $34675771.94   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16745000 | PA      | $16684320.79   | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   64320000 | PA      | $64195849.26   | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5122000 | PA      | $4711469.53    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16991000 | PA      | $15084064.35   | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6414000 | PA      | $6315879.50    | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   99601000 | PA      | $94601099.72   | 0.03%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7757000 | PA      | $7814770.64    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   36564000 | PA      | $39889622.20   | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25409000 | PA      | $26074572.27   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12618000 | PA      | $13098205.21   | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13810000 | PA      | $14481082.30   | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12684224.51   | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13680000 | PA      | $13936026.45   | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $22209952.69   | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16177000 | PA      | $16338380.79   | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2007-A3 A3               | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    5880000 | PA      | $6490243.45    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2018-A7 A7               | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   12840000 | PA      | $12844979.35   | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2023-A1 A1               | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    1700000 | PA      | $1703132.08    | 0.00%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A1 A                | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    9650000 | PA      | $9750401.50    | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A2 A                | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    5600000 | PA      | $5694500.00    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   34312000 | PA      | $32488388.53   | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B              | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410480 | PA      | $2314374.42    | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     764396 | PA      | $750604.61     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5             | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14925000 | PA      | $14829848.65   | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   32227000 | PA      | $33804076.57   | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   32037000 | PA      | $32545098.28   | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   27290000 | PA      | $28921477.22   | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   12219000 | PA      | $12513382.83   | 0.00%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   44541000 | PA      | $44883564.26   | 0.01%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2886203.24    | 0.00%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8729295.82    | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4               | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13430000 | PA      | $13218269.34   | 0.00%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS               | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2628024.06    | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1040310 | PA      | $1018181.92    | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10521526.14   | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS               | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $2055060.51    | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   67077000 | PA      | $61104576.57   | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $12927749.20   | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24250000 | PA      | $24362861.48   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25808000 | PA      | $26138508.73   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21041000 | PA      | $21246196.61   | 0.01%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A3               | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2415102 | PA      | $2385797.63    | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | 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        |   17325000 | PA      | $17148505.03   | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup COmmercial Mortgage Trust 2018-C6                                      | CGCMT 2018-C6 A4               | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2283864.81    | 0.00%             | 2051-11-10      | Fixed         | 4.41%                 | 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        |    7721869 | PA      | $7321248.40    | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5             | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22410000 | PA      | $20965312.46   | 0.01%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4             | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $15064755.51   | 0.00%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5             | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14355000 | PA      | $13275966.23   | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS             | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2655000 | PA      | $2397224.19    | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6172004.07    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5674000 | PA      | $5366727.21    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   14828000 | PA      | $12661771.94   | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7787000 | PA      | $8116164.40    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7702000 | PA      | $8468622.59    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   14760000 | PA      | $15418270.12   | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $12132555.44   | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2954880.07    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7915804.45    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10300000 | PA      | $6859005.02    | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    3745000 | PA      | $4204520.49    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   10422000 | PA      | $9132755.17    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467328.65     | 0.00%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    4905000 | PA      | $4243048.18    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5960000 | PA      | $6328633.87    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    8074000 | PA      | $7928566.80    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6528174.29    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   11294000 | PA      | $10127841.74   | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    6934000 | PA      | $7010165.92    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3077570.02    | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A3                  | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2950000 | PA      | $2975657.92    | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | 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        |    1200000 | PA      | $1223818.92    | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH 2024-C A4                  | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1365000 | PA      | $1373466.96    | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A3                  | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3555781.60    | 0.00%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A4                  | CUSIP: 18978JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2571744.25    | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $9389053.27    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    5301000 | PA      | $5544233.53    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   11456000 | PA      | $11289483.51   | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10257000 | PA      | $9603586.94    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1478333.15    | 0.00%             | 2040-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $8484192.33    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $3947452.80    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $12901520.05   | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   17560000 | PA      | $16910555.43   | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   30448000 | PA      | $27370715.54   | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   12718000 | PA      | $9456715.27    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   25703000 | PA      | $16275907.49   | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9051000 | PA      | $5501655.28    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   32408000 | PA      | $19813756.83   | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   15467000 | PA      | $14492994.06   | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   16484000 | PA      | $14336776.36   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   12715000 | PA      | $12047711.86   | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $3229851.29    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6305000 | PA      | $4300675.36    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   18082000 | PA      | $16181757.54   | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6987000 | PA      | $5373805.68    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9055000 | PA      | $9415147.81    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3798594.39    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   20682000 | PA      | $20581328.68   | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9852000 | PA      | $10015850.80   | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   22831000 | PA      | $22384829.25   | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   11800000 | PA      | $11495189.94   | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   13346000 | PA      | $12534433.32   | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   10059000 | PA      | $8385298.05    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    7293000 | PA      | $7345582.66    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   11525000 | PA      | $11393196.10   | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   18115000 | PA      | $16988542.35   | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    6999000 | PA      | $7120257.35    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4317186.74    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3125435.13    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    6362000 | PA      | $5386936.51    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    3888000 | PA      | $3876208.16    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4045000.66    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9805000 | PA      | $11255374.67   | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8614000 | PA      | $9091686.44    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8257000 | PA      | $9240217.53    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13994000 | PA      | $15621717.19   | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3774000 | PA      | $4227078.56    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10601000 | PA      | $9626052.41    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10515000 | PA      | $10300467.22   | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2781389.49    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   20373000 | PA      | $19465833.68   | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   36173000 | PA      | $34728685.66   | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   21168000 | PA      | $18531672.44   | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   17244000 | PA      | $14668475.60   | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   40975000 | PA      | $29604881.29   | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19444000 | PA      | $19060617.87   | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   22792000 | PA      | $22600211.40   | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16409000 | PA      | $12849745.24   | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   24791000 | PA      | $24339810.13   | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   20252000 | PA      | $15807276.62   | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12365000 | PA      | $9530673.98    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5798000 | PA      | $5738630.76    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6956000 | PA      | $6116061.00    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   22418000 | PA      | $17522235.95   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   37752000 | PA      | $35558668.54   | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   25629000 | PA      | $22288288.18   | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15392000 | PA      | $13448776.66   | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   59479000 | PA      | $59730082.71   | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   30352000 | PA      | $30398729.90   | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13536000 | PA      | $10789181.21   | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   25149000 | PA      | $17565353.56   | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   29184000 | PA      | $27370017.81   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   24166000 | PA      | $23374829.28   | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   29782000 | PA      | $25007365.10   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12329000 | PA      | $12206860.25   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   31943000 | PA      | $19459287.37   | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7608500 | PA      | $6756280.26    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5502000 | PA      | $4757147.34    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16911000 | PA      | $9317357.33    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15640000 | PA      | $8213054.23    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   86060000 | PA      | $52970427.34   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   86853000 | PA      | $51499588.64   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   43359000 | PA      | $24760988.22   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18339000 | PA      | $18606166.78   | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4467000 | PA      | $4508425.40    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6564000 | PA      | $6159761.20    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4155925.59    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11890000 | PA      | $12289015.13   | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13754000 | PA      | $14130985.45   | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $6429030.39    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | COMERICA BANK                  | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $5998056.26    | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    7301000 | PA      | $7208502.22    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   10735000 | PA      | $11168561.45   | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   15907000 | PA      | $15333554.18   | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    6352000 | PA      | $5033735.23    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $9205766.45    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    8188000 | PA      | $7575315.11    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    8794000 | PA      | $6619416.51    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    7095000 | PA      | $7355775.59    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   14595000 | PA      | $15089985.63   | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   11985000 | PA      | $12198628.55   | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    8344000 | PA      | $8042459.04    | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   12235000 | PA      | $12320532.23   | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10299000 | PA      | $10415480.37   | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5019000 | PA      | $5017730.17    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6757259.84    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9358000 | PA      | $10432711.07   | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6245000 | PA      | $5670628.00    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    7764000 | PA      | $7092263.02    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    7719000 | PA      | $6099446.19    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    7696000 | PA      | $6624725.87    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3713000 | PA      | $2874721.30    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $4105060.88    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6569000 | PA      | $5115014.73    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   13742000 | PA      | $11129465.76   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6416000 | PA      | $6363612.52    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    8126000 | PA      | $6485617.19    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9511000 | PA      | $6608335.85    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    5524000 | PA      | $5083641.03    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9219000 | PA      | $6129584.94    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1642500 | PA      | $1019999.39    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3425899.80    | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4849078.46    | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2922351.12    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3112398.35    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9544000 | PA      | $10165413.04   | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8870000 | PA      | $8225246.80    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5735000 | PA      | $4938520.33    | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6030000 | PA      | $3904055.68    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3896071.68    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5127000 | PA      | $5905276.85    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   17822000 | PA      | $18015204.04   | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   17640000 | PA      | $16938061.42   | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2646000 | PA      | $2418638.33    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   15529000 | PA      | $14632208.79   | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    9411000 | PA      | $9503727.48    | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $6283382.25    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3935561.92    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    9181000 | PA      | $9608668.59    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5687384.55    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    6865000 | PA      | $5770669.92    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    7620000 | PA      | $7538899.93    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   14117000 | PA      | $11401474.55   | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5507539.81    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3703298.80    | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2067681.94    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8741591.93    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    7595000 | PA      | $8166108.30    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-TXB-D-BABS               | CUSIP: 20772JAC6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    8770000 | PA      | $8822498.10    | 0.00%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   10303000 | PA      | $11221296.41   | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5861137.16    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   19664000 | PA      | $22214089.45   | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   14016000 | PA      | $14123206.55   | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBA1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    6630000 | PA      | $5978029.55    | 0.00%             | 2031-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    7086000 | PA      | $6453591.55    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   13032000 | PA      | $11267222.79   | 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        |   16075000 | PA      | $12083522.23   | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   11516000 | PA      | $9465739.83    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   23345000 | PA      | $17444005.75   | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   14634000 | PA      | $13941525.77   | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   13835000 | PA      | $13642395.52   | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    9640000 | PA      | $9567318.30    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   22595000 | PA      | $23040597.44   | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   18919000 | PA      | $19349832.57   | 0.01%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   13980000 | PA      | $14151355.57   | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   34645000 | PA      | $33896877.19   | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   17633000 | PA      | $17322426.08   | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7192000 | PA      | $7415809.35    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7858000 | PA      | $8396502.67    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5604269.73    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2945530.66    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   12517000 | PA      | $12843900.75   | 0.00%             | 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        |   11675000 | PA      | $12094512.86   | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $6619205.02    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   16731000 | PA      | $14755783.24   | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   12454000 | PA      | $10717561.24   | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   11185000 | PA      | $9846166.28    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   16577000 | PA      | $13289627.88   | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    6982000 | PA      | $5635188.76    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   11582000 | PA      | $9135465.98    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1007093.38    | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   12884000 | PA      | $10754198.56   | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1894259.22    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $3656139.76    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   10444000 | PA      | $8474288.73    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9442000 | PA      | $6772345.42    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7145470.73    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     838000 | PA      | $511759.73     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7926000 | PA      | $5543140.64    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     957000 | PA      | $651545.00     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7198000 | PA      | $7747659.00    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   14083000 | PA      | $14645268.98   | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3103419.08    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $6313676.43    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1629099.47    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7592529.99    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   15322000 | PA      | $15725739.56   | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    6541000 | PA      | $6478754.76    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   13133000 | PA      | $13066663.91   | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   11433000 | PA      | $11321888.16   | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   15928000 | PA      | $13359141.75   | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   14798000 | PA      | $14599552.93   | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   10195000 | PA      | $8041413.36    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8087000 | PA      | $8178278.54    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   18866000 | PA      | $18103423.65   | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3698158.32    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   15192000 | PA      | $13392094.84   | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5681000 | PA      | $5713355.40    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   13114000 | PA      | $13235618.10   | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8549273.96    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2022966.44    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    9769000 | PA      | $10094366.02   | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   18094000 | PA      | $19319431.23   | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7760000 | PA      | $8449981.82    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   15695000 | PA      | $17453282.59   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    6583000 | PA      | $6677086.35    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5323000 | PA      | $4444851.58    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9056000 | PA      | $6698678.32    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7719000 | PA      | $6273688.71    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3722000 | PA      | $3064265.28    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $5392302.86    | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   14484000 | PA      | $12405711.19   | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1204031.48    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9477000 | PA      | $6505703.30    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   10922000 | PA      | $8115358.93    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $1853759.42    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7711000 | PA      | $7315845.31    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4908000 | PA      | $4053194.35    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4033664.56    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6317434.66    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3090846.82    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6676249.50    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7815000 | PA      | $7980890.12    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2044982.29    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1474833.07    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   12982000 | PA      | $10583374.65   | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   13057000 | PA      | $12978368.42   | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    4650000 | PA      | $4950701.55    | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   18483000 | PA      | $18859936.21   | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   21666000 | PA      | $20724949.92   | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   23686000 | PA      | $23871728.49   | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   16430000 | PA      | $16681837.67   | 0.00%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14265000 | PA      | $14579335.65   | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4028000 | PA      | $4090563.34    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   13529000 | PA      | $13772362.63   | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   13500000 | PA      | $13798568.57   | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1050000 | PA      | $1058268.28    | 0.00%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   15459000 | PA      | $15329679.53   | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   19903000 | PA      | $19617390.80   | 0.01%             | 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        |   20104000 | PA      | $19184061.29   | 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        |    9420000 | PA      | $8188041.62    | 0.00%             | 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        |   21131000 | PA      | $17466740.75   | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13529078.08   | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5873000 | PA      | $6277842.05    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12097000 | PA      | $12725536.81   | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   10490000 | PA      | $10765707.58   | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIV                   | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6646518.70    | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    8084000 | PA      | $8442109.07    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   12570000 | PA      | $11684619.31   | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    3911000 | PA      | $3826522.13    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    6022000 | PA      | $4984148.81    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    9681000 | PA      | $9385836.13    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4782329.11    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    5955000 | PA      | $4678638.86    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   15296000 | PA      | $14373350.04   | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    8240000 | PA      | $8041806.44    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   15095000 | PA      | $15534139.35   | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   12950000 | PA      | $13336838.58   | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    5740000 | PA      | $5756115.71    | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   23954000 | PA      | $24807768.65   | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    8962000 | PA      | $8994587.47    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 10/25                 | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61020000 | PA      | $52525881.76   | 0.01%             | 2025-10-20      | Fixed         | 2.50%                 | 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        |   75000000 | PA      | $68401267.50   | 0.02%             | 2025-10-20      | Fixed         | 3.50%                 | 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        |   38140000 | PA      | $36985216.15   | 0.01%             | 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        |   40755000 | PA      | $40538611.33   | 0.01%             | 2025-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 10/25                   | CUSIP: 21H0506A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -40755000 | PA      | $-40538611.33  | -0.01%            | 2025-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 11/25                   | CUSIP: 21H0506B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84755000 | PA      | $84192430.21   | 0.02%             | 2025-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 10/25                 | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   98800000 | PA      | $99533086.12   | 0.03%             | 2025-10-20      | Fixed         | 5.50%                 | 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        | -119170000 | PA      | $-120054229.48 | -0.03%            | 2025-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 10/25                   | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19220000 | PA      | $19549292.42   | 0.01%             | 2025-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6639000 | PA      | $6010693.76    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    5430000 | PA      | $5031612.48    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    9968000 | PA      | $8459685.87    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   19674000 | PA      | $19442286.38   | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   22284000 | PA      | $21414478.98   | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   36055000 | PA      | $32511931.22   | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   18165000 | PA      | $15725897.14   | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9805000 | PA      | $6963952.05    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   19400000 | PA      | $19369083.66   | 0.01%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   12995000 | PA      | $13163337.89   | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   10704000 | PA      | $10854710.90   | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   22440000 | PA      | $23091562.65   | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    5245000 | PA      | $5238474.49    | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7606322.76    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5994025.85    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3250000 | PA      | $3211594.82    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |   19351000 | PA      | $22233237.21   | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   17634000 | PA      | $17921689.51   | 0.00%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   37255000 | PA      | $40100388.39   | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5403000 | PA      | $4753937.67    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13120000 | PA      | $12983186.58   | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   32427000 | PA      | $32057614.73   | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5126000 | PA      | $5100505.69    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13905000 | PA      | $12809998.49   | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6889000 | PA      | $5282573.24    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6998000 | PA      | $5526469.99    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4326255.34    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   15679000 | PA      | $10560767.35   | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12519000 | PA      | $10956131.22   | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   27714000 | PA      | $24680888.11   | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7748000 | PA      | $7598738.24    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   11001000 | PA      | $11154986.91   | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $8165643.97    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1246108.68    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $5931788.43    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8589000 | PA      | $8714732.94    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   23579000 | PA      | $23810548.98   | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4              | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26700000 | PA      | $26383268.58   | 0.01%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3              | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16000000 | PA      | $14681355.20   | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS              | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2370358.43    | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    4391000 | PA      | $4349823.76    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5692041.09    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    5774000 | PA      | $5454511.78    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    6370000 | PA      | $5998655.68    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   13091000 | PA      | $11554201.89   | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    9842000 | PA      | $9497092.22    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    9042000 | PA      | $5587645.95    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3067608.12    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    9036000 | PA      | $9291184.44    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3632154.43    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   14425000 | PA      | $14356087.70   | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3904771.84    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $13591998.80   | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   22050000 | PA      | $22756890.09   | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   13834000 | PA      | $13031957.25   | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   11754000 | PA      | $9616522.51    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   12002000 | PA      | $8814822.97    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2766079.47    | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7275000 | PA      | $7254499.78    | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $6685621.08    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6501033.09    | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    6389000 | PA      | $6525968.76    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    6849000 | PA      | $6237738.96    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7757207.50    | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM               | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2174000 | PA      | $2090450.57    | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                                                       | DBJPM 2016-C1 A4               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4275000 | PA      | $4236693.86    | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                     | DBJPM 2016-C3 A5               | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4939846.50    | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    5319000 | PA      | $5046982.51    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   18050000 | PA      | $18410992.41   | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   17020000 | PA      | $17637200.06   | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   42554000 | PA      | $42022663.06   | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   14445000 | PA      | $13972430.63   | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4154000 | PA      | $3909624.10    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   10946000 | PA      | $11135979.19   | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   25558000 | PA      | $26205955.80   | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   21175000 | PA      | $22518624.24   | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2597897.66    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    8096000 | PA      | $8343710.74    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   14526000 | PA      | $14442420.21   | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7756000 | PA      | $6512826.06    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1689000 | PA      | $1455427.81    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5778000 | PA      | $4561221.47    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5547000 | PA      | $4323505.60    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6022000 | PA      | $4846960.41    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   27201000 | PA      | $25090613.08   | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9316000 | PA      | $6275848.26    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9280000 | PA      | $8519620.86    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2448536.68    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1347337.20    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   12878000 | PA      | $13379269.03   | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3628468.86    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   19139000 | PA      | $19804333.18   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1809114.69    | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   11248000 | PA      | $11583978.31   | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $8063714.04    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   12981000 | PA      | $12676148.78   | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   10493000 | PA      | $9884598.28    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   10952000 | PA      | $13042676.35   | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2700102.14    | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     750000 | PA      | $771367.93     | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     850000 | PA      | $878310.00     | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A4                 | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     751693 | PA      | $751957.27     | 0.00%             | 2030-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A3                 | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5044160 | PA      | $5090170.84    | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A4                 | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6625000 | PA      | $6772621.56    | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C              | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2116420.95    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15350000 | PA      | $13277513.61   | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4500000 | PA      | $3457687.50    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3600000 | PA      | $2626122.24    | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10050000 | PA      | $8827857.69    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    2065000 | PA      | $2156278.37    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    4000000 | PA      | $3834518.40    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3799345.88    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4490000 | PA      | $5062103.23    | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    5924000 | PA      | $5209865.77    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $4902254.79    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   17032000 | PA      | $10942860.63   | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    9566000 | PA      | $9519411.42    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1230675.56    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2364391.70    | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5353128.91    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5705000 | PA      | $4518755.61    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                      | DAYTON PWR & LT                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    5329000 | PA      | $4036625.36    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                      | DAYTON PWR & LT                | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5088791.73    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     115000 | PA      | $131074.09     | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   10999000 | PA      | $11559998.31   | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   11606000 | PA      | $10036582.24   | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   13952000 | PA      | $9503394.69    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   12720000 | PA      | $12195681.29   | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   12232000 | PA      | $9684900.43    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   13370000 | PA      | $14072783.81   | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   10410000 | PA      | $10958454.21   | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12159000 | PA      | $11927951.40   | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   17636000 | PA      | $17317813.38   | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $5989328.34    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13418000 | PA      | $12833905.31   | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   25705000 | PA      | $25334420.90   | 0.01%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $12380941.93   | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8216000 | PA      | $7974103.25    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6243000 | PA      | $5472482.20    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $14251173.20   | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   16297000 | PA      | $16375691.61   | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $5223036.89    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4183000 | PA      | $4313040.06    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6517000 | PA      | $6643760.50    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13818000 | PA      | $14132806.67   | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   16011000 | PA      | $16418433.12   | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   25681000 | PA      | $26367735.85   | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $6162070.43    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13751000 | PA      | $14386422.12   | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1759311.95    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6882000 | PA      | $6984311.41    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   14080000 | PA      | $14266156.25   | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   18440000 | PA      | $19003498.53   | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13698000 | PA      | $14183506.47   | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $10060243.26   | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     322000 | PA      | $330756.04     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13429000 | PA      | $13833689.63   | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $12670734.64   | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9277000 | PA      | $9351197.68    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6301997.17    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   17602000 | PA      | $17744572.35   | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   11220000 | PA      | $11394465.29   | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $7882847.01    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $4545332.82    | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    3424000 | PA      | $3561175.98    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL COMPUTER                  | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3862861.55    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    7633000 | PA      | $8275511.74    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13376000 | PA      | $10264157.49   | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8645000 | PA      | $6074528.99    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15271352.66   | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11330000 | PA      | $11989152.97   | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6970000 | PA      | $6953071.15    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27502000 | PA      | $27071661.37   | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6271332.38    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30339000 | PA      | $30277309.66   | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15074000 | PA      | $15009927.25   | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18126000 | PA      | $18021387.65   | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27902000 | PA      | $28057755.61   | 0.01%             | 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        |    5997000 | PA      | $6184637.97    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3195017.57    | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7305000 | PA      | $7832155.01    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16520000 | PA      | $20117967.22   | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8241000 | PA      | $10705732.23   | 0.00%             | 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        |   13304000 | PA      | $13495060.57   | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3918000 | PA      | $4012643.83    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26647000 | PA      | $27502620.93   | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14723000 | PA      | $15210929.99   | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    3338000 | PA      | $2826741.02    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    8783000 | PA      | $8889107.55    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    7276000 | PA      | $7426895.03    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $5935960.05    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6823128 | PA      | $6535097.43    | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     975000 | PA      | $1045198.05    | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   10872000 | PA      | $9998100.98    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   16162000 | PA      | $16148402.53   | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   11136000 | PA      | $10556289.85   | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   30032000 | PA      | $29922509.84   | 0.01%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   18504000 | PA      | $17338541.44   | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12000000 | PA      | $10958357.07   | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   27539000 | PA      | $26940920.51   | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   44789000 | PA      | $47026111.81   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10814000 | PA      | $11883836.43   | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19720000 | PA      | $21091841.09   | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7575000 | PA      | $7710391.08    | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   16409000 | PA      | $16648820.19   | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   23785000 | PA      | $24234693.27   | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   38650000 | PA      | $39566586.61   | 0.01%             | 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        |   11653000 | PA      | $11757389.06   | 0.00%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   58459000 | PA      | $68910928.56   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    2124000 | PA      | $2663957.34    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4667000 | PA      | $4826884.51    | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19431000 | PA      | $17915624.88   | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8542000 | PA      | $8354328.93    | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $5159242.25    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   16942000 | PA      | $16326444.41   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    8911000 | PA      | $7757628.30    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5606800.20    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5569000 | PA      | $5572110.33    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   10468000 | PA      | $10486600.40   | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    6484000 | PA      | $7526796.82    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    6058000 | PA      | $6564795.69    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    9083000 | PA      | $7530364.75    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   14426000 | PA      | $13496497.59   | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   12998000 | PA      | $11812128.44   | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   18414000 | PA      | $15931737.79   | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    6679000 | PA      | $6845991.77    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    8695000 | PA      | $9153772.17    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3109000 | PA      | $3303357.34    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    6197000 | PA      | $5410383.29    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $10059372.90   | 0.00%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6606592.70    | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   10813000 | PA      | $10700739.11   | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   17331000 | PA      | $16731467.88   | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   10079000 | PA      | $8143962.29    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   13436000 | PA      | $12490052.46   | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11584000 | PA      | $9088787.69    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   14585000 | PA      | $15708558.33   | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   22330000 | PA      | $22887021.58   | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11848102.22   | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11665000 | PA      | $12016194.60   | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6527000 | PA      | $6670651.11    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   18422000 | PA      | $17716132.67   | 0.00%             | 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        |   13844000 | PA      | $13333837.98   | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   21606000 | PA      | $22186407.42   | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $6245019.72    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   15211000 | PA      | $15106292.12   | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $13776248.97   | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   18552000 | PA      | $18094549.35   | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    9712000 | PA      | $9995478.59    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $6144813.89    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    3636000 | PA      | $3284930.49    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   18632000 | PA      | $18851804.79   | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    7661000 | PA      | $7177220.51    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   10325000 | PA      | $10047801.63   | 0.00%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   15375000 | PA      | $15379647.86   | 0.00%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A1 A                | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   20675000 | PA      | $20697570.90   | 0.01%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   20650000 | PA      | $20782054.69   | 0.01%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8849000 | PA      | $8796333.22    | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10558000 | PA      | $11995094.49   | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10616000 | PA      | $11964927.57   | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   44209000 | PA      | $50201674.16   | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $10140283.30   | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   19368000 | PA      | $17943664.81   | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2671010.11    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8998000 | PA      | $8241406.53    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   20295000 | PA      | $18824671.04   | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   26075000 | PA      | $16811876.63   | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8604801.08    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12990000 | PA      | $12849810.05   | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   13845000 | PA      | $13308557.94   | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     948700 | PA      | $865301.24     | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10272000 | PA      | $9908045.95    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12658000 | PA      | $11772794.39   | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   24550000 | PA      | $20579246.06   | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   24063000 | PA      | $18204504.50   | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   15384000 | PA      | $11513473.44   | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7169000 | PA      | $8186043.60    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   12123000 | PA      | $9895643.19    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   10910000 | PA      | $9296663.43    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    9573000 | PA      | $6671760.52    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2673653.25    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   34663000 | PA      | $34614775.40   | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11676000 | PA      | $13792224.61   | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    4650000 | PA      | $4073363.27    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    8932000 | PA      | $8894766.10    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   40159000 | PA      | $38585622.20   | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2233615.15    | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6748411.35    | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   12356000 | PA      | $12484537.57   | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9590630.93    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3035031.34    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   11077000 | PA      | $11484915.31   | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   25543000 | PA      | $25466284.91   | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    7336000 | PA      | $6541500.45    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   15291000 | PA      | $10272274.02   | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    5274000 | PA      | $4670245.56    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    8496000 | PA      | $9336961.67    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3388897.76    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7419000 | PA      | $7616589.70    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9731000 | PA      | $10516569.90   | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7641108.89    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5964995.75    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13591000 | PA      | $12584157.89   | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7386000 | PA      | $6075473.04    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5261000 | PA      | $4626840.18    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9449000 | PA      | $9464029.41    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $3085255.48    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7799000 | PA      | $7740497.08    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   47828000 | PA      | $45956768.10   | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9364000 | PA      | $7130178.95    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5836000 | PA      | $5163016.31    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8754000 | PA      | $8579321.94    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   15888000 | PA      | $13817947.21   | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9516000 | PA      | $9893443.20    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5875644.28    | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $5162529.13    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $15328001.36   | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4962717.39    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7646244.48    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $7152053.02    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $10849564.04   | 0.00%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   17150000 | PA      | $17280390.26   | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4174336.02    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    6804000 | PA      | $6835546.72    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    4247000 | PA      | $4039772.66    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2835381.83    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $16319194.15   | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   19638000 | PA      | $18105446.37   | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   18838000 | PA      | $15362028.53   | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12485000 | PA      | $11494762.44   | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $11953415.83   | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9828000 | PA      | $8015367.32    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    7044000 | PA      | $7119348.87    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9605000 | PA      | $8509000.05    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   15065000 | PA      | $10202344.14   | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7189181.76    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4945085.16    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   26693000 | PA      | $26910511.86   | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   11426000 | PA      | $11765146.41   | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   25854000 | PA      | $25572414.09   | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $4503843.18    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   10299000 | PA      | $10148755.43   | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   12977000 | PA      | $12802391.01   | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5717000 | PA      | $4637924.05    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 A3                | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     920000 | PA      | $921282.20     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 A3                | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2517791.75    | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                              | DRIVE 2021-2 D                 | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1041009 | PA      | $1039498.10    | 0.00%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7044849.06    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    8855000 | PA      | $8910693.30    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2568953.30    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $11969887.23   | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    5322000 | PA      | $5943389.65    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    4587000 | PA      | $4286073.45    | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5606397.38    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8309000 | PA      | $9199741.62    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $5941465.39    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   16008000 | PA      | $15813884.48   | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   15746000 | PA      | $12083179.05   | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   18792000 | PA      | $18490878.43   | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $3259205.97    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   14261000 | PA      | $13862279.56   | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8462000 | PA      | $6779648.49    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   19931000 | PA      | $18359030.85   | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   20633000 | PA      | $18662465.88   | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2152659.94    | 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        |   11900000 | PA      | $8390136.71    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4808000 | PA      | $4636842.63    | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5762081.81    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    9174000 | PA      | $9118532.48    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1233525.51    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $7200214.76    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11490000 | PA      | $12201807.33   | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   19184000 | PA      | $20193242.76   | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2216628.13    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5937513.10    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   41325000 | PA      | $41780359.96   | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7194000 | PA      | $7146479.28    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1342822.62    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7937000 | PA      | $8585276.07    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $9170811.50    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11601000 | PA      | $11780623.90   | 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        |   12830000 | PA      | $11331223.46   | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   15594000 | PA      | $13230552.71   | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   17119000 | PA      | $13807294.49   | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7604000 | PA      | $7521810.26    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   14921000 | PA      | $11457919.72   | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $4293804.28    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   16572000 | PA      | $16569739.56   | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6742000 | PA      | $6340832.56    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    9782000 | PA      | $6838055.70    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8533000 | PA      | $7951475.69    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6395000 | PA      | $5854401.38    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3411000 | PA      | $2463928.57    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $3215178.99    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   12882000 | PA      | $13257569.05   | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11162000 | PA      | $10935607.45   | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5749819.32    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $6178509.27    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5395702.60    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7895019.30    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    8448000 | PA      | $6547274.98    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   16220000 | PA      | $16028836.70   | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2237828.74    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5249102.69    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    8951000 | PA      | $9284057.75    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    4058000 | PA      | $4088856.75    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4431047.55    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2036549.69    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    8027000 | PA      | $6984802.75    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10844000 | PA      | $9196776.82    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   11253000 | PA      | $8295007.02    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $3097329.96    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   17383000 | PA      | $11062480.95   | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9717000 | PA      | $8238721.08    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6654000 | PA      | $5163772.32    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9648000 | PA      | $7311893.41    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $9806163.69    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   15634000 | PA      | $15322578.41   | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6132000 | PA      | $3672806.63    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   13286000 | PA      | $11689497.06   | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9560000 | PA      | $6122677.00    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6115000 | PA      | $4831907.87    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10088000 | PA      | $10494233.20   | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3389309.34    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    5215000 | PA      | $5367286.20    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    5251000 | PA      | $5291209.82    | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $9834501.14    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10358000 | PA      | $10403673.40   | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    7897000 | PA      | $6382351.68    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   13123000 | PA      | $10340356.94   | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    5772000 | PA      | $4025654.71    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    9299000 | PA      | $5899579.70    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2862000 | PA      | $2953381.12    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1939484.10    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1943203 | PA      | $1858898.56    | 0.00%             | 2030-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4005876.20    | 0.00%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3199414.57    | 0.00%             | 2043-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                 | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2676976 | PA      | $2580263.09    | 0.00%             | 2031-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $5568613.71    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    5517000 | PA      | $5469884.16    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    8559000 | PA      | $8525374.77    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $6045675.84    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   31163000 | PA      | $29321594.16   | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    8289000 | PA      | $7424071.88    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    8194000 | PA      | $7362973.84    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    6981000 | PA      | $4569560.27    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1511162.82    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   12153000 | PA      | $13289337.62   | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1148849.81    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   13747000 | PA      | $12512605.16   | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   15367000 | PA      | $15459293.23   | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   13550000 | PA      | $13577244.74   | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5326316.12    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   12445000 | PA      | $12732631.08   | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   20380000 | PA      | $20929673.39   | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5988795.58    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    8852000 | PA      | $7846656.84    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $2955375.76    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   14863000 | PA      | $14678535.30   | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    5611000 | PA      | $5538867.67    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4746000 | PA      | $3832035.26    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   16669000 | PA      | $16472601.42   | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4958000 | PA      | $4973454.57    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    7256000 | PA      | $6967757.73    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    9029000 | PA      | $8427056.52    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $1993377.78    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   10096000 | PA      | $9974793.22    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4762595.75    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8548000 | PA      | $8490602.12    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6772000 | PA      | $7373906.17    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8487000 | PA      | $8604392.70    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6858722.98    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   12844000 | PA      | $13445024.41   | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3789814.10    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    8653000 | PA      | $8653144.63    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    6071000 | PA      | $6112624.42    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $7543114.36    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3858461.56    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    7665000 | PA      | $6923732.97    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4720000 | PA      | $5040073.58    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     975000 | PA      | $877414.94     | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   11785000 | PA      | $11601846.06   | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8385000 | PA      | $8823522.29    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    4339000 | PA      | $4555072.94    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    5428000 | PA      | $4750896.51    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3776176.39    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6488980.50    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    7737000 | PA      | $6854030.02    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   14108000 | PA      | $12048066.69   | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    3344000 | PA      | $3357141.97    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   18158000 | PA      | $18697980.89   | 0.01%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    5694000 | PA      | $5797927.52    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   11397000 | PA      | $11162567.63   | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   13470000 | PA      | $11901264.06   | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3988000 | PA      | $3241811.49    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   14643000 | PA      | $14451650.67   | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     448000 | PA      | $410098.91     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6125000 | PA      | $6189456.55    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $4622936.69    | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   10947000 | PA      | $9134573.73    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   14456000 | PA      | $14349725.17   | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   20173000 | PA      | $18874376.03   | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   13433000 | PA      | $12225656.87   | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   14755000 | PA      | $11035473.99   | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   14519000 | PA      | $14328880.60   | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5350786.83    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    6770000 | PA      | $3773050.84    | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $1259805.22    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $4340998.37    | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    7701000 | PA      | $6742793.25    | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   19842000 | PA      | $12521112.41   | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3126000 | PA      | $3212177.96    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2737209.59    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3059115.43    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6892000 | PA      | $6768099.64    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   28700000 | PA      | $29040609.80   | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   15294000 | PA      | $16239838.71   | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   17606000 | PA      | $17760603.17   | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4233000 | PA      | $4195271.64    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    8634000 | PA      | $8662249.37    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2709709.04    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    4618000 | PA      | $4075663.78    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5321000 | PA      | $6169686.42    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6942000 | PA      | $8074684.71    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7074000 | PA      | $8304760.39    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   12049000 | PA      | $10607792.41   | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    5971000 | PA      | $5665703.12    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    8437000 | PA      | $7303643.22    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12653000 | PA      | $12689705.43   | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9495000 | PA      | $8670156.24    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    5195000 | PA      | $5504159.59    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   10400000 | PA      | $10352954.94   | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   17092000 | PA      | $16404279.15   | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   12847000 | PA      | $8345461.14    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   10060000 | PA      | $9067616.88    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   12035000 | PA      | $11662409.40   | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   11475000 | PA      | $10800602.96   | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   16522000 | PA      | $14655481.01   | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   12520000 | PA      | $8035954.60    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2764000 | PA      | $2832284.17    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26598000 | PA      | $22953962.32   | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $6883224.97    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    9752000 | PA      | $6535117.24    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13688000 | PA      | $13731624.52   | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   21422000 | PA      | $21775688.04   | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   11094000 | PA      | $11601882.74   | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1833011.86    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   14824000 | PA      | $15687900.01   | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    9248000 | PA      | $9728420.47    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9886000 | PA      | $8466447.56    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14084000 | PA      | $14086548.71   | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6770000 | PA      | $6699558.55    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   13799000 | PA      | $13691615.17   | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14891000 | PA      | $14194223.50   | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   17094500 | PA      | $11703571.15   | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   15735000 | PA      | $13390201.51   | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3543000 | PA      | $3454354.29    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   32571000 | PA      | $34286439.28   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10583000 | PA      | $10773911.71   | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10185000 | PA      | $10712615.24   | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10185000 | PA      | $10987815.08   | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   27005000 | PA      | $30169338.01   | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10334000 | PA      | $10495188.47   | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   13165000 | PA      | $13591990.63   | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11312000 | PA      | $11811291.52   | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   17825000 | PA      | $18299863.87   | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11283000 | PA      | $11994232.03   | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5535000 | PA      | $5857743.99    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2528781.80    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6675000 | PA      | $6824524.95    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8125000 | PA      | $8382075.25    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   10215000 | PA      | $12051076.82   | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    5651000 | PA      | $5621624.52    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   11832000 | PA      | $13925425.60   | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    7454000 | PA      | $8457040.52    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7014000 | PA      | $7665560.51    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7663500 | PA      | $8905037.03    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6911000 | PA      | $7053747.80    | 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        |   13430000 | PA      | $14255386.27   | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3285349.36    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5179504.10    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7562000 | PA      | $7367803.91    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11593000 | PA      | $10416873.56   | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22528000 | PA      | $22723381.03   | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9389283.44    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12118000 | PA      | $10952901.17   | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7445000 | PA      | $7664876.66    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $11162881.38   | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $7835182.95    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4347000 | PA      | $4758478.27    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   39050000 | PA      | $37878582.48   | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15694000 | PA      | $16108945.87   | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8818000 | PA      | $9077175.06    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18544000 | PA      | $19038296.67   | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   35503000 | PA      | $34948556.36   | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1920148.72    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $7313252.52    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $15260474.01   | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | ENEL AMERICAS SA               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    7682500 | PA      | $7667938.09    | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |   14666000 | PA      | $14903244.06   | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13405000 | PA      | $13642076.33   | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22892000 | PA      | $22572556.37   | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18110000 | PA      | $18420675.18   | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   19132000 | PA      | $19683532.36   | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   48673000 | PA      | $49515804.42   | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   17430000 | PA      | $16922884.78   | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   30803000 | PA      | $26373762.19   | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   34288000 | PA      | $34606677.41   | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    3251000 | PA      | $3282103.96    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   12718000 | PA      | $11368329.60   | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Enstar Finance LLC                                                               | ENSTAR FINANCE                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8128000 | PA      | $8065760.65    | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2631478.73    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   11839000 | PA      | $11710047.23   | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    8916000 | PA      | $6559087.33    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   19420000 | PA      | $18108320.70   | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4123000 | PA      | $3886566.84    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   10469000 | PA      | $9360357.94    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   16475000 | PA      | $17251525.57   | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   11749000 | PA      | $11398497.98   | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   12110000 | PA      | $11159725.73   | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $5718095.94    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8812000 | PA      | $8263093.12    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8418000 | PA      | $8279600.12    | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    6292000 | PA      | $6203713.71    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   13885000 | PA      | $13330196.20   | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5667663.27    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   10925000 | PA      | $8864548.42    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8865000 | PA      | $5681297.88    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3949839.71    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   15747000 | PA      | $13820428.04   | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    8062000 | PA      | $6132173.12    | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   14682000 | PA      | $13052127.56   | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2926848.25    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     780000 | PA      | $787413.23     | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1838620.05    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11847598.39   | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4973811.46    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1215775.20    | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    4509000 | PA      | $3269496.11    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   11986000 | PA      | $10470142.85   | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $3070842.41    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2045712.25    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2216000 | PA      | $2271829.13    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4054000 | PA      | $3317716.53    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   10937000 | PA      | $6632893.38    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1580969.60    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8189115.54    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     987000 | PA      | $1011287.17    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $7631903.30    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $3569381.79    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4072354.85    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8809251.85    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7939741.79    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9363000 | PA      | $10613690.04   | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3968500 | PA      | $4512667.26    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9468000 | PA      | $10233356.27   | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $5654873.04    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9369000 | PA      | $9899761.84    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12482000 | PA      | $11598588.68   | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14832000 | PA      | $13113096.61   | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14857000 | PA      | $13681787.42   | 0.00%             | 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        |    9355000 | PA      | $8886047.32    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10153000 | PA      | $9136292.86    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   21400000 | PA      | $19648021.04   | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6483000 | PA      | $6479703.93    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2024000 | PA      | $2020588.01    | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   19642000 | PA      | $16350443.25   | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9183000 | PA      | $9125009.29    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   19037000 | PA      | $17015222.54   | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   56691000 | PA      | $54684099.71   | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17938000 | PA      | $14643121.81   | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $10107157.75   | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15141000 | PA      | $11263681.23   | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14163000 | PA      | $10567732.86   | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14105000 | PA      | $9559385.34    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14882000 | PA      | $10113109.79   | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     912000 | PA      | $953354.55     | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     565000 | PA      | $569298.39     | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17140000 | PA      | $17290408.68   | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   19383000 | PA      | $19162213.31   | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8397337.45    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   19146000 | PA      | $19353393.94   | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12198552.75   | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5             | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6775000 | PA      | $6753307.81    | 0.00%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3115000 | PA      | $3081573.87    | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4               | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3825000 | PA      | $3774104.93    | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   10801000 | PA      | $10225246.77   | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   19740000 | PA      | $17448830.06   | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3269876.06    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   22499000 | PA      | $22976041.63   | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $5077625.84    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   16052000 | PA      | $15815233.50   | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   28429000 | PA      | $27208999.66   | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11521881.66   | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    6434000 | PA      | $5806082.12    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7436000 | PA      | $4858733.80    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7757000 | PA      | $7291015.88    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    5306000 | PA      | $3386393.51    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4374207.20    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $11530992.79   | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    9145000 | PA      | $6379486.96    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   21620500 | PA      | $21433158.52   | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   24597000 | PA      | $17622327.58   | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9580000 | PA      | $9461188.97    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   33984500 | PA      | $32588339.32   | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9273000 | PA      | $7897369.90    | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13309000 | PA      | $10345362.71   | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   20542000 | PA      | $19013489.85   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $7281437.56    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    5115000 | PA      | $5347699.25    | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    6925000 | PA      | $7254551.70    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    7233000 | PA      | $6731417.89    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6084000 | PA      | $4146793.40    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10702915.61   | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6989000 | PA      | $7161213.50    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   12015000 | PA      | $12150728.79   | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $4822296.63    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1906506.34    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7755000 | PA      | $6733015.80    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $12437877.22   | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   13613000 | PA      | $12892316.01   | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    6907000 | PA      | $6151555.47    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $3491030.80    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7160579.68    | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2061642.27    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3269002.66    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5546512.70    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    5377000 | PA      | $5857305.00    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    7646000 | PA      | $6470371.91    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    9794000 | PA      | $9675217.15    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    6451000 | PA      | $5215142.95    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   12582000 | PA      | $8362220.19    | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   19832000 | PA      | $18453004.85   | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   14176000 | PA      | $13213832.21   | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   13189000 | PA      | $11643186.42   | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   10274000 | PA      | $10348242.40   | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    8868000 | PA      | $8891401.48    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   18800000 | PA      | $19096757.61   | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   23470000 | PA      | $23785211.30   | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   16040000 | PA      | $16198633.93   | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   42685000 | PA      | $45072169.41   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   20860000 | PA      | $20422155.99   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   17501000 | PA      | $16153661.66   | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   11363000 | PA      | $9984898.89    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   23640000 | PA      | $20418159.56   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    4894000 | PA      | $4604191.73    | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   11716000 | PA      | $10270004.59   | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    8832000 | PA      | $8550035.95    | 0.00%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   48684000 | PA      | $47080828.58   | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    2505000 | PA      | $2349273.23    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   29252000 | PA      | $29014577.21   | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   66188000 | PA      | $66528591.63   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   36816000 | PA      | $36267030.26   | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   59485000 | PA      | $59112188.92   | 0.02%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   45012000 | PA      | $46086186.54   | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   42770000 | PA      | $43196859.23   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   58830000 | PA      | $59067447.33   | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   54680000 | PA      | $55188680.99   | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |  144126000 | PA      | $149342965.68  | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   54127000 | PA      | $55600159.51   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   65365000 | PA      | $65442193.17   | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   83855000 | PA      | $86420736.15   | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   51558000 | PA      | $53429139.31   | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   57075000 | PA      | $57397506.68   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |  138610000 | PA      | $140882581.39  | 0.04%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   31373000 | PA      | $31500468.40   | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $4941697.57    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   12785000 | PA      | $9026807.45    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   13005000 | PA      | $8395013.92    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   24957000 | PA      | $23658049.10   | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7314132.16    | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2781880.28    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2847389.48    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1527421.46    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    7171000 | PA      | $6567553.80    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4467321.73    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9873264.70    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   11433000 | PA      | $11564822.59   | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | EVERGY MISSOURI                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3358098.41    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    7986000 | PA      | $7813994.46    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   12795000 | PA      | $12758131.10   | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4258000 | PA      | $3075434.76    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   11115000 | PA      | $9760641.92    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5453000 | PA      | $4916631.80    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    8877000 | PA      | $8213317.77    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   18191000 | PA      | $18683276.16   | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   20009000 | PA      | $20291954.14   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9847664.51    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8023486.39    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   23496000 | PA      | $24902363.41   | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2175142.01    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    5613000 | PA      | $5753580.36    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   11511000 | PA      | $11655238.67   | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    9137000 | PA      | $9524873.64    | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   10946000 | PA      | $10813419.99   | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6856000 | PA      | $6390739.06    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2511341.69    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   24249000 | PA      | $23988906.83   | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1439821.69    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7176000 | PA      | $7036298.38    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5506000 | PA      | $5143942.55    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5064000 | PA      | $3956037.87    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   14088000 | PA      | $14409087.02   | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   11109000 | PA      | $10876209.44   | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    9114000 | PA      | $9373912.04    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   21276000 | PA      | $22103479.10   | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $11554895.87   | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5567213.48    | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   10863000 | PA      | $11080232.11   | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                       | EART 2024-3A B                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3267728.10    | 0.00%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                       | EART 2024-5A B                 | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $460611.98     | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EART 2021-3A D                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1786973 | PA      | $1765728.00    | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EART 2022-4A D                 | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     570787 | PA      | $575517.57     | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A D                 | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174926 | PA      | $1175011.37    | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A C                 | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1221655 | PA      | $1230579.67    | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                       | EART 2024-4A B                 | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2562500 | PA      | $2578354.19    | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A C                 | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     121314 | PA      | $121364.99     | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A D                 | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1469911.69    | 0.00%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A C                 | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     216613 | PA      | $216896.46     | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A D                 | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1067443.34    | 0.00%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EART 2022-1A D                 | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1265715 | PA      | $1258429.12    | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                    | EART 2025-1A A3                | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $2204911.06    | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A C                 | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     301996 | PA      | $302480.05     | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A D                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $534847.90     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7333000 | PA      | $7649884.48    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7160000 | PA      | $7306757.02    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   14954000 | PA      | $14821949.44   | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    4787000 | PA      | $4572365.66    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $4808635.59    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   12427000 | PA      | $12519745.14   | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   15340000 | PA      | $15749457.54   | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6180000 | PA      | $6037282.40    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    7925000 | PA      | $6949257.12    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6090000 | PA      | $5310959.81    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13595000 | PA      | $9918435.81    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    9925000 | PA      | $9637084.85    | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   14139000 | PA      | $12485370.46   | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13000000 | PA      | $13077389.23   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    7095000 | PA      | $7195048.66    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   19449000 | PA      | $19895909.76   | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13750000 | PA      | $14366116.56   | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   12035000 | PA      | $12620624.29   | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   12155000 | PA      | $12255425.13   | 0.00%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    7255000 | PA      | $7363498.52    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5880000 | PA      | $5975766.30    | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    9480000 | PA      | $9492162.83    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   11975000 | PA      | $11972473.86   | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6600000 | PA      | $6626309.17    | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   11700000 | PA      | $11876319.45   | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6500000 | PA      | $6720615.86    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    9925000 | PA      | $10547461.06   | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13020000 | PA      | $12883317.41   | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   26070000 | PA      | $25747457.74   | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   30710000 | PA      | $30849132.63   | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   43795000 | PA      | $44383682.91   | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   13065000 | PA      | $13661578.72   | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   32050000 | PA      | $32071709.09   | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   22950000 | PA      | $23165907.98   | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    8145000 | PA      | $7335719.34    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   13536000 | PA      | $11757252.00   | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    6714000 | PA      | $6619924.38    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9092170.62    | 0.00%             | 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        |    4910000 | PA      | $5121589.32    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3264000 | PA      | $3241494.84    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    5059000 | PA      | $4536148.15    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    9113000 | PA      | $8030239.73    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    7326000 | PA      | $7781539.08    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $8415176.07    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    8390000 | PA      | $8548012.04    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   11745000 | PA      | $11999444.70   | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $10920068.49   | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   12818000 | PA      | $10222274.21   | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   26441000 | PA      | $22438778.18   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11592000 | PA      | $9271529.58    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   21925000 | PA      | $15237380.29   | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   20182000 | PA      | $19194543.23   | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   31019000 | PA      | $28414740.95   | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   35455000 | PA      | $30415180.79   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10530000 | PA      | $10468324.24   | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   25540000 | PA      | $24964274.64   | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   39334000 | PA      | $28809650.04   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   31468000 | PA      | $29366749.52   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6578016.01    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    6751000 | PA      | $6671942.06    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   15744000 | PA      | $14874573.35   | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    8458000 | PA      | $8452778.76    | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB CORP                       | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    5092000 | PA      | $5181909.77    | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3106000 | PA      | $3019516.03    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $9256719.28    | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1208182.62    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   21348000 | PA      | $21245439.59   | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   23172000 | PA      | $23073456.80   | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   48144000 | PA      | $46841658.08   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   31832000 | PA      | $27311326.72   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $16924599.06   | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   22270000 | PA      | $22719988.49   | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   13122000 | PA      | $13550196.24   | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2203553.04    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   35058000 | PA      | $35508479.27   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   25029000 | PA      | $25685714.69   | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   15598000 | PA      | $15801704.72   | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   15399000 | PA      | $15703411.40   | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   13098000 | PA      | $13260968.53   | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   38716000 | PA      | $38271274.68   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   35847000 | PA      | $35582743.07   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    5134000 | PA      | $5045479.08    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    6778000 | PA      | $6263306.52    | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   13182000 | PA      | $13351307.61   | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    7073000 | PA      | $7097639.39    | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3820000 | PA      | $3607266.12    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   10275000 | PA      | $10688991.66   | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5587000 | PA      | $5942165.10    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   14511000 | PA      | $15344758.92   | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    7910000 | PA      | $8133525.02    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5435000 | PA      | $5636036.99    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5400000 | PA      | $5808254.00    | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00771                      | CUSIP: 31283G2C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        647 | PA      | $658.39        | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00782                      | CUSIP: 31283G2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        818 | PA      | $835.70        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00793                      | CUSIP: 31283G3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        198 | PA      | $200.91        | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00801                      | CUSIP: 31283G3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        662 | PA      | $665.34        | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                      | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8154 | PA      | $8525.10       | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00815                      | CUSIP: 31283G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2673 | PA      | $2794.11       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00848                      | CUSIP: 31283G5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $35.52         | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00855                      | CUSIP: 31283G5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1771 | PA      | $1807.67       | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00883                      | CUSIP: 31283G6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $59.65         | 0.00%             | 2027-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00884                      | CUSIP: 31283G6V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        221 | PA      | $225.04        | 0.00%             | 2027-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00897                      | CUSIP: 31283G7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        438 | PA      | $445.57        | 0.00%             | 2028-01-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00415                      | CUSIP: 31283GN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $2.91          | 0.00%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00473                      | CUSIP: 31283GQ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        565 | PA      | $566.27        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00510                      | CUSIP: 31283GR74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        192 | PA      | $193.20        | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00544                      | CUSIP: 31283GS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1324 | PA      | $1337.81       | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00550                      | CUSIP: 31283GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         85 | PA      | $86.00         | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00556                      | CUSIP: 31283GTM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         49 | PA      | $48.97         | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00582                      | CUSIP: 31283GUF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         55 | PA      | $55.74         | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00598                      | CUSIP: 31283GUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.49          | 0.00%             | 2026-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00669                      | CUSIP: 31283GW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         97 | PA      | $97.91         | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00702                      | CUSIP: 31283GX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1230 | PA      | $1247.39       | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00673                      | CUSIP: 31283GXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        253 | PA      | $255.66        | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00694                      | CUSIP: 31283GXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        192 | PA      | $193.49        | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00696                      | CUSIP: 31283GXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        144 | PA      | $144.67        | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00729                      | CUSIP: 31283GY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        889 | PA      | $904.32        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00730                      | CUSIP: 31283GY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $6.67          | 0.00%             | 2025-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00726                      | CUSIP: 31283GYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        359 | PA      | $365.14        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00766                      | CUSIP: 31283GZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1499 | PA      | $1525.87       | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1348308 | PA      | $1396244.41    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     763634 | PA      | $791140.21     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01771                      | CUSIP: 31283H6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413068 | PA      | $428223.59     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00920                      | CUSIP: 31283HAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        317 | PA      | $331.48        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00921                      | CUSIP: 31283HAW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1617 | PA      | $1645.51       | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00924                      | CUSIP: 31283HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3570 | PA      | $3613.26       | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00951                      | CUSIP: 31283HBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        875 | PA      | $893.71        | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00982                      | CUSIP: 31283HCT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1509 | PA      | $1532.36       | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00986                      | CUSIP: 31283HCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1297 | PA      | $1321.09       | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00987                      | CUSIP: 31283HCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        421 | PA      | $429.10        | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01042                      | CUSIP: 31283HEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        945 | PA      | $988.32        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01090                      | CUSIP: 31283HF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        371 | PA      | $386.90        | 0.00%             | 2029-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01091                      | CUSIP: 31283HF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4741 | PA      | $4956.69       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01097                      | CUSIP: 31283HGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2311 | PA      | $2412.85       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01131                      | CUSIP: 31283HHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2652 | PA      | $2789.24       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01169                      | CUSIP: 31283HJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7387 | PA      | $7501.44       | 0.00%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01174                      | CUSIP: 31283HJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        185 | PA      | $194.96        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01200                      | CUSIP: 31283HKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1216 | PA      | $1270.98       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01223                      | CUSIP: 31283HLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2173 | PA      | $2272.30       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01309                      | CUSIP: 31283HN27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13815 | PA      | $14535.34      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01311                      | CUSIP: 31283HN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5220 | PA      | $5467.39       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7596 | PA      | $7967.27       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7872 | PA      | $8250.71       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01381                      | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     291157 | PA      | $305770.06     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89759 | PA      | $94206.38      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01449                      | CUSIP: 31283HTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8278 | PA      | $8681.85       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117729 | PA      | $116466.27     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459587 | PA      | $467097.92     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01665                      | CUSIP: 31283HZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     983236 | PA      | $1016768.22    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416253 | PA      | $430219.49     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C61574                      | CUSIP: 31287LXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1322 | PA      | $1361.65       | 0.00%             | 2031-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62770                      | CUSIP: 31287NCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19056 | PA      | $20172.95      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62910                      | CUSIP: 31287NGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        170 | PA      | $170.55        | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63421                      | CUSIP: 31287NYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2160 | PA      | $2288.88       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63990                      | CUSIP: 31287PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16764 | PA      | $17734.45      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64644                      | CUSIP: 31287QER8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52451 | PA      | $55083.02      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64701                      | CUSIP: 31287QGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3683 | PA      | $3882.56       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66239                      | CUSIP: 31287R4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4369 | PA      | $4635.42       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66953                      | CUSIP: 31287SWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7505 | PA      | $7930.03       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67999                      | CUSIP: 31287T3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13257 | PA      | $14031.95      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67305                      | CUSIP: 31287TDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10404 | PA      | $11044.91      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76970                      | CUSIP: 31288FW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18805 | PA      | $19374.21      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78071                      | CUSIP: 31288G6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31982 | PA      | $32920.27      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77411                      | CUSIP: 31288GGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2720 | PA      | $2759.04       | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77913                      | CUSIP: 31288GYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74510 | PA      | $76965.85      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78194                      | CUSIP: 31288HC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10932 | PA      | $11279.43      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78521                      | CUSIP: 31288HPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28845 | PA      | $29333.06      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78532                      | CUSIP: 31288HPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9258 | PA      | $9573.08       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78533                      | CUSIP: 31288HPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25226 | PA      | $26085.75      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78534                      | CUSIP: 31288HPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22184 | PA      | $22940.58      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78815                      | CUSIP: 31288HYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10069 | PA      | $10239.19      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78826                      | CUSIP: 31288HYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5690 | PA      | $5738.07       | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78865                      | CUSIP: 31288HZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46239 | PA      | $46967.00      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79876                      | CUSIP: 31288J6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17773 | PA      | $18287.41      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79410                      | CUSIP: 31288JN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57294 | PA      | $58934.76      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79462                      | CUSIP: 31288JQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        836 | PA      | $863.30        | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79584                      | CUSIP: 31288JUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13763 | PA      | $14220.98      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D97911                      | CUSIP: 3128E4YG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4449 | PA      | $4486.43       | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D99020                      | CUSIP: 3128E6AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1099530 | PA      | $1083171.66    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D67367                      | CUSIP: 3128F7FG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        345 | PA      | $345.22        | 0.00%             | 2026-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D68234                      | CUSIP: 3128F8EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $59.05         | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D68467                      | CUSIP: 3128F8MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        187 | PA      | $186.97        | 0.00%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D70700                      | CUSIP: 3128FBX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        211 | PA      | $211.31        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D71933                      | CUSIP: 3128FDEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        405 | PA      | $408.04        | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D73786                      | CUSIP: 3128FFF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        626 | PA      | $632.11        | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D75193                      | CUSIP: 3128FGXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        840 | PA      | $849.50        | 0.00%             | 2026-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D76185                      | CUSIP: 3128FH2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $248.77        | 0.00%             | 2026-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D77121                      | CUSIP: 3128FJ4E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1459 | PA      | $1477.73       | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D77482                      | CUSIP: 3128FKJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        974 | PA      | $1018.70       | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D77630                      | CUSIP: 3128FKPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         99 | PA      | $99.13         | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D78467                      | CUSIP: 3128FLMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        408 | PA      | $426.93        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D78691                      | CUSIP: 3128FLUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2189 | PA      | $2288.71       | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D80431                      | CUSIP: 3128FPPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        682 | PA      | $712.73        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D81498                      | CUSIP: 3128FQUX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1932 | PA      | $1975.61       | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D84682                      | CUSIP: 3128FUFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        689 | PA      | $704.33        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D85746                      | CUSIP: 3128FVL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1110 | PA      | $1160.06       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 847154                      | CUSIP: 3128HD5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6886 | PA      | $7057.59       | 0.00%             | 2033-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2692                      | CUSIP: 3128JM3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1323 | PA      | $1357.46       | 0.00%             | 2034-12-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                      | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11008 | PA      | $11301.61      | 0.00%             | 2035-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2934                      | CUSIP: 3128JNEG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6334 | PA      | $6545.34       | 0.00%             | 2036-03-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B3519                      | CUSIP: 3128JNYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125607 | PA      | $130681.61     | 0.00%             | 2037-08-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                      | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32445 | PA      | $33697.81      | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37374 | PA      | $38819.12      | 0.00%             | 2040-05-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226431 | PA      | $234886.02     | 0.00%             | 2040-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45333 | PA      | $47058.00      | 0.00%             | 2040-06-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40869                      | CUSIP: 3128K06E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9714 | PA      | $10087.23      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40879                      | CUSIP: 3128K06Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207191 | PA      | $211035.80     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40182                      | CUSIP: 3128K0FX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6313 | PA      | $6431.11       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40269                      | CUSIP: 3128K0JN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64874 | PA      | $67363.99      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40328                      | CUSIP: 3128K0LH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15045 | PA      | $15632.51      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40359                      | CUSIP: 3128K0MG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9861 | PA      | $10255.44      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40452                      | CUSIP: 3128K0QD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60533 | PA      | $62845.09      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40511                      | CUSIP: 3128K0R88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43484 | PA      | $45171.27      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40513                      | CUSIP: 3128K0SA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6034 | PA      | $6264.89       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28024 | PA      | $29163.12      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41693                      | CUSIP: 3128K13A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37263 | PA      | $38702.65      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41731                      | CUSIP: 3128K14Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24685 | PA      | $25544.46      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41738                      | CUSIP: 3128K14X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7730 | PA      | $8020.43       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40930                      | CUSIP: 3128K1A76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22576 | PA      | $23447.94      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41047                      | CUSIP: 3128K1EU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15896 | PA      | $16507.67      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41048                      | CUSIP: 3128K1EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41070 | PA      | $42640.27      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41049                      | CUSIP: 3128K1EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12638 | PA      | $13125.99      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41066                      | CUSIP: 3128K1FF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655648 | PA      | $681849.73     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41068                      | CUSIP: 3128K1FH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     339226 | PA      | $345572.94     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                      | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214331 | PA      | $218370.41     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41326                      | CUSIP: 3128K1PK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179742 | PA      | $186830.13     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41390                      | CUSIP: 3128K1RK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36482 | PA      | $37917.89      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171949 | PA      | $178953.86     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41926                      | CUSIP: 3128K2D71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4756 | PA      | $4949.20       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41897                      | CUSIP: 3128K2DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6981 | PA      | $7263.88       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41989                      | CUSIP: 3128K2F61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66764 | PA      | $69478.22      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42152                      | CUSIP: 3128K2L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22766 | PA      | $23647.41      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42136                      | CUSIP: 3128K2LR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17653 | PA      | $18328.41      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42254                      | CUSIP: 3128K2QF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26098 | PA      | $27110.00      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42306                      | CUSIP: 3128K2R35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43625 | PA      | $44469.45      | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44897                      | CUSIP: 3128K5NN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174356 | PA      | $183433.87     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46224                      | CUSIP: 3128K64H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168109 | PA      | $171223.58     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46278                      | CUSIP: 3128K66P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267476 | PA      | $272431.16     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46279                      | CUSIP: 3128K66Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231104 | PA      | $235422.47     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46280                      | CUSIP: 3128K66R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23350 | PA      | $23784.21      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A45728                      | CUSIP: 3128K6LH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107611 | PA      | $109621.36     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46901                      | CUSIP: 3128K7U22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62365 | PA      | $63452.85      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                      | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235932 | PA      | $240359.22     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47038                      | CUSIP: 3128K7ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66563 | PA      | $67825.63      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47040                      | CUSIP: 3128K7ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54118 | PA      | $55142.93      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47056                      | CUSIP: 3128K7ZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32411 | PA      | $33024.15      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48063                      | CUSIP: 3128K85Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65430 | PA      | $68047.63      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17630 | PA      | $17929.94      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47402                      | CUSIP: 3128K8GK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77524 | PA      | $78966.22      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47414                      | CUSIP: 3128K8GX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189884 | PA      | $193398.58     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47597                      | CUSIP: 3128K8NN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176913 | PA      | $180234.79     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48126                      | CUSIP: 3128K9A38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2721 | PA      | $2823.69       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48106                      | CUSIP: 3128K9AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16285 | PA      | $16941.30      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48575                      | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49298 | PA      | $51917.91      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49896                      | CUSIP: 3128KA7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64725 | PA      | $68205.58      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49323                      | CUSIP: 3128KALC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97845 | PA      | $102515.73     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50801                      | CUSIP: 3128KC3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9557 | PA      | $10031.12      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50314                      | CUSIP: 3128KCK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17638 | PA      | $18607.72      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50516                      | CUSIP: 3128KCSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11424 | PA      | $12044.28      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50520                      | CUSIP: 3128KCSH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38301 | PA      | $40126.43      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50524                      | CUSIP: 3128KCSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84532 | PA      | $88713.69      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50685                      | CUSIP: 3128KCXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16331 | PA      | $17238.93      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50923                      | CUSIP: 3128KDAY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98203 | PA      | $103425.30     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50937                      | CUSIP: 3128KDBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17810 | PA      | $18391.69      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50942                      | CUSIP: 3128KDBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35392 | PA      | $37362.00      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50950                      | CUSIP: 3128KDBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13381 | PA      | $14110.70      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51101                      | CUSIP: 3128KDGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22720 | PA      | $23983.69      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51165                      | CUSIP: 3128KDJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11400 | PA      | $12329.52      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51316                      | CUSIP: 3128KDN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12780 | PA      | $13475.94      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51442                      | CUSIP: 3128KDS71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23596 | PA      | $24771.80      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51426                      | CUSIP: 3128KDSP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27641 | PA      | $29050.34      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51607                      | CUSIP: 3128KDYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23841 | PA      | $25144.86      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51611                      | CUSIP: 3128KDYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17786 | PA      | $19170.08      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52683                      | CUSIP: 3128KE6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38074 | PA      | $40170.64      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51864                      | CUSIP: 3128KEB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15266 | PA      | $16105.28      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51958                      | CUSIP: 3128KEE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4326 | PA      | $4556.42       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51963                      | CUSIP: 3128KEFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4366 | PA      | $4598.73       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51995                      | CUSIP: 3128KEGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17119 | PA      | $18026.57      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52230                      | CUSIP: 3128KEPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21563 | PA      | $22765.07      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52536                      | CUSIP: 3128KEY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45048 | PA      | $47392.53      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53591                      | CUSIP: 3128KF7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6816 | PA      | $7178.35       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52756                      | CUSIP: 3128KFBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134226 | PA      | $141304.09     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53276                      | CUSIP: 3128KFT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        793 | PA      | $836.96        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53280                      | CUSIP: 3128KFUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33141 | PA      | $34850.36      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53411                      | CUSIP: 3128KFYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44462 | PA      | $46889.35      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53661                      | CUSIP: 3128KGB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11566 | PA      | $12218.70      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53747                      | CUSIP: 3128KGEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3882 | PA      | $4100.70       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53817                      | CUSIP: 3128KGG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13330 | PA      | $14027.93      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53991                      | CUSIP: 3128KGNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16248 | PA      | $17145.36      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54024                      | CUSIP: 3128KGPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150289 | PA      | $158363.90     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54037                      | CUSIP: 3128KGPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122847 | PA      | $129731.72     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54193                      | CUSIP: 3128KGUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63994 | PA      | $67551.79      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54656                      | CUSIP: 3128KHE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3339 | PA      | $3618.98       | 0.00%             | 2036-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54665                      | CUSIP: 3128KHFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27563 | PA      | $28961.68      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54694                      | CUSIP: 3128KHGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56628 | PA      | $61199.23      | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54837                      | CUSIP: 3128KHLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        206 | PA      | $207.91        | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55068                      | CUSIP: 3128KHTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10459 | PA      | $11021.77      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55196                      | CUSIP: 3128KHXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65640 | PA      | $69324.55      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55453                      | CUSIP: 3128KJBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43980 | PA      | $46262.96      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55594                      | CUSIP: 3128KJGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26751 | PA      | $28210.62      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55595                      | CUSIP: 3128KJGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55252 | PA      | $58343.42      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56073                      | CUSIP: 3128KJXA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11289 | PA      | $12275.57      | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56394                      | CUSIP: 3128KKC72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31544 | PA      | $33332.55      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56498                      | CUSIP: 3128KKGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71001 | PA      | $74805.98      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56513                      | CUSIP: 3128KKGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2995 | PA      | $3164.48       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56514                      | CUSIP: 3128KKGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27053 | PA      | $28507.32      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                      | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54634 | PA      | $57414.57      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56718                      | CUSIP: 3128KKPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10367 | PA      | $10927.74      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58057                      | CUSIP: 3128KL5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23732 | PA      | $25071.16      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57210                      | CUSIP: 3128KLAK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3465 | PA      | $3597.16       | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57320                      | CUSIP: 3128KLDZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26711 | PA      | $28133.50      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57408                      | CUSIP: 3128KLGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170718 | PA      | $179863.04     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57700                      | CUSIP: 3128KLRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38713 | PA      | $40733.70      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57701                      | CUSIP: 3128KLRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48665 | PA      | $51258.98      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57820                      | CUSIP: 3128KLVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21880 | PA      | $22770.11      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58177                      | CUSIP: 3128KMCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55691 | PA      | $58896.26      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58285                      | CUSIP: 3128KMF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14279 | PA      | $15063.10      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58269                      | CUSIP: 3128KMFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41024 | PA      | $42606.06      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58420                      | CUSIP: 3128KMK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12224 | PA      | $12697.83      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58604                      | CUSIP: 3128KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7570 | PA      | $7953.38       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59221                      | CUSIP: 3128KNG64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10170 | PA      | $10584.39      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A60064                      | CUSIP: 3128KQB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     487196 | PA      | $505926.84     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A60297                      | CUSIP: 3128KQKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27109 | PA      | $28198.37      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A60901                      | CUSIP: 3128KRAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27700 | PA      | $28782.98      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61985                      | CUSIP: 3128KSF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7518 | PA      | $7948.47       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62981                      | CUSIP: 3128KTJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4252 | PA      | $4630.50       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62998                      | CUSIP: 3128KTKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1344 | PA      | $1373.67       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A63820                      | CUSIP: 3128KUG50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19022 | PA      | $20097.83      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                      | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412759 | PA      | $435906.21     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65069                      | CUSIP: 3128KVT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     550921 | PA      | $582531.27     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66380                      | CUSIP: 3128KXCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43646 | PA      | $46171.28      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66447                      | CUSIP: 3128KXEU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11422 | PA      | $12070.86      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66479                      | CUSIP: 3128KXFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82084 | PA      | $86430.82      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A67052                      | CUSIP: 3128KXZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52005 | PA      | $54815.17      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68885                      | CUSIP: 3128L02S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78373 | PA      | $82756.64      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68626                      | CUSIP: 3128L0SP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48486 | PA      | $51261.01      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69202                      | CUSIP: 3128L1GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248521 | PA      | $258365.42     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69654                      | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384475 | PA      | $406318.53     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71047                      | CUSIP: 3128L4EU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50818 | PA      | $52909.51      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71408                      | CUSIP: 3128L4R55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142285 | PA      | $148141.98     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71410                      | CUSIP: 3128L4R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93601 | PA      | $99017.40      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72998                      | CUSIP: 3128L6KK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216642 | PA      | $225468.28     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A74793                      | CUSIP: 3128L8KE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     646404 | PA      | $658891.91     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77057                      | CUSIP: 3128LAZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2840 | PA      | $2954.01       | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78962                      | CUSIP: 3128LC5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6383 | PA      | $6738.11       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78227                      | CUSIP: 3128LCD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101085 | PA      | $105197.25     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78576                      | CUSIP: 3128LCQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76523 | PA      | $79590.37      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78602                      | CUSIP: 3128LCRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26877 | PA      | $28154.11      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79829                      | CUSIP: 3128LD4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286460 | PA      | $298333.94     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79832                      | CUSIP: 3128LD4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6304 | PA      | $6669.14       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39965 | PA      | $41364.96      | 0.00%             | 2042-05-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01806                      | CUSIP: 3128LXAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     465465 | PA      | $473920.36     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01820                      | CUSIP: 3128LXAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2064916 | PA      | $2142077.16    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01857                      | CUSIP: 3128LXB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179480 | PA      | $182333.10     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01864                      | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213720 | PA      | $217239.77     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01837                      | CUSIP: 3128LXBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1472713 | PA      | $1499477.70    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01838                      | CUSIP: 3128LXBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1766478 | PA      | $1797600.30    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01840                      | CUSIP: 3128LXBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     884083 | PA      | $899573.37     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     777440 | PA      | $805620.72     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01882                      | CUSIP: 3128LXCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     490341 | PA      | $499291.65     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323998 | PA      | $329939.48     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01921                      | CUSIP: 3128LXD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213098 | PA      | $217072.03     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01940                      | CUSIP: 3128LXEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40814 | PA      | $41579.13      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01978                      | CUSIP: 3128LXFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     421162 | PA      | $429038.54     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165204 | PA      | $168345.31     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02031                      | CUSIP: 3128LXHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34090 | PA      | $35433.84      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02087                      | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43327 | PA      | $45056.73      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02120                      | CUSIP: 3128LXK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4011 | PA      | $4222.77       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02168                      | CUSIP: 3128LXMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52428 | PA      | $55162.18      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151442 | PA      | $159460.84     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02324                      | CUSIP: 3128LXSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104657 | PA      | $113026.56     | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02346                      | CUSIP: 3128LXTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46292 | PA      | $48757.65      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02381                      | CUSIP: 3128LXUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64807 | PA      | $68274.25      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02390                      | CUSIP: 3128LXUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232313 | PA      | $244698.14     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03202                      | CUSIP: 3128M43K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43142 | PA      | $44852.96      | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03205                      | CUSIP: 3128M43N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635034 | PA      | $657008.01     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03238                      | CUSIP: 3128M44X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32970 | PA      | $34820.39      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02412                      | CUSIP: 3128M4AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39538 | PA      | $41703.88      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02495                      | CUSIP: 3128M4C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174987 | PA      | $184490.17     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02471                      | CUSIP: 3128M4CG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73916 | PA      | $77887.10      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     871124 | PA      | $919482.70     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02488                      | CUSIP: 3128M4CZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34023 | PA      | $35880.71      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                      | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100198 | PA      | $105605.72     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02558                      | CUSIP: 3128M4E74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36040 | PA      | $37959.19      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02562                      | CUSIP: 3128M4FB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99952 | PA      | $105364.55     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02609                      | CUSIP: 3128M4GS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4484 | PA      | $4725.05       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02682                      | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180315 | PA      | $194893.76     | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02698                      | CUSIP: 3128M4KK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158735 | PA      | $167313.53     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02787                      | CUSIP: 3128M4NC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124486 | PA      | $129388.50     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02789                      | CUSIP: 3128M4NE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5290 | PA      | $5579.16       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02805                      | CUSIP: 3128M4NW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175556 | PA      | $182383.31     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02834                      | CUSIP: 3128M4PT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273004 | PA      | $283851.22     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02998                      | CUSIP: 3128M4UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     916616 | PA      | $966325.93     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03037                      | CUSIP: 3128M4V67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     632311 | PA      | $657204.89     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03066                      | CUSIP: 3128M4W33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142469 | PA      | $150131.87     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03092                      | CUSIP: 3128M4XV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576267 | PA      | $598671.65     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03120                      | CUSIP: 3128M4YR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71384 | PA      | $75335.37      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03161                      | CUSIP: 3128M4Z22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     318337 | PA      | $331000.51     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03163                      | CUSIP: 3128M4Z48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     453132 | PA      | $471220.59     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03146                      | CUSIP: 3128M4ZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     545057 | PA      | $566666.86     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03150                      | CUSIP: 3128M4ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67506 | PA      | $70151.07      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03155                      | CUSIP: 3128M4ZU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437171 | PA      | $445371.78     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04093                      | CUSIP: 3128M53A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65857 | PA      | $68559.47      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04176                      | CUSIP: 3128M56M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     269640 | PA      | $280677.56     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03330                      | CUSIP: 3128M5A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78674 | PA      | $83091.10      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03392                      | CUSIP: 3128M5C57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51744 | PA      | $54657.22      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03428                      | CUSIP: 3128M5D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     395562 | PA      | $418181.55     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03417                      | CUSIP: 3128M5DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70769 | PA      | $74769.71      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03457                      | CUSIP: 3128M5E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89745 | PA      | $94760.18      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03432                      | CUSIP: 3128M5ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170918 | PA      | $177675.05     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03441                      | CUSIP: 3128M5EN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3525 | PA      | $3724.68       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03517                      | CUSIP: 3128M5G20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15081 | PA      | $15883.03      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03493                      | CUSIP: 3128M5GA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     606381 | PA      | $640363.27     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                      | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32431 | PA      | $34259.26      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03513                      | CUSIP: 3128M5GW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25528 | PA      | $26976.93      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03514                      | CUSIP: 3128M5GX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4165 | PA      | $4399.48       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03550                      | CUSIP: 3128M5H37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12403 | PA      | $13098.24      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03545                      | CUSIP: 3128M5HW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32471 | PA      | $34214.44      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03581                      | CUSIP: 3128M5J27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119994 | PA      | $126790.88     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03616                      | CUSIP: 3128M5K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173143 | PA      | $182885.24     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03600                      | CUSIP: 3128M5KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39933 | PA      | $43389.31      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03609                      | CUSIP: 3128M5KW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26280 | PA      | $27306.50      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558368 | PA      | $589938.21     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180026 | PA      | $190122.34     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                      | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334086 | PA      | $353030.69     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03725                      | CUSIP: 3128M5PJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93944 | PA      | $99191.79      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03811                      | CUSIP: 3128M5R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225858 | PA      | $234789.58     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03812                      | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203984 | PA      | $212350.98     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03781                      | CUSIP: 3128M5RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190175 | PA      | $201245.94     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03940                      | CUSIP: 3128M5V98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95421 | PA      | $100814.51     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                      | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160142 | PA      | $169325.96     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03973                      | CUSIP: 3128M5XA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        441 | PA      | $465.57        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03992                      | CUSIP: 3128M5XV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3304 | PA      | $3492.21       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05072                      | CUSIP: 3128M66H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670478 | PA      | $697847.54     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05090                      | CUSIP: 3128M67B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8520 | PA      | $9002.07       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04221                      | CUSIP: 3128M6AW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299279 | PA      | $311349.62     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04222                      | CUSIP: 3128M6AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258859 | PA      | $269169.25     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04240                      | CUSIP: 3128M6BH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5821 | PA      | $6250.52       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04312                      | CUSIP: 3128M6DR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513881 | PA      | $534341.55     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04334                      | CUSIP: 3128M6EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     333602 | PA      | $340044.33     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     504308 | PA      | $514024.66     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04552                      | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     556238 | PA      | $588482.54     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04576                      | CUSIP: 3128M6MZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     485513 | PA      | $513644.60     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04587                      | CUSIP: 3128M6NC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     541913 | PA      | $564237.21     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04591                      | CUSIP: 3128M6NG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69775 | PA      | $72367.07      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04645                      | CUSIP: 3128M6P69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332880 | PA      | $351666.65     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04680                      | CUSIP: 3128M6Q92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162262 | PA      | $168922.87     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04688                      | CUSIP: 3128M6RH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132757 | PA      | $138228.42     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04690                      | CUSIP: 3128M6RK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194794 | PA      | $198581.87     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                      | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156586 | PA      | $160807.22     | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04802                      | CUSIP: 3128M6U30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257911 | PA      | $268581.29     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04788                      | CUSIP: 3128M6UM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125974 | PA      | $130922.82     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04815                      | CUSIP: 3128M6VG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     873499 | PA      | $890447.83     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133818 | PA      | $136414.63     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334229 | PA      | $353555.14     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04960                      | CUSIP: 3128M6ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75117 | PA      | $78204.69      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05873                      | CUSIP: 3128M72E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8035 | PA      | $7880.70       | 0.00%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05876                      | CUSIP: 3128M72H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     592992 | PA      | $595018.64     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05894                      | CUSIP: 3128M73B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67800 | PA      | $68016.16      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4550 | PA      | $4638.20       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3366290 | PA      | $3433619.67    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05923                      | CUSIP: 3128M74G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     895407 | PA      | $932193.97     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05926                      | CUSIP: 3128M74K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55544 | PA      | $56667.39      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1017318 | PA      | $1020400.84    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     781905 | PA      | $766371.71     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5137802 | PA      | $5153226.31    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236556 | PA      | $237252.34     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                      | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110991 | PA      | $116182.86     | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05122                      | CUSIP: 3128M7AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100627 | PA      | $1145675.05    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05149                      | CUSIP: 3128M7BS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25270 | PA      | $27328.34      | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05196                      | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106748 | PA      | $111077.20     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05179                      | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350053 | PA      | $364039.77     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1995793 | PA      | $2034433.03    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     762669 | PA      | $777500.21     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05283                      | CUSIP: 3128M7FY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57366 | PA      | $59692.30      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05300                      | CUSIP: 3128M7GH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141152 | PA      | $146706.20     | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05342                      | CUSIP: 3128M7HT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75240 | PA      | $76702.93      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05345                      | CUSIP: 3128M7HW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44076 | PA      | $44869.17      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05367                      | CUSIP: 3128M7JL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141155 | PA      | $146802.58     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05392                      | CUSIP: 3128M7KD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87300 | PA      | $90875.34      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05403                      | CUSIP: 3128M7KQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51770 | PA      | $53883.03      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05447                      | CUSIP: 3128M7L46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1278693 | PA      | $1283172.83    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                      | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1076680 | PA      | $1080400.38    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344612 | PA      | $351335.74     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05508                      | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750012 | PA      | $764811.52     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05531                      | CUSIP: 3128M7PQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70553 | PA      | $74539.99      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05535                      | CUSIP: 3128M7PU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     617704 | PA      | $619785.87     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05671                      | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254044 | PA      | $264049.32     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614861 | PA      | $616895.94     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05651                      | CUSIP: 3128M7TG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314755 | PA      | $320913.88     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05695                      | CUSIP: 3128M7UU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125260 | PA      | $125678.49     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     914156 | PA      | $932386.03     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05784                      | CUSIP: 3128M7XM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43196 | PA      | $45686.57      | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05812                      | CUSIP: 3128M7YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1222962 | PA      | $1267851.72    | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05814                      | CUSIP: 3128M7YK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424954 | PA      | $440362.22     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05852                      | CUSIP: 3128M7ZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215879 | PA      | $224457.94     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05860                      | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     971643 | PA      | $1011877.62    | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06788                      | CUSIP: 3128M82V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10563 | PA      | $10910.67      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06790                      | CUSIP: 3128M82X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     276166 | PA      | $291656.27     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06814                      | CUSIP: 3128M83X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4882549 | PA      | $4779946.07    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06817                      | CUSIP: 3128M84A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     643257 | PA      | $669596.72     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06867                      | CUSIP: 3128M86C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2173323 | PA      | $2123903.03    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1110606 | PA      | $1153737.80    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06881                      | CUSIP: 3128M86S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227549 | PA      | $216783.56     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1404835 | PA      | $1433609.84    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06893                      | CUSIP: 3128M87E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448268 | PA      | $437819.39     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06031                      | CUSIP: 3128M8A87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     261119 | PA      | $271849.79     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06007                      | CUSIP: 3128M8AG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17328 | PA      | $18305.48      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06010                      | CUSIP: 3128M8AK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217782 | PA      | $1241568.45    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06020                      | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2198911 | PA      | $2289513.44    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06021                      | CUSIP: 3128M8AW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2619099 | PA      | $2726390.34    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06091                      | CUSIP: 3128M8C44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195182 | PA      | $203173.70     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06066                      | CUSIP: 3128M8CB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148504 | PA      | $156827.20     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06087                      | CUSIP: 3128M8CY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034849 | PA      | $1055022.34    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06185                      | CUSIP: 3128M8F25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98006 | PA      | $98308.43      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06168                      | CUSIP: 3128M8FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     408161 | PA      | $390198.99     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001789 | PA      | $957769.70     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06193                      | CUSIP: 3128M8GA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     386697 | PA      | $402532.75     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06249                      | CUSIP: 3128M8H23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13468 | PA      | $14239.47      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06231                      | CUSIP: 3128M8HG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237431 | PA      | $232406.62     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06353                      | CUSIP: 3128M8MA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358809 | PA      | $373496.72     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     758907 | PA      | $744314.25     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06367                      | CUSIP: 3128M8MQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     638326 | PA      | $674540.87     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06534                      | CUSIP: 3128M8SX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     246186 | PA      | $260085.79     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     616478 | PA      | $618649.90     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1428945 | PA      | $1458160.58    | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7529531 | PA      | $7337350.88    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11572149 | PA      | $11275013.11   | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2829747 | PA      | $2755080.91    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06931                      | CUSIP: 3128M9A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134044 | PA      | $141365.86     | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06946                      | CUSIP: 3128M9BP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     531045 | PA      | $552985.41     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694227 | PA      | $696162.57     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06996                      | CUSIP: 3128M9C91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378256 | PA      | $379414.29     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06977                      | CUSIP: 3128M9CN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     724439 | PA      | $670258.51     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                      | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2032930 | PA      | $2072377.68    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     357948 | PA      | $364743.34     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07029                      | CUSIP: 3128M9EA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3402929 | PA      | $3325654.31    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07033                      | CUSIP: 3128M9EE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     554253 | PA      | $556049.39     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614768 | PA      | $626669.35     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07079                      | CUSIP: 3128M9FU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366706 | PA      | $386835.92     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07152                      | CUSIP: 3128M9H54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59042 | PA      | $57626.26      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07188                      | CUSIP: 3128M9J94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43661 | PA      | $42725.70      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07171                      | CUSIP: 3128M9JQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100550 | PA      | $98248.21      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2800544 | PA      | $2652725.85    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07239                      | CUSIP: 3128M9LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2257805 | PA      | $2094846.45    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     938653 | PA      | $957828.05     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2157664 | PA      | $2164410.37    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07326                      | CUSIP: 3128M9PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350800 | PA      | $364759.38     | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07376                      | CUSIP: 3128M9Q54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     607044 | PA      | $594346.38     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07416                      | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1216604 | PA      | $1155399.58    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07553                      | CUSIP: 3128M9WN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     824752 | PA      | $858063.87     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07859                      | CUSIP: 3128MAB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1644628 | PA      | $1646129.19    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07860                      | CUSIP: 3128MAB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112794 | PA      | $114971.75     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1844091 | PA      | $1804451.08    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1441516 | PA      | $1441981.06    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6950850 | PA      | $6603468.86    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17283165 | PA      | $16341849.08   | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4554424 | PA      | $4431266.03    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07907                      | CUSIP: 3128MADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1160557 | PA      | $1225102.08    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1383960 | PA      | $1384708.48    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2350136 | PA      | $2351389.28    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2835723 | PA      | $2673987.34    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     904123 | PA      | $904235.50     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4655532 | PA      | $4671312.86    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14197                      | CUSIP: 3128MC3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90717 | PA      | $90352.11      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14203                      | CUSIP: 3128MC3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4865 | PA      | $4855.42       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14221                      | CUSIP: 3128MC4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49572 | PA      | $49468.22      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14239                      | CUSIP: 3128MC4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10096 | PA      | $10073.87      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14240                      | CUSIP: 3128MC4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4084 | PA      | $4082.70       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14282                      | CUSIP: 3128MC6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112241 | PA      | $111498.20     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13992                      | CUSIP: 3128MCUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         83 | PA      | $82.87         | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14018                      | CUSIP: 3128MCVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7922 | PA      | $7904.48       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14120                      | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39121 | PA      | $39042.64      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14329                      | CUSIP: 3128MDA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1884 | PA      | $1879.65       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14323                      | CUSIP: 3128MDAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87723 | PA      | $87111.42      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14364                      | CUSIP: 3128MDB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2270 | PA      | $2268.93       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14335                      | CUSIP: 3128MDBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61387 | PA      | $61165.57      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14336                      | CUSIP: 3128MDBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22991 | PA      | $22940.86      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14453                      | CUSIP: 3128MDE25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1594 | PA      | $1591.04       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14444                      | CUSIP: 3128MDER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4237 | PA      | $4202.20       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                      | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265688 | PA      | $264521.90     | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14572                      | CUSIP: 3128MDJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1219 | PA      | $1216.41       | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14610                      | CUSIP: 3128MDKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47538 | PA      | $47175.61      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14649                      | CUSIP: 3128MDL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252070 | PA      | $248571.04     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14660                      | CUSIP: 3128MDMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476298 | PA      | $467436.52     | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14747                      | CUSIP: 3128MDP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34357 | PA      | $34117.55      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14748                      | CUSIP: 3128MDP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260820 | PA      | $258536.90     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14807                      | CUSIP: 3128MDR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93956 | PA      | $93158.36      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14802                      | CUSIP: 3128MDRX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     414526 | PA      | $410383.51     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14813                      | CUSIP: 3128MDSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     326297 | PA      | $322830.02     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45047 | PA      | $44875.06      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14826                      | CUSIP: 3128MDSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137390 | PA      | $135886.16     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15027                      | CUSIP: 3128MDYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6517 | PA      | $6489.89       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16044                      | CUSIP: 3128ME5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1606391 | PA      | $1551794.70    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                      | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4282371 | PA      | $4252273.58    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15204                      | CUSIP: 3128MEAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         80 | PA      | $80.34         | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15208                      | CUSIP: 3128MEAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391225 | PA      | $382216.16     | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1717701 | PA      | $1678947.27    | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314800 | PA      | $310431.20     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     647652 | PA      | $639132.87     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15688                      | CUSIP: 3128MERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650610 | PA      | $645478.40     | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15893                      | CUSIP: 3128MEXW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19030 | PA      | $18658.60      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16646                      | CUSIP: 3128MFTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1211 | PA      | $1208.43       | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16823                      | CUSIP: 3128MFYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8661 | PA      | $8641.81       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4546817 | PA      | $4498388.95    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08770                      | CUSIP: 3128MJ2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2792185 | PA      | $2606624.65    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11480344 | PA      | $11030507.12   | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4340014 | PA      | $4051589.69    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22363420 | PA      | $21487149.29   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2642481 | PA      | $2614336.58    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45371922 | PA      | $42356635.79   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08780                      | CUSIP: 3128MJ2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62563 | PA      | $60111.57      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08781                      | CUSIP: 3128MJ2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5070438 | PA      | $5016433.57    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21478880 | PA      | $20017894.80   | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08785                      | CUSIP: 3128MJ2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1847483 | PA      | $1775092.26    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10268749 | PA      | $9570273.00    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08789                      | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2766014 | PA      | $2655903.65    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1761680 | PA      | $1742916.51    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08791                      | CUSIP: 3128MJ2Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1040384 | PA      | $936389.19     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17265063 | PA      | $16090700.67   | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1951454 | PA      | $1873770.50    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12877414 | PA      | $12001497.29   | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10920597 | PA      | $10177782.13   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08801                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4077056 | PA      | $3914755.77    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31439420 | PA      | $29300923.30   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08805                      | CUSIP: 3128MJ3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156101 | PA      | $149887.05     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08813                      | CUSIP: 3128MJ3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2410108 | PA      | $2243161.08    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08814                      | CUSIP: 3128MJ3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     421444 | PA      | $404403.81     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08816                      | CUSIP: 3128MJ4A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1216339 | PA      | $1132084.14    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08817                      | CUSIP: 3128MJ4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2167761 | PA      | $2080111.27    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6191841 | PA      | $6118152.26    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08823                      | CUSIP: 3128MJ4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2171570 | PA      | $2021146.50    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4894140 | PA      | $4696254.00    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8220483 | PA      | $8122651.82    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08831                      | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22412470 | PA      | $21506261.82   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23986090 | PA      | $23016255.43   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21274390 | PA      | $21021206.01   | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08838                      | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3267223 | PA      | $3310698.87    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14690664 | PA      | $14082900.81   | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08843                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3569078 | PA      | $3523257.04    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21926521 | PA      | $21019405.33   | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2816565 | PA      | $2780405.04    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1781876 | PA      | $1805587.16    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7248533 | PA      | $6948655.76    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08857                      | CUSIP: 3128MJ5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200997 | PA      | $4985827.84    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08858                      | CUSIP: 3128MJ5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     911621 | PA      | $899062.92     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08862                      | CUSIP: 3128MJ5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1491511 | PA      | $1429806.59    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08001                      | CUSIP: 3128MJAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16576 | PA      | $16863.08      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08005                      | CUSIP: 3128MJAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109978 | PA      | $113942.87     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704175 | PA      | $729045.43     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08014                      | CUSIP: 3128MJAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157555 | PA      | $160346.94     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174348 | PA      | $180667.87     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08021                      | CUSIP: 3128MJAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47266 | PA      | $49010.44      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08062                      | CUSIP: 3128MJB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     411172 | PA      | $418714.45     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08045                      | CUSIP: 3128MJBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35175 | PA      | $35813.12      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08051                      | CUSIP: 3128MJBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237912 | PA      | $242231.45     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542144 | PA      | $562733.30     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08068                      | CUSIP: 3128MJCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     832789 | PA      | $864945.20     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     526766 | PA      | $546991.28     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08079                      | CUSIP: 3128MJCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181323 | PA      | $184676.58     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     484841 | PA      | $503660.41     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08085                      | CUSIP: 3128MJCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187363 | PA      | $190857.20     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08125                      | CUSIP: 3128MJD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57462 | PA      | $61709.62      | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08115                      | CUSIP: 3128MJDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28963 | PA      | $29510.33      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330408 | PA      | $347551.68     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08158                      | CUSIP: 3128MJE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8275 | PA      | $8958.50       | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08140                      | CUSIP: 3128MJEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42672 | PA      | $44911.65      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08146                      | CUSIP: 3128MJEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7782 | PA      | $8200.55       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08186                      | CUSIP: 3128MJF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     570856 | PA      | $593231.76     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08174                      | CUSIP: 3128MJFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37656 | PA      | $39713.22      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08180                      | CUSIP: 3128MJFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32735 | PA      | $34500.09      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159792 | PA      | $168756.16     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08222                      | CUSIP: 3128MJG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     310476 | PA      | $328106.58     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08192                      | CUSIP: 3128MJGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     510725 | PA      | $530911.21     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08205                      | CUSIP: 3128MJGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14919 | PA      | $15751.00      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     408455 | PA      | $431242.73     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08248                      | CUSIP: 3128MJH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3726 | PA      | $3878.87       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08232                      | CUSIP: 3128MJHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142310 | PA      | $150345.33     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     569438 | PA      | $601838.41     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08256                      | CUSIP: 3128MJJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69892 | PA      | $72740.96      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08263                      | CUSIP: 3128MJJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     564399 | PA      | $587567.86     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08300                      | CUSIP: 3128MJKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174262 | PA      | $181130.59     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312792 | PA      | $313863.04     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     754577 | PA      | $757118.88     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     721880 | PA      | $736110.78     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08331                      | CUSIP: 3128MJLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1348304 | PA      | $1353030.50    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08332                      | CUSIP: 3128MJLN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     712377 | PA      | $714836.93     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08353                      | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1515991 | PA      | $1521096.77    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08364                      | CUSIP: 3128MJMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410853 | PA      | $412211.25     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412065 | PA      | $1416647.10    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1022718 | PA      | $1043164.76    | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08431                      | CUSIP: 3128MJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285212 | PA      | $279215.80     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     470011 | PA      | $471337.18     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                      | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     939554 | PA      | $918923.45     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8116767 | PA      | $7730728.18    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08474                      | CUSIP: 3128MJQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428100 | PA      | $418122.56     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1235990 | PA      | $1177160.17    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1737584 | PA      | $1654099.28    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08451                      | CUSIP: 3128MJQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     426546 | PA      | $427627.34     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08457                      | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128387 | PA      | $1131183.90    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3666009 | PA      | $3582526.12    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08469                      | CUSIP: 3128MJQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1049173 | PA      | $999883.21     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                      | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1557690 | PA      | $1439331.97    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08484                      | CUSIP: 3128MJRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1675789 | PA      | $1550261.81    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201722 | PA      | $191976.06     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08497                      | CUSIP: 3128MJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     518234 | PA      | $478671.53     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08499                      | CUSIP: 3128MJRV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253998 | PA      | $234643.68     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9393308 | PA      | $8641067.53    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28123628 | PA      | $26650377.74   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2901091 | PA      | $2667751.33    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08541                      | CUSIP: 3128MJS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557546 | PA      | $528017.13     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08515                      | CUSIP: 3128MJSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1016785 | PA      | $938177.38     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08518                      | CUSIP: 3128MJSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5955590 | PA      | $5489401.05    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08521                      | CUSIP: 3128MJSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585825 | PA      | $540132.82     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08525                      | CUSIP: 3128MJSP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7051618 | PA      | $6488355.61    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7960577 | PA      | $7331312.90    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2066534 | PA      | $1901658.62    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                      | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4180607 | PA      | $3957804.87    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1835835 | PA      | $1737237.20    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     839822 | PA      | $816780.41     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08564                      | CUSIP: 3128MJTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     687519 | PA      | $687988.15     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13779073 | PA      | $13383176.37   | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08606                      | CUSIP: 3128MJU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5047919 | PA      | $4902235.82    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08577                      | CUSIP: 3128MJUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412497 | PA      | $1373283.07    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     744992 | PA      | $744964.68     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08581                      | CUSIP: 3128MJUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     502819 | PA      | $475048.62     | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1692431 | PA      | $1692345.63    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1965673 | PA      | $1966338.95    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08588                      | CUSIP: 3128MJUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1684808 | PA      | $1637063.54    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08592                      | CUSIP: 3128MJUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2010623 | PA      | $1953619.02    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08593                      | CUSIP: 3128MJUT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331765 | PA      | $331834.71     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1380413 | PA      | $1340930.31    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08596                      | CUSIP: 3128MJUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1099107 | PA      | $1096330.31    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1975420 | PA      | $1863953.92    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20000725 | PA      | $18821381.96   | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08633                      | CUSIP: 3128MJV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2341477 | PA      | $2271684.71    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1445066 | PA      | $1401575.97    | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4880163 | PA      | $4737792.75    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5381598 | PA      | $5072551.30    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08619                      | CUSIP: 3128MJVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4708063 | PA      | $4297738.99    | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3527558 | PA      | $3323268.59    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3388903 | PA      | $3288362.34    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6561877 | PA      | $6179189.90    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08628                      | CUSIP: 3128MJVW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68879 | PA      | $66805.57      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7018629 | PA      | $6595297.27    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5033295 | PA      | $4862813.71    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13557047 | PA      | $12290875.92   | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4167077 | PA      | $3901864.89    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08641                      | CUSIP: 3128MJWB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6092994 | PA      | $5731105.10    | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08648                      | CUSIP: 3128MJWJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3149102 | PA      | $2869566.75    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3853410 | PA      | $3623796.48    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17014329 | PA      | $15497006.72   | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08654                      | CUSIP: 3128MJWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1448476 | PA      | $1361628.08    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08655                      | CUSIP: 3128MJWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     463330 | PA      | $449155.75     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3404436 | PA      | $3099371.88    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2990388 | PA      | $2809287.51    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4734590 | PA      | $4588897.37    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9436306 | PA      | $8832787.30    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08699                      | CUSIP: 3128MJX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3629113 | PA      | $3501655.63    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6877234 | PA      | $6437385.97    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3826941 | PA      | $3697319.49    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08675                      | CUSIP: 3128MJXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7991626 | PA      | $7245241.55    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2869706 | PA      | $2772507.06    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4855502 | PA      | $4402018.25    | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19262731 | PA      | $18036762.32   | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2613010 | PA      | $2522871.95    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4986093 | PA      | $4668755.50    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2866633 | PA      | $2767746.91    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7348143 | PA      | $7094663.30    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1802817 | PA      | $1737811.03    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08730                      | CUSIP: 3128MJY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1523474 | PA      | $1510580.35    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4282386 | PA      | $4008497.24    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1691493 | PA      | $1679820.53    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11010471 | PA      | $10306272.94   | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08712                      | CUSIP: 3128MJYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89954 | PA      | $86795.10      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2405291 | PA      | $2249952.10    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08722                      | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5886320 | PA      | $5506168.65    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8386364 | PA      | $7844755.30    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3021921 | PA      | $2823925.93    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08762                      | CUSIP: 3128MJZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77755 | PA      | $74756.71      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1894422 | PA      | $1768524.63    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11661978 | PA      | $11212313.46   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1104410 | PA      | $1063206.33    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38828460 | PA      | $35044304.36   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08742                      | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4934331 | PA      | $4611035.53    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08745                      | CUSIP: 3128MJZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36623 | PA      | $36312.58      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24229370 | PA      | $21868016.82   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08751                      | CUSIP: 3128MJZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1809781 | PA      | $1691204.71    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08754                      | CUSIP: 3128MJZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     646329 | PA      | $640051.14     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4232168 | PA      | $3954877.87    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946005 | PA      | $909529.17     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2318450 | PA      | $2291582.38    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18366                      | CUSIP: 3128MMMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1472 | PA      | $1468.96       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18385                      | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8732 | PA      | $8713.94       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18400                      | CUSIP: 3128MMNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        566 | PA      | $564.95        | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29668 | PA      | $29543.24      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18441                      | CUSIP: 3128MMP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313219 | PA      | $309220.93     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18444                      | CUSIP: 3128MMP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420096 | PA      | $414572.02     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18423                      | CUSIP: 3128MMPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143370 | PA      | $142277.01     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18424                      | CUSIP: 3128MMPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338824 | PA      | $336040.19     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18434                      | CUSIP: 3128MMPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709667 | PA      | $703641.19     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     355488 | PA      | $351239.17     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415075 | PA      | $410113.54     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18473                      | CUSIP: 3128MMQ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1037720 | PA      | $1025385.15    | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1638053 | PA      | $1600032.84    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18476                      | CUSIP: 3128MMQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     229178 | PA      | $226382.19     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18455                      | CUSIP: 3128MMQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46507 | PA      | $45845.63      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18471                      | CUSIP: 3128MMQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1342149 | PA      | $1311868.56    | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18508                      | CUSIP: 3128MMR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639521 | PA      | $630180.36     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1830845 | PA      | $1798703.28    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18484                      | CUSIP: 3128MMRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     645366 | PA      | $637290.34     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18536                      | CUSIP: 3128MMS20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     640008 | PA      | $624438.73     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18540                      | CUSIP: 3128MMS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1283793 | PA      | $1252017.20    | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2851718 | PA      | $2809209.64    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2600800 | PA      | $2561252.80    | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18516                      | CUSIP: 3128MMSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7998 | PA      | $7938.63       | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18518                      | CUSIP: 3128MMSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1270508 | PA      | $1251192.85    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18520                      | CUSIP: 3128MMSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105528 | PA      | $103192.08     | 0.00%             | 2029-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1017565 | PA      | $1009662.50    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1447720 | PA      | $1407622.06    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18569                      | CUSIP: 3128MMT37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704182 | PA      | $690858.29     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2879205 | PA      | $2799452.18    | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1844679 | PA      | $1808722.95    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18574                      | CUSIP: 3128MMT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2085936 | PA      | $2027309.87    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7863636 | PA      | $7708244.07    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18552                      | CUSIP: 3128MMTJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2549052 | PA      | $2502943.29    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18561                      | CUSIP: 3128MMTT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     431147 | PA      | $423228.53     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18565                      | CUSIP: 3128MMTX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643748 | PA      | $1612644.65    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2961665 | PA      | $2898409.31    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3897198 | PA      | $3772419.44    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11744857 | PA      | $11405059.48   | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3932117 | PA      | $3854418.48    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1688147 | PA      | $1639289.21    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                      | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1466307 | PA      | $1436916.61    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     956881 | PA      | $937430.27     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1629020 | PA      | $1595136.39    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18635                      | CUSIP: 3128MMV59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2384947 | PA      | $2301971.14    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2718988 | PA      | $2659400.90    | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7272949 | PA      | $7034312.53    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3328642 | PA      | $3218072.79    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24738901 | PA      | $23907819.94   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18626                      | CUSIP: 3128MMVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14998749 | PA      | $14488953.24   | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18627                      | CUSIP: 3128MMVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     773456 | PA      | $755299.68     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4307960 | PA      | $4111047.19    | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6717782 | PA      | $6486771.91    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18664                      | CUSIP: 3128MMW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3171031 | PA      | $3125082.41    | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18665                      | CUSIP: 3128MMW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3038376 | PA      | $2924246.47    | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3998937 | PA      | $3896766.17    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18669                      | CUSIP: 3128MMW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3687085 | PA      | $3547220.25    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18670                      | CUSIP: 3128MMW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     336365 | PA      | $327691.05     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18640                      | CUSIP: 3128MMWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     414712 | PA      | $400273.86     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1935433 | PA      | $1909202.17    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1803456 | PA      | $1758720.73    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18654                      | CUSIP: 3128MMWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1741542 | PA      | $1678084.16    | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18660                      | CUSIP: 3128MMWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3255123 | PA      | $3207955.96    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18662                      | CUSIP: 3128MMWY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250447 | PA      | $241131.50     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2408786 | PA      | $2347833.59    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18672                      | CUSIP: 3128MMXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1112909 | PA      | $1070262.94    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18676                      | CUSIP: 3128MMXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1437059 | PA      | $1381974.78    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18677                      | CUSIP: 3128MMXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7478767 | PA      | $7282101.12    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18682                      | CUSIP: 3128MMXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143050 | PA      | $140843.55     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18684                      | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3042599 | PA      | $2961822.19    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18688                      | CUSIP: 3128MMXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1243933 | PA      | $1210892.79    | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18691                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4447517 | PA      | $4326055.23    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3676456 | PA      | $3618587.65    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3169236 | PA      | $3115390.00    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2951337 | PA      | $2901193.12    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18716                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3184590 | PA      | $3130482.70    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800032 | PA      | $801827.99     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18726                      | CUSIP: 3128MMYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1296634 | PA      | $1273793.74    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18738                      | CUSIP: 3128MMZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1751713 | PA      | $1753455.69    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1A1203                      | CUSIP: 3128NFKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206053 | PA      | $210368.80     | 0.00%             | 2037-01-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1695                      | CUSIP: 3128NH3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1047 | PA      | $1073.82       | 0.00%             | 2037-04-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92250 | PA      | $95016.49      | 0.00%             | 2036-12-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35870 | PA      | $37094.69      | 0.00%             | 2037-02-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1635                      | CUSIP: 3128NHY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14099 | PA      | $14469.74      | 0.00%             | 2037-03-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3785874 | PA      | $3656452.80    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1787253 | PA      | $1725524.50    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                      | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2503156 | PA      | $2416633.69    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91725                      | CUSIP: 3128P74J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001117 | PA      | $982685.32     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331607 | PA      | $325498.49     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91752                      | CUSIP: 3128P75M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     880758 | PA      | $863628.20     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90925                      | CUSIP: 3128P7A29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $64.71         | 0.00%             | 2025-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90924                      | CUSIP: 3128P7AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        782 | PA      | $780.76        | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90938                      | CUSIP: 3128P7BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        836 | PA      | $834.95        | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90949                      | CUSIP: 3128P7BS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2744 | PA      | $2741.92       | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90950                      | CUSIP: 3128P7BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        837 | PA      | $837.02        | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90956                      | CUSIP: 3128P7BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3889 | PA      | $3885.89       | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90993                      | CUSIP: 3128P7C68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10206 | PA      | $10240.13      | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90976                      | CUSIP: 3128P7CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4252 | PA      | $4257.30       | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90983                      | CUSIP: 3128P7CU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1009 | PA      | $1011.68       | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91026                      | CUSIP: 3128P7D75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16196 | PA      | $16337.29      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91093                      | CUSIP: 3128P7GA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4716 | PA      | $4777.74       | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91148                      | CUSIP: 3128P7HZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28908 | PA      | $29251.07      | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12498 | PA      | $12678.86      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91164                      | CUSIP: 3128P7JH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31665 | PA      | $31884.65      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29024 | PA      | $29414.56      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91236                      | CUSIP: 3128P7LR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25841 | PA      | $25903.71      | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91257                      | CUSIP: 3128P7ME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62349 | PA      | $62532.31      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91336                      | CUSIP: 3128P7PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192767 | PA      | $193557.00     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91403                      | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1379739 | PA      | $1358959.61    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91437                      | CUSIP: 3128P7S20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3260648 | PA      | $3211003.04    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91447                      | CUSIP: 3128P7TC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2420220 | PA      | $2382945.20    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91466                      | CUSIP: 3128P7TX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     918973 | PA      | $891722.96     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1411536 | PA      | $1388607.54    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3404564 | PA      | $3300364.25    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91558                      | CUSIP: 3128P7WT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1021844 | PA      | $1005242.06    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3617925 | PA      | $3506047.45    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91596                      | CUSIP: 3128P7XZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1534211 | PA      | $1485797.74    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2900075 | PA      | $2806681.75    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3385195 | PA      | $3277280.55    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1155968 | PA      | $1108253.68    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2992442 | PA      | $2876499.01    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1409898 | PA      | $1349327.03    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5204246 | PA      | $4980611.69    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3173937 | PA      | $3036360.19    | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3855977 | PA      | $3762155.57    | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5474019 | PA      | $5339118.01    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                      | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1978401 | PA      | $1928409.39    | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6667463 | PA      | $6384127.75    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2875578 | PA      | $2794828.03    | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91905                      | CUSIP: 3128P8DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16713799 | PA      | $15987874.01   | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1147356 | PA      | $1097523.17    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15961871 | PA      | $15258627.26   | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                      | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3508163 | PA      | $3347023.77    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91982                      | CUSIP: 3128P8FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1264863 | PA      | $1226972.26    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6620895 | PA      | $6528684.88    | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     785374 | PA      | $774436.04     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13544                      | CUSIP: 3128PS5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7838 | PA      | $7822.85       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13582                      | CUSIP: 3128PS6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         70 | PA      | $70.02         | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13585                      | CUSIP: 3128PS6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48027 | PA      | $47934.31      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13600                      | CUSIP: 3128PS7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2173 | PA      | $2168.52       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13139                      | CUSIP: 3128PSPY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $20.40         | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13166                      | CUSIP: 3128PSQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        223 | PA      | $222.39        | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13209                      | CUSIP: 3128PSR66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        918 | PA      | $916.45        | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13273                      | CUSIP: 3128PST64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14179 | PA      | $14151.17      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13314                      | CUSIP: 3128PSVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1385 | PA      | $1382.19       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14450                      | CUSIP: 3128PT5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2608 | PA      | $2603.10       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14490                      | CUSIP: 3128PT7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39532 | PA      | $39431.80      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13882                      | CUSIP: 3128PTJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17722 | PA      | $17682.74      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13885                      | CUSIP: 3128PTJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42188 | PA      | $42093.44      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13918                      | CUSIP: 3128PTK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        380 | PA      | $379.04        | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13972                      | CUSIP: 3128PTMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10161 | PA      | $10138.40      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14153                      | CUSIP: 3128PTTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4314 | PA      | $4302.64       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14198                      | CUSIP: 3128PTUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66287 | PA      | $66118.85      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14595                      | CUSIP: 3128PUC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15050 | PA      | $15012.06      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14579                      | CUSIP: 3128PUCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3078 | PA      | $3071.99       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14781                      | CUSIP: 3128PUJ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32093 | PA      | $31993.19      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14785                      | CUSIP: 3128PUJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48222 | PA      | $48120.32      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14820                      | CUSIP: 3128PUK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8329 | PA      | $8311.09       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14832                      | CUSIP: 3128PULM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17591 | PA      | $17541.18      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14873                      | CUSIP: 3128PUMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2232 | PA      | $2226.86       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14888                      | CUSIP: 3128PUND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1613 | PA      | $1607.98       | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14945                      | CUSIP: 3128PUP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7738 | PA      | $7732.70       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15006                      | CUSIP: 3128PUR38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5212 | PA      | $5200.63       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15012                      | CUSIP: 3128PUR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12798 | PA      | $12770.03      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15157                      | CUSIP: 3128PUWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        963 | PA      | $961.27        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15186                      | CUSIP: 3128PUXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13080 | PA      | $13052.26      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15458                      | CUSIP: 3128PVB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2396 | PA      | $2390.44       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16352                      | CUSIP: 3128PWBV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21490 | PA      | $21364.81      | 0.00%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16400                      | CUSIP: 3128PWDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65534 | PA      | $65269.96      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16794                      | CUSIP: 3128PWRP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103028 | PA      | $102388.13     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16933                      | CUSIP: 3128PWV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253835 | PA      | $252155.19     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16932                      | CUSIP: 3128PWVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37387 | PA      | $37140.60      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17969                      | CUSIP: 3128PX2A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126274 | PA      | $125311.15     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17231                      | CUSIP: 3128PXA89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26614 | PA      | $26428.72      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17233                      | CUSIP: 3128PXBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     577766 | PA      | $573739.24     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17286                      | CUSIP: 3128PXCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65592 | PA      | $65135.98      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17388                      | CUSIP: 3128PXF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67236 | PA      | $66744.66      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17508                      | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     949138 | PA      | $942205.04     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17774                      | CUSIP: 3128PXT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     642794 | PA      | $638098.86     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17834                      | CUSIP: 3128PXV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6980 | PA      | $6929.18       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192392 | PA      | $190175.39     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18360                      | CUSIP: 3128PYJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435426 | PA      | $431974.48     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18702                      | CUSIP: 3128PYU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335247 | PA      | $332589.93     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1537105 | PA      | $1520075.44    | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18824                      | CUSIP: 3128PYYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95508 | PA      | $94723.21      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J19197                      | CUSIP: 3128Q0GE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1120863 | PA      | $1111344.78    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L0125                      | CUSIP: 3128Q2D67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16375 | PA      | $16724.76      | 0.00%             | 2034-12-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                      | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62680 | PA      | $64138.14      | 0.00%             | 2036-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1458                      | CUSIP: 3128QHTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24526 | PA      | $24991.09      | 0.00%             | 2037-03-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1582                      | CUSIP: 3128QHXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8216 | PA      | $8307.32       | 0.00%             | 2037-05-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1625                      | CUSIP: 3128QHYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     229844 | PA      | $232445.22     | 0.00%             | 2037-06-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1571                      | CUSIP: 3128QJW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109036 | PA      | $113558.50     | 0.00%             | 2037-03-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                      | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47190 | PA      | $48344.71      | 0.00%             | 2036-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                      | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64059 | PA      | $66397.23      | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123646 | PA      | $127147.73     | 0.00%             | 2037-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                      | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71801 | PA      | $73498.53      | 0.00%             | 2034-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58433 | PA      | $61026.32      | 0.00%             | 2038-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                      | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40572 | PA      | $41874.98      | 0.00%             | 2035-12-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122682 | PA      | $126301.44     | 0.00%             | 2036-12-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                      | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4598 | PA      | $4716.54       | 0.00%             | 2037-03-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0275                      | CUSIP: 3128S4JU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138170 | PA      | $142582.82     | 0.00%             | 2037-06-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                      | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16072 | PA      | $16434.27      | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                      | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166195 | PA      | $172369.69     | 0.00%             | 2040-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                      | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59000 | PA      | $61514.85      | 0.00%             | 2041-01-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                      | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5055 | PA      | $5243.43       | 0.00%             | 2040-12-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167396 | PA      | $173223.43     | 0.00%             | 2040-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                      | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238039 | PA      | $247815.79     | 0.00%             | 2041-01-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104231 | PA      | $108382.16     | 0.00%             | 2041-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66893 | PA      | $69557.87      | 0.00%             | 2041-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44730 | PA      | $46462.63      | 0.00%             | 2041-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85454 | PA      | $88795.58      | 0.00%             | 2041-06-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A80388                      | CUSIP: 312926ND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30703 | PA      | $32372.23      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81113                      | CUSIP: 312927GW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         82 | PA      | $85.10         | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81326                      | CUSIP: 312927PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17305 | PA      | $17993.65      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82656                      | CUSIP: 3129285R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114492 | PA      | $119141.07     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83580                      | CUSIP: 3129296R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9730 | PA      | $10283.55      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82841                      | CUSIP: 312929EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82401 | PA      | $87168.85      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82966                      | CUSIP: 312929JK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39405 | PA      | $41031.92      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     928849 | PA      | $947135.23     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00782                      | CUSIP: 31292G2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        134 | PA      | $140.39        | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00784                      | CUSIP: 31292G2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6279 | PA      | $6419.93       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00834                      | CUSIP: 31292G4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7161 | PA      | $7321.83       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10868 | PA      | $11362.72      | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00844                      | CUSIP: 31292G5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5775 | PA      | $6037.22       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00858                      | CUSIP: 31292G5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7013 | PA      | $7322.63       | 0.00%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                      | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6766 | PA      | $7073.97       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00874                      | CUSIP: 31292G6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10822 | PA      | $11314.81      | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00895                      | CUSIP: 31292G7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        604 | PA      | $631.64        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00896                      | CUSIP: 31292G7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1551 | PA      | $1615.56       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00445                      | CUSIP: 31292GP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $91.49         | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00446                      | CUSIP: 31292GP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         74 | PA      | $73.85         | 0.00%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00436                      | CUSIP: 31292GPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $16.96         | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00475                      | CUSIP: 31292GQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         32 | PA      | $32.34         | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00476                      | CUSIP: 31292GQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        160 | PA      | $161.38        | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00478                      | CUSIP: 31292GQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.45         | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00449                      | CUSIP: 31292GQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $40.41         | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00450                      | CUSIP: 31292GQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        108 | PA      | $108.67        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00452                      | CUSIP: 31292GQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        110 | PA      | $110.39        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00454                      | CUSIP: 31292GQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         85 | PA      | $85.43         | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00460                      | CUSIP: 31292GQM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         33 | PA      | $32.86         | 0.00%             | 2026-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00463                      | CUSIP: 31292GQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        160 | PA      | $160.66        | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00464                      | CUSIP: 31292GQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $35.66         | 0.00%             | 2026-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00465                      | CUSIP: 31292GQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         98 | PA      | $98.59         | 0.00%             | 2026-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00468                      | CUSIP: 31292GQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         49 | PA      | $48.76         | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00470                      | CUSIP: 31292GQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        943 | PA      | $951.72        | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00505                      | CUSIP: 31292GR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         81 | PA      | $82.44         | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                      | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        639 | PA      | $647.66        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00512                      | CUSIP: 31292GR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        750 | PA      | $784.51        | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00481                      | CUSIP: 31292GRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        125 | PA      | $126.25        | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00489                      | CUSIP: 31292GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        984 | PA      | $996.46        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00490                      | CUSIP: 31292GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        992 | PA      | $1004.21       | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00492                      | CUSIP: 31292GRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1740 | PA      | $1762.65       | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00495                      | CUSIP: 31292GRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        286 | PA      | $299.41        | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00496                      | CUSIP: 31292GRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1381 | PA      | $1400.65       | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00497                      | CUSIP: 31292GRS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        166 | PA      | $173.38        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00504                      | CUSIP: 31292GRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        333 | PA      | $348.14        | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00538                      | CUSIP: 31292GS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        621 | PA      | $649.40        | 0.00%             | 2027-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00541                      | CUSIP: 31292GS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        328 | PA      | $334.93        | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00515                      | CUSIP: 31292GSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        148 | PA      | $150.24        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00522                      | CUSIP: 31292GSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        162 | PA      | $169.07        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                      | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2468 | PA      | $2517.30       | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00529                      | CUSIP: 31292GSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         64 | PA      | $66.54         | 0.00%             | 2027-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1448 | PA      | $1473.26       | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00533                      | CUSIP: 31292GSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        218 | PA      | $222.81        | 0.00%             | 2027-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00535                      | CUSIP: 31292GSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        902 | PA      | $918.35        | 0.00%             | 2027-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00569                      | CUSIP: 31292GT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        477 | PA      | $489.72        | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00570                      | CUSIP: 31292GT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        931 | PA      | $973.61        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                      | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3296 | PA      | $3446.23       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00550                      | CUSIP: 31292GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1781 | PA      | $1816.37       | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00551                      | CUSIP: 31292GTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8573 | PA      | $8748.58       | 0.00%             | 2027-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00556                      | CUSIP: 31292GTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1021 | PA      | $1044.72       | 0.00%             | 2027-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00557                      | CUSIP: 31292GTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2486 | PA      | $2598.85       | 0.00%             | 2027-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                      | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1680 | PA      | $1756.16       | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                      | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2776 | PA      | $2840.75       | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00566                      | CUSIP: 31292GTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        949 | PA      | $972.84        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00567                      | CUSIP: 31292GTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         13 | PA      | $13.00         | 0.00%             | 2027-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00581                      | CUSIP: 31292GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        700 | PA      | $732.34        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00586                      | CUSIP: 31292GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2169 | PA      | $2221.89       | 0.00%             | 2028-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00597                      | CUSIP: 31292GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1922 | PA      | $1975.48       | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2652 | PA      | $2772.46       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1536 | PA      | $1569.52       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                      | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3718 | PA      | $3886.80       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00612                      | CUSIP: 31292GVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        631 | PA      | $650.22        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00619                      | CUSIP: 31292GVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2331 | PA      | $2400.65       | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00624                      | CUSIP: 31292GVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        172 | PA      | $172.58        | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00632                      | CUSIP: 31292GVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         53 | PA      | $54.98         | 0.00%             | 2028-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4291 | PA      | $4384.93       | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                      | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10740 | PA      | $11228.83      | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00641                      | CUSIP: 31292GWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8293 | PA      | $8669.79       | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                      | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2079 | PA      | $2123.87       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00650                      | CUSIP: 31292GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8632 | PA      | $9024.25       | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00651                      | CUSIP: 31292GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4727 | PA      | $4890.18       | 0.00%             | 2028-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00652                      | CUSIP: 31292GWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2927 | PA      | $2991.03       | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                      | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35598 | PA      | $36375.08      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                      | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5235 | PA      | $5473.51       | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36722 | PA      | $37523.41      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                      | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8786 | PA      | $8977.90       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31283 | PA      | $31965.70      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00713                      | CUSIP: 31292GYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1471 | PA      | $1493.07       | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                      | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40904 | PA      | $41796.57      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10039 | PA      | $10496.04      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00748                      | CUSIP: 31292GZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41649 | PA      | $42581.80      | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01724                      | CUSIP: 31292H4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     406229 | PA      | $412923.74     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01797                      | CUSIP: 31292H7J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138844 | PA      | $143678.90     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00901                      | CUSIP: 31292HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2593 | PA      | $2716.24       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00911                      | CUSIP: 31292HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        346 | PA      | $360.49        | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00920                      | CUSIP: 31292HAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        211 | PA      | $220.26        | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00921                      | CUSIP: 31292HAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        662 | PA      | $692.68        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00969                      | CUSIP: 31292HCE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        394 | PA      | $415.82        | 0.00%             | 2030-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4437 | PA      | $4621.49       | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00986                      | CUSIP: 31292HCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        227 | PA      | $237.91        | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00987                      | CUSIP: 31292HCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1240 | PA      | $1296.61       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01022                      | CUSIP: 31292HD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1698 | PA      | $1801.90       | 0.00%             | 2030-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01024                      | CUSIP: 31292HD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        227 | PA      | $238.56        | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01025                      | CUSIP: 31292HD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3359 | PA      | $3523.47       | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01034                      | CUSIP: 31292HEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        494 | PA      | $520.58        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01051                      | CUSIP: 31292HEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2284 | PA      | $2399.89       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01086                      | CUSIP: 31292HF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3494 | PA      | $3685.81       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01079                      | CUSIP: 31292HFU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6338 | PA      | $6656.19       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01120                      | CUSIP: 31292HG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3320 | PA      | $3474.93       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01093                      | CUSIP: 31292HGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1411 | PA      | $1478.99       | 0.00%             | 2030-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01096                      | CUSIP: 31292HGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2606 | PA      | $2749.95       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01097                      | CUSIP: 31292HGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5076 | PA      | $5369.14       | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01116                      | CUSIP: 31292HGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        407 | PA      | $430.07        | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01132                      | CUSIP: 31292HHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         43 | PA      | $44.98         | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01135                      | CUSIP: 31292HHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1761 | PA      | $1853.33       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01147                      | CUSIP: 31292HHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        169 | PA      | $177.49        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01188                      | CUSIP: 31292HJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3818 | PA      | $4014.54       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01211                      | CUSIP: 31292HKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        687 | PA      | $723.61        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01246                      | CUSIP: 31292HL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25464 | PA      | $26740.32      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12194 | PA      | $12830.52      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01277                      | CUSIP: 31292HM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9265 | PA      | $9759.75       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                      | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24215 | PA      | $24893.93      | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01254                      | CUSIP: 31292HMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5161 | PA      | $5433.95       | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01274                      | CUSIP: 31292HMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        115 | PA      | $121.37        | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01311                      | CUSIP: 31292HN42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2739 | PA      | $2892.61       | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01288                      | CUSIP: 31292HND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15220 | PA      | $16062.06      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01342                      | CUSIP: 31292HP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4840 | PA      | $5152.74       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01345                      | CUSIP: 31292HP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59152 | PA      | $62428.07      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01376                      | CUSIP: 31292HQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20131 | PA      | $21308.61      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01367                      | CUSIP: 31292HQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12696 | PA      | $13423.61      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01371                      | CUSIP: 31292HQY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40153 | PA      | $42504.03      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01416                      | CUSIP: 31292HSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14595 | PA      | $15422.65      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61950 | PA      | $63898.92      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242464 | PA      | $250169.00     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01498                      | CUSIP: 31292HUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19348 | PA      | $20468.61      | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01527                      | CUSIP: 31292HVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385009 | PA      | $397354.65     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1227228 | PA      | $1246754.90    | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01598                      | CUSIP: 31292HX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247959 | PA      | $251973.59     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01574                      | CUSIP: 31292HXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31941 | PA      | $32454.40      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01622                      | CUSIP: 31292HYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138032 | PA      | $140287.82     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01648                      | CUSIP: 31292HZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     603346 | PA      | $613281.15     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01649                      | CUSIP: 31292HZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308290 | PA      | $318632.91     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01839                      | CUSIP: 31292JBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630880 | PA      | $641675.88     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01846                      | CUSIP: 31292JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94079 | PA      | $95698.03      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3248550 | PA      | $3258266.67    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03490                      | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     586943 | PA      | $588690.31     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03505                      | CUSIP: 31292K3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     688243 | PA      | $716283.46     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3168278 | PA      | $3177303.70    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     836258 | PA      | $853346.27     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03591                      | CUSIP: 31292K7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304201 | PA      | $305088.78     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     646067 | PA      | $616446.56     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03424                      | CUSIP: 31292KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210688 | PA      | $222975.83     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                      | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     880745 | PA      | $883437.30     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04422                      | CUSIP: 31292L4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1534420 | PA      | $1415994.16    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                      | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1911328 | PA      | $1763447.49    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03633                      | CUSIP: 31292LBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     605254 | PA      | $592572.55     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03755                      | CUSIP: 31292LE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48624 | PA      | $47529.22      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03736                      | CUSIP: 31292LEH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2366116 | PA      | $2309141.26    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03789                      | CUSIP: 31292LF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     965801 | PA      | $942611.88     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8705965 | PA      | $8302282.39    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03814                      | CUSIP: 31292LGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     724151 | PA      | $706859.25     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                      | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2735703 | PA      | $2605547.96    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03830                      | CUSIP: 31292LHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213972 | PA      | $209098.97     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03831                      | CUSIP: 31292LHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555875 | PA      | $557016.36     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     626160 | PA      | $627793.80     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2955489 | PA      | $2880579.38    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03993                      | CUSIP: 31292LNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     927999 | PA      | $905328.91     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04236                      | CUSIP: 31292LV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     798824 | PA      | $737033.74     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2698829 | PA      | $2500038.16    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                      | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3281271 | PA      | $3034170.37    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04306                      | CUSIP: 31292LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     994750 | PA      | $918330.39     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09000                      | CUSIP: 31292R7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1658944 | PA      | $1577353.11    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14979177 | PA      | $13805787.58   | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4717434 | PA      | $4483074.04    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6854327 | PA      | $6511979.17    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09008                      | CUSIP: 31292SAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933491 | PA      | $861622.91     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6407655 | PA      | $5911481.39    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3495662 | PA      | $3223540.99    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2137194 | PA      | $2074756.36    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09049                      | CUSIP: 31292SBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1761748 | PA      | $1762747.68    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09051                      | CUSIP: 31292SBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1163466 | PA      | $1164165.59    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09069                      | CUSIP: 31292SCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332453 | PA      | $322641.61     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C11920                      | CUSIP: 31292WDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3404 | PA      | $3478.56       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C14350                      | CUSIP: 31292YZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1377 | PA      | $1439.43       | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83700                      | CUSIP: 312930DD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10971 | PA      | $11425.61      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84069                      | CUSIP: 312930QW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71403 | PA      | $74268.34      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84997                      | CUSIP: 312931RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     594063 | PA      | $596165.49     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2281596 | PA      | $2289751.15    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                      | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252497 | PA      | $253329.56     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404492 | PA      | $396953.43     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86715                      | CUSIP: 312933N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126007 | PA      | $126506.99     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86736                      | CUSIP: 312933PV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30037 | PA      | $29464.60      | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86809                      | CUSIP: 312933R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448538 | PA      | $449976.18     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86967                      | CUSIP: 312933W42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383830 | PA      | $385127.84     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86968                      | CUSIP: 312933W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134432 | PA      | $134890.04     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1183132 | PA      | $1206548.36    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88026                      | CUSIP: 3129344K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800918 | PA      | $803618.43     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719698 | PA      | $734012.90     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87595                      | CUSIP: 312934NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16366 | PA      | $16692.90      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87701                      | CUSIP: 312934RW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3715240 | PA      | $3727408.61    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87714                      | CUSIP: 312934SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394282 | PA      | $386753.82     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87715                      | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     532289 | PA      | $534010.82     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87880                      | CUSIP: 312934XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     507441 | PA      | $509091.15     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88935                      | CUSIP: 3129354U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     702494 | PA      | $704940.56     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88355                      | CUSIP: 312935H85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227302 | PA      | $228045.86     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88476                      | CUSIP: 312935MZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11337 | PA      | $11376.91      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     963650 | PA      | $966833.04     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     610578 | PA      | $612631.33     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89601                      | CUSIP: 312936U21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184672 | PA      | $185298.58     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     521751 | PA      | $523411.55     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1992119 | PA      | $1998644.19    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90841                      | CUSIP: 3129385A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8676 | PA      | $9015.90       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90222                      | CUSIP: 312938G72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103715 | PA      | $104057.97     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90377                      | CUSIP: 312938M26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147890 | PA      | $148379.52     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90699                      | CUSIP: 312938X40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26880 | PA      | $27933.76      | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90768                      | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388412 | PA      | $396230.85     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91785                      | CUSIP: 3129396W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36969 | PA      | $37721.61      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90976                      | CUSIP: 312939CM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20829 | PA      | $21650.44      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91130                      | CUSIP: 312939HF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168225 | PA      | $174928.14     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91541                      | CUSIP: 312939WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558138 | PA      | $569353.71     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C14635                      | CUSIP: 31293AEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2294 | PA      | $2398.01       | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19286                      | CUSIP: 31293FJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         66 | PA      | $67.34         | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                      | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2282 | PA      | $2332.17       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C21062                      | CUSIP: 31293JFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1376 | PA      | $1406.47       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C24654                      | CUSIP: 31293NE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2359 | PA      | $2410.88       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C24874                      | CUSIP: 31293NMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1955 | PA      | $1997.19       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25558                      | CUSIP: 31293PE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9345 | PA      | $9549.28       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C27880                      | CUSIP: 31293RXH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18709 | PA      | $19559.88      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C27966                      | CUSIP: 31293RZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        942 | PA      | $984.61        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28296                      | CUSIP: 31293SGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1890 | PA      | $1937.10       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28568                      | CUSIP: 31293SQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3482 | PA      | $3640.82       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C29239                      | CUSIP: 31293THQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        682 | PA      | $712.75        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C30253                      | CUSIP: 31293VH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        695 | PA      | $718.57        | 0.00%             | 2029-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C30262                      | CUSIP: 31293VJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2006 | PA      | $2097.06       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C31937                      | CUSIP: 31293XEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4185 | PA      | $4376.85       | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32244                      | CUSIP: 31293XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        789 | PA      | $824.89        | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32334                      | CUSIP: 31293XSX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3332 | PA      | $3483.45       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32482                      | CUSIP: 31293XXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7939 | PA      | $8147.18       | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417980 | PA      | $426382.69     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91958                      | CUSIP: 312940E70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     636661 | PA      | $638710.84     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1254634 | PA      | $1279992.30    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1630199 | PA      | $1663422.34    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     674534 | PA      | $688068.49     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92269                      | CUSIP: 312940QW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136043 | PA      | $136458.43     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92286                      | CUSIP: 312940RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2085452 | PA      | $2091903.55    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93485                      | CUSIP: 3129412S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62270 | PA      | $63533.08      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     512033 | PA      | $513570.36     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4073712 | PA      | $4085692.72    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92951                      | CUSIP: 312941H42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101529 | PA      | $105556.37     | 0.00%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5136742 | PA      | $5153087.56    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1189829 | PA      | $1193428.06    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93318                      | CUSIP: 312941VK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11968 | PA      | $12213.52      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                      | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117284 | PA      | $119665.57     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1057218 | PA      | $1060477.70    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2547783 | PA      | $2599709.71    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93990                      | CUSIP: 312942NF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7409956 | PA      | $7256258.31    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1783850 | PA      | $1789016.41    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946534 | PA      | $926728.48     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437562 | PA      | $438789.31     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94829                      | CUSIP: 312943LJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166882 | PA      | $167412.03     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542622 | PA      | $531208.25     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95090                      | CUSIP: 312943UP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335991 | PA      | $336949.45     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2403278 | PA      | $2298703.22    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96175                      | CUSIP: 3129442G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     477125 | PA      | $467335.51     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96258                      | CUSIP: 3129445T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3897913 | PA      | $3813317.49    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96263                      | CUSIP: 3129445Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3778 | PA      | $3694.20       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96268                      | CUSIP: 3129446D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117077 | PA      | $114783.48     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96296                      | CUSIP: 3129447H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16120 | PA      | $15797.65      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     977158 | PA      | $956568.99     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95825                      | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1056097 | PA      | $1033582.90    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1228725 | PA      | $1202215.19    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639923 | PA      | $625578.42     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96388                      | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587285 | PA      | $588779.68     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4306370 | PA      | $4118400.72    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4966234 | PA      | $4860306.23    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96544                      | CUSIP: 312945HV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     915925 | PA      | $876466.20     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96546                      | CUSIP: 312945HX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     853787 | PA      | $834609.46     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96591                      | CUSIP: 312945KC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1742764 | PA      | $1705156.64    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96707                      | CUSIP: 312945NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164386 | PA      | $160864.53     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96899                      | CUSIP: 312945UY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879495 | PA      | $859618.33     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97019                      | CUSIP: 312945YQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69153 | PA      | $67709.36      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2931010 | PA      | $2867095.69    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     477394 | PA      | $478725.73     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3092835 | PA      | $3101660.14    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1326108 | PA      | $1353514.42    | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3526339 | PA      | $3536238.82    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97259                      | CUSIP: 312946B47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133998 | PA      | $131180.24     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1404878 | PA      | $1374738.48    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                      | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1813118 | PA      | $1818193.25    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1776771 | PA      | $1737476.37    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97549                      | CUSIP: 312946L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1125977 | PA      | $1102478.63    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1423498 | PA      | $1427512.49    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1193710 | PA      | $1218087.35    | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97732                      | CUSIP: 312946SV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     651297 | PA      | $636573.45     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97764                      | CUSIP: 312946TV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1770463 | PA      | $1734196.23    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97943                      | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481565 | PA      | $491310.72     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C36259                      | CUSIP: 31294C5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $36.15         | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C36261                      | CUSIP: 31294C5W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        376 | PA      | $394.71        | 0.00%             | 2030-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C35771                      | CUSIP: 31294CMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7282 | PA      | $7612.96       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C38333                      | CUSIP: 31294FHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        545 | PA      | $555.57        | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02746                      | CUSIP: 31294MBP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13881 | PA      | $13854.26      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02790                      | CUSIP: 31294MC33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        508 | PA      | $506.77        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02860                      | CUSIP: 31294ME98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8975 | PA      | $8956.88       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02892                      | CUSIP: 31294MF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21112 | PA      | $21040.73      | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34692 | PA      | $34583.74      | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02894                      | CUSIP: 31294MGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19918 | PA      | $19855.83      | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02895                      | CUSIP: 31294MGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18457 | PA      | $18404.62      | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02926                      | CUSIP: 31294MHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16230 | PA      | $16194.32      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03048                      | CUSIP: 31294ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165631 | PA      | $164318.05     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03068                      | CUSIP: 31294MMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89427 | PA      | $88718.24      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03088                      | CUSIP: 31294MND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40322 | PA      | $40014.34      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03126                      | CUSIP: 31294MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217265 | PA      | $216311.16     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330769 | PA      | $326419.65     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04109                      | CUSIP: 31294NR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     307829 | PA      | $303666.98     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09002                      | CUSIP: 31294UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146970 | PA      | $145213.57     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09010                      | CUSIP: 31294UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394813 | PA      | $389620.71     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1222822 | PA      | $1206287.04    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09015                      | CUSIP: 31294UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225703 | PA      | $222650.89     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09018                      | CUSIP: 31294UAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259501 | PA      | $255899.60     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10087                      | CUSIP: 31296JCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18719 | PA      | $19334.97      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10375                      | CUSIP: 31296JMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89271 | PA      | $90693.70      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10622                      | CUSIP: 31296JVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8675 | PA      | $8977.82       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11787                      | CUSIP: 31296K6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25256 | PA      | $26148.32      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11301                      | CUSIP: 31296KNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14770 | PA      | $15285.68      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12478                      | CUSIP: 31296LXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12642 | PA      | $13091.63      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13484                      | CUSIP: 31296M2R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3558 | PA      | $3791.23       | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13595                      | CUSIP: 31296M7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96214 | PA      | $97769.31      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12776                      | CUSIP: 31296MCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83901 | PA      | $86763.29      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12786                      | CUSIP: 31296MCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6064 | PA      | $6247.12       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13421                      | CUSIP: 31296MYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45380 | PA      | $46946.97      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13870                      | CUSIP: 31296NJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32929 | PA      | $34117.21      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13969                      | CUSIP: 31296NMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65858 | PA      | $68233.12      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14043                      | CUSIP: 31296NP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29643 | PA      | $30104.84      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14236                      | CUSIP: 31296NV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178836 | PA      | $181857.86     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14237                      | CUSIP: 31296NV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20664 | PA      | $21007.93      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14649                      | CUSIP: 31296PEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125263 | PA      | $127259.77     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14785                      | CUSIP: 31296PJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68132 | PA      | $70301.09      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                      | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61475 | PA      | $63644.98      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16177                      | CUSIP: 31296Q2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8347 | PA      | $8726.59       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15476                      | CUSIP: 31296QCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38973 | PA      | $40222.58      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15478                      | CUSIP: 31296QCP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16288 | PA      | $16847.08      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15636                      | CUSIP: 31296QHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36833 | PA      | $37444.06      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16471                      | CUSIP: 31296RFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15936 | PA      | $16402.18      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16511                      | CUSIP: 31296RGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22066 | PA      | $22452.33      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16641                      | CUSIP: 31296RLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47969 | PA      | $49507.57      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A17904                      | CUSIP: 31296SX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83761 | PA      | $86619.91      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19793                      | CUSIP: 31296U3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141538 | PA      | $146502.26     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19251                      | CUSIP: 31296UH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4288 | PA      | $4450.89       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20196                      | CUSIP: 31296WGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16401 | PA      | $16673.12      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20259                      | CUSIP: 31296WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18622 | PA      | $18946.17      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21459                      | CUSIP: 31296XTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101626 | PA      | $103334.06     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21522                      | CUSIP: 31296XVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51764 | PA      | $53568.79      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21547                      | CUSIP: 31296XWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50414 | PA      | $52154.89      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21932                      | CUSIP: 31296YED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87832 | PA      | $90620.65      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22041                      | CUSIP: 31296YHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23424 | PA      | $23846.50      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22224                      | CUSIP: 31296YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170073 | PA      | $173021.61     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22334                      | CUSIP: 31296YSX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3518 | PA      | $3536.56       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22371                      | CUSIP: 31296YT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36691 | PA      | $37976.50      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22558                      | CUSIP: 31296YZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17758 | PA      | $18373.08      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22795                      | CUSIP: 31297AC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34170 | PA      | $34766.14      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22830                      | CUSIP: 31297AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11621 | PA      | $11837.54      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22889                      | CUSIP: 31297AF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11326 | PA      | $11535.56      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24424                      | CUSIP: 31297B4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6634 | PA      | $6754.42       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23629                      | CUSIP: 31297BA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94296 | PA      | $95956.08      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23630                      | CUSIP: 31297BA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55174 | PA      | $56166.26      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23640                      | CUSIP: 31297BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61965 | PA      | $63071.30      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23779                      | CUSIP: 31297BFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26486 | PA      | $26934.82      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23917                      | CUSIP: 31297BK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4063 | PA      | $4134.96       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23918                      | CUSIP: 31297BK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4331 | PA      | $4407.69       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24007                      | CUSIP: 31297BNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36231 | PA      | $36861.42      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24235                      | CUSIP: 31297BV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8985 | PA      | $9286.91       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24569                      | CUSIP: 31297CCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4564 | PA      | $4624.87       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24660                      | CUSIP: 31297CE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21122 | PA      | $21919.76      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24742                      | CUSIP: 31297CHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116339 | PA      | $120614.20     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24823                      | CUSIP: 31297CLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47394 | PA      | $48229.10      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24885                      | CUSIP: 31297CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30963 | PA      | $32085.08      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24968                      | CUSIP: 31297CQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10336 | PA      | $10718.06      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27123                      | CUSIP: 31297E4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21080 | PA      | $21886.04      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26367                      | CUSIP: 31297ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51510 | PA      | $53388.61      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26675                      | CUSIP: 31297EMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10165 | PA      | $10503.23      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26753                      | CUSIP: 31297EQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4199 | PA      | $4349.38       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26865                      | CUSIP: 31297ETW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1998 | PA      | $2056.65       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27578                      | CUSIP: 31297FM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65922 | PA      | $67077.52      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27698                      | CUSIP: 31297FRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19026 | PA      | $19370.09      | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28907                      | CUSIP: 31297G3Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16336 | PA      | $16575.59      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28413                      | CUSIP: 31297GK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11443 | PA      | $11656.38      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29693                      | CUSIP: 31297HXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11730 | PA      | $12182.37      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29694                      | CUSIP: 31297HXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19518 | PA      | $20279.62      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29945                      | CUSIP: 31297JBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49865 | PA      | $51714.94      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30147                      | CUSIP: 31297KEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120873 | PA      | $123057.12     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30263                      | CUSIP: 31297KJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37236 | PA      | $37918.82      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30631                      | CUSIP: 31297KVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15844 | PA      | $16135.93      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31714                      | CUSIP: 31297L3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7049 | PA      | $7253.27       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31716                      | CUSIP: 31297L3Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20261 | PA      | $21003.28      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31725                      | CUSIP: 31297L4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19234 | PA      | $19569.31      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31738                      | CUSIP: 31297L4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11300 | PA      | $11717.10      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31631                      | CUSIP: 31297LY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21408 | PA      | $22255.47      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31613                      | CUSIP: 31297LYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7692 | PA      | $7906.95       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31620                      | CUSIP: 31297LYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14269 | PA      | $14780.01      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31642                      | CUSIP: 31297LZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27792 | PA      | $28850.03      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A32689                      | CUSIP: 31297M7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26126 | PA      | $27163.90      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31855                      | CUSIP: 31297MBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45939 | PA      | $47581.17      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31909                      | CUSIP: 31297MDN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45059 | PA      | $46731.83      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33542                      | CUSIP: 31297N5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10084 | PA      | $10465.70      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33543                      | CUSIP: 31297N5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38135 | PA      | $39573.83      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33544                      | CUSIP: 31297N5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49469 | PA      | $51399.72      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33545                      | CUSIP: 31297N5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7571 | PA      | $7866.73       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73512 | PA      | $76225.61      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33585                      | CUSIP: 31297N6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9577 | PA      | $9956.39       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33595                      | CUSIP: 31297N7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13820 | PA      | $14347.19      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33171                      | CUSIP: 31297NQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14902 | PA      | $15447.24      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33827                      | CUSIP: 31297PHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16645 | PA      | $17304.16      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34557                      | CUSIP: 31297QB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220328 | PA      | $228698.19     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34913                      | CUSIP: 31297QN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14146 | PA      | $14702.16      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                      | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58445 | PA      | $59441.71      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35649                      | CUSIP: 31297RH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17507 | PA      | $17810.24      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35652                      | CUSIP: 31297RH59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157356 | PA      | $160262.65     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35683                      | CUSIP: 31297RJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21152 | PA      | $21452.16      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35687                      | CUSIP: 31297RJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35738 | PA      | $36391.47      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35672                      | CUSIP: 31297RJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80482 | PA      | $81988.87      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35673                      | CUSIP: 31297RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34242 | PA      | $34867.91      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35760                      | CUSIP: 31297RMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127366 | PA      | $129735.91     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35795                      | CUSIP: 31297RNL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7913 | PA      | $8062.43       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37175                      | CUSIP: 31297S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116995 | PA      | $119194.95     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36326                      | CUSIP: 31297SA39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4830 | PA      | $5000.86       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36882                      | CUSIP: 31297SUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6612 | PA      | $6863.79       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38033                      | CUSIP: 31297T4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65465 | PA      | $66706.10      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38062                      | CUSIP: 31297T5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86315 | PA      | $87906.18      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38072                      | CUSIP: 31297T6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26874 | PA      | $27379.48      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38074                      | CUSIP: 31297T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40137 | PA      | $40882.41      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37283                      | CUSIP: 31297TCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6868 | PA      | $6998.03       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37328                      | CUSIP: 31297TD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49180 | PA      | $50109.59      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37401                      | CUSIP: 31297TGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15855 | PA      | $16480.06      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37454                      | CUSIP: 31297TH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4881 | PA      | $4960.18       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37483                      | CUSIP: 31297TJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76084 | PA      | $78941.44      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37615                      | CUSIP: 31297TN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5992 | PA      | $6222.35       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37763                      | CUSIP: 31297TTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59128 | PA      | $61458.51      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111318 | PA      | $113385.79     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37968                      | CUSIP: 31297TZ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76549 | PA      | $79579.88      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38470                      | CUSIP: 31297UMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72883 | PA      | $74237.96      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39795                      | CUSIP: 31297V3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33620 | PA      | $34970.68      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39162                      | CUSIP: 31297VFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49464 | PA      | $50361.85      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39341                      | CUSIP: 31297VLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60740 | PA      | $61854.27      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C41674                      | CUSIP: 31297Y2F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2122 | PA      | $2235.68       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C41474                      | CUSIP: 31297YT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        314 | PA      | $330.85        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C42132                      | CUSIP: 31298ALM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2359 | PA      | $2485.42       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46068                      | CUSIP: 31298EW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2632 | PA      | $2751.37       | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C47117                      | CUSIP: 31298F4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        397 | PA      | $419.55        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46874                      | CUSIP: 31298FT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36303 | PA      | $37995.97      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46917                      | CUSIP: 31298FVJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4118 | PA      | $4304.89       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C48773                      | CUSIP: 31298HXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21500 | PA      | $22622.14      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C52187                      | CUSIP: 31298NNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3023 | PA      | $3189.68       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C52525                      | CUSIP: 31298NYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16978 | PA      | $17988.83      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C54266                      | CUSIP: 31298QW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10830 | PA      | $11399.34      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C54694                      | CUSIP: 31298RGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1726 | PA      | $1840.96       | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C55780                      | CUSIP: 31298SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17382 | PA      | $17761.41      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C55757                      | CUSIP: 31298SME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        373 | PA      | $390.18        | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C56015                      | CUSIP: 31298SVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1699 | PA      | $1754.07       | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C57122                      | CUSIP: 31298T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        305 | PA      | $319.25        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C57127                      | CUSIP: 31298T4L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17352 | PA      | $18202.19      | 0.00%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58221                      | CUSIP: 31298VD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1545 | PA      | $1633.35       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58694                      | CUSIP: 31298VUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18795 | PA      | $19860.53      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                      | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42659 | PA      | $44453.61      | 0.00%             | 2042-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848206                      | CUSIP: 31300LDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41754 | PA      | $43487.68      | 0.00%             | 2039-12-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64716 | PA      | $67385.42      | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70894 | PA      | $73831.60      | 0.00%             | 2040-09-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848608                      | CUSIP: 31300LR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6155 | PA      | $6375.69       | 0.00%             | 2041-06-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86875 | PA      | $90171.37      | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                      | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189504 | PA      | $193806.45     | 0.00%             | 2036-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848758                      | CUSIP: 31300LWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56462 | PA      | $58820.76      | 0.00%             | 2042-03-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2198943 | PA      | $2170864.87    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20268                      | CUSIP: 31306XJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2512 | PA      | $2487.92       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     722280 | PA      | $712779.46     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455306 | PA      | $449151.29     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21208                      | CUSIP: 31306YKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285949 | PA      | $282081.48     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J24888                      | CUSIP: 31307DND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     517390 | PA      | $511450.02     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32183                      | CUSIP: 31307NM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76536 | PA      | $75298.04      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     563974 | PA      | $554875.35     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J33086                      | CUSIP: 31307PNB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49139 | PA      | $48223.03      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J33956                      | CUSIP: 31307QMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20671 | PA      | $20241.99      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J34011                      | CUSIP: 31307QN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163066 | PA      | $159724.75     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35715                      | CUSIP: 31307SK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1361313 | PA      | $1316100.75    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J38014                      | CUSIP: 31307U3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84764 | PA      | $81547.99      | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J38271                      | CUSIP: 31307VFL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2319684 | PA      | $2258680.33    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J39576                      | CUSIP: 31307WT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53744 | PA      | $52830.94      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    7175000 | PA      | $7094797.85    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  388020000 | PA      | $384039302.82  | 0.10%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     460000 | PA      | $442235.72     | 0.00%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   84765000 | PA      | $82335974.16   | 0.02%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQUT8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     450000 | PA      | $439670.70     | 0.00%             | 2027-02-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   87150000 | PA      | $87915874.20   | 0.02%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWTQ3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    3780000 | PA      | $3811808.70    | 0.00%             | 2026-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    2660000 | PA      | $2745580.18    | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   48605000 | PA      | $49101743.10   | 0.01%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   30170000 | PA      | $30348093.51   | 0.01%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   34305000 | PA      | $34844137.38   | 0.01%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    9680000 | PA      | $10035468.96   | 0.00%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   11300000 | PA      | $11299480.20   | 0.00%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    9450000 | PA      | $9479257.20    | 0.00%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   10700000 | PA      | $10747700.60   | 0.00%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1814183 | PA      | $1783005.55    | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3531                      | CUSIP: 3131XJ4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22279448 | PA      | $21218877.19   | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3235                      | CUSIP: 3131XJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12758614 | PA      | $12143802.92   | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3293                      | CUSIP: 3131XJUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2255286 | PA      | $2142122.86    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0802                      | CUSIP: 3131XT3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3739626 | PA      | $3623606.80    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1779                      | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16084053 | PA      | $14513115.25   | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0903                      | CUSIP: 3131XUAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3622277 | PA      | $3509898.17    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0913                      | CUSIP: 3131XUAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3177211 | PA      | $3078639.72    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3857096 | PA      | $3605823.24    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3535                      | CUSIP: 3131XW4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2525116 | PA      | $2440462.75    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3456                      | CUSIP: 3131XWZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1421589 | PA      | $1373931.24    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1166873 | PA      | $1086115.71    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6958                      | CUSIP: 3131Y1WT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30016 | PA      | $27901.57      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7377                      | CUSIP: 3131Y2FS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26366 | PA      | $24507.87      | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1473420 | PA      | $1412052.52    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1601468 | PA      | $1583408.56    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4642                      | CUSIP: 3131YBEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22122 | PA      | $20591.28      | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4674                      | CUSIP: 3131YBFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639091 | PA      | $594860.70     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1862                      | CUSIP: 31326GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93740 | PA      | $96680.77      | 0.00%             | 2043-11-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA1334                      | CUSIP: 31329JPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3959357 | PA      | $3757505.75    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                      | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7633583 | PA      | $7274457.73    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4209                      | CUSIP: 31329MVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1416567 | PA      | $1303993.49    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1685817 | PA      | $1665752.97    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     915302 | PA      | $904407.94     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6343                      | CUSIP: 31329QBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     327616 | PA      | $322488.58     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3404210 | PA      | $3443083.44    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350992 | PA      | $335715.54     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3416                      | CUSIP: 3132A3YM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2175204 | PA      | $2070910.69    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3781                      | CUSIP: 3132A4FW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879193 | PA      | $807086.00     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9041509 | PA      | $8452495.23    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4639                      | CUSIP: 3132A5EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15868913 | PA      | $15312122.23   | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4767892 | PA      | $4317109.60    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4671                      | CUSIP: 3132A5FL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14508790 | PA      | $13091709.50   | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7670298 | PA      | $6656414.92    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                      | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11016115 | PA      | $10577955.65   | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4720                      | CUSIP: 3132A5G58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18485260 | PA      | $18282582.15   | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19421013 | PA      | $19189867.87   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                      | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11293124 | PA      | $10151298.42   | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4735                      | CUSIP: 3132A5HL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409498 | PA      | $381797.54     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4739                      | CUSIP: 3132A5HQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1147154 | PA      | $1067761.38    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6546089 | PA      | $5884227.01    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1525568 | PA      | $1419986.54    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9617620 | PA      | $9491130.63    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4759                      | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331976 | PA      | $309000.20     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2760206 | PA      | $2645245.40    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4771                      | CUSIP: 3132A5JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306282 | PA      | $284701.95     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                      | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3011169 | PA      | $2959428.61    | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7556                      | CUSIP: 3132A8MD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198729 | PA      | $195032.24     | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2878927 | PA      | $2747659.26    | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8522                      | CUSIP: 3132A9PF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119752 | PA      | $117874.40     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8528                      | CUSIP: 3132A9PM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54171 | PA      | $53288.92      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4691752 | PA      | $4600572.65    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8570                      | CUSIP: 3132A9QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398496 | PA      | $1371323.43    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6610896 | PA      | $6392280.33    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450842 | PA      | $438731.88     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2210666 | PA      | $2137709.29    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5275332 | PA      | $5222437.37    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0028                      | CUSIP: 3132ACA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39596343 | PA      | $36223902.99   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0046                      | CUSIP: 3132ACBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10545912 | PA      | $10139636.80   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0405                      | CUSIP: 3132ACNW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2888404 | PA      | $2885722.85    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9249528 | PA      | $8635401.09    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                      | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13743633 | PA      | $13274296.03   | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22277762 | PA      | $21433448.47   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7228172 | PA      | $6949710.63    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0529                      | CUSIP: 3132ACSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16168072 | PA      | $14684926.47   | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0531                      | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25508029 | PA      | $23878181.17   | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0535                      | CUSIP: 3132ACSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19966221 | PA      | $18746624.79   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0536                      | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42766880 | PA      | $39887257.45   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3460213 | PA      | $3647178.28    | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0711                      | CUSIP: 3132ACYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     297772 | PA      | $276605.57     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0712                      | CUSIP: 3132ACYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344024 | PA      | $329372.67     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0717                      | CUSIP: 3132ACYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1513257 | PA      | $1485946.17    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4036818 | PA      | $3972373.18    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5013810 | PA      | $4812822.14    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18446289 | PA      | $18249803.17   | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1711                      | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5224847 | PA      | $5146334.22    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1712                      | CUSIP: 3132AD3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     212949 | PA      | $215380.45     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1732                      | CUSIP: 3132AD4R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479595 | PA      | $470639.68     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1776                      | CUSIP: 3132AD6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424204 | PA      | $392857.63     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1778                      | CUSIP: 3132AD6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1498368 | PA      | $1474447.88    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1799                      | CUSIP: 3132AD7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1134124 | PA      | $1112946.41    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11818923 | PA      | $10918003.19   | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2649923 | PA      | $2547835.85    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1546                      | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143317 | PA      | $141163.16     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1594                      | CUSIP: 3132ADXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3621659 | PA      | $3467424.12    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1595                      | CUSIP: 3132ADXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2853958 | PA      | $2811071.88    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1610                      | CUSIP: 3132ADYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     981677 | PA      | $963959.48     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4642523 | PA      | $4587268.82    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26907178 | PA      | $26603751.63   | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22062240 | PA      | $22362436.60   | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1863                      | CUSIP: 3132AEB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11096842 | PA      | $10276835.16   | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2193410 | PA      | $2218457.70    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1953                      | CUSIP: 3132AEE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215484 | PA      | $212043.70     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1954                      | CUSIP: 3132AEE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441460 | PA      | $446501.29     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1952                      | CUSIP: 3132AEEZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     310904 | PA      | $297371.84     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2019                      | CUSIP: 3132AEG42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4543398 | PA      | $4394574.76    | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2021                      | CUSIP: 3132AEG67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383238 | PA      | $375602.44     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2086                      | CUSIP: 3132AEJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8516692 | PA      | $7882023.39    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2087                      | CUSIP: 3132AEJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3766745 | PA      | $3602799.45    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2088                      | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2616490 | PA      | $2574719.84    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3844111 | PA      | $3435018.35    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2195                      | CUSIP: 3132AENL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108959 | PA      | $108522.89     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2470                      | CUSIP: 3132AEW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20765564 | PA      | $20786844.36   | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0864                      | CUSIP: 3132CW5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6191473 | PA      | $6221004.13    | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0890                      | CUSIP: 3132CW7B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19720043 | PA      | $18154222.71   | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0105                      | CUSIP: 3132CWDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     246950 | PA      | $234703.05     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3269379 | PA      | $3202199.88    | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9941842 | PA      | $9597545.76    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1843365 | PA      | $1748491.78    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12166407 | PA      | $11257394.33   | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11171873 | PA      | $10337166.76   | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0481                      | CUSIP: 3132CWRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18750571 | PA      | $18095360.88   | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0538                      | CUSIP: 3132CWS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8093162 | PA      | $7648805.97    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0627                      | CUSIP: 3132CWVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14462765 | PA      | $13664165.64   | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1006                      | CUSIP: 3132CXDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7328942 | PA      | $7211230.91    | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1007                      | CUSIP: 3132CXDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9006116 | PA      | $8872725.60    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1048                      | CUSIP: 3132CXEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19827282 | PA      | $19004330.94   | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1134                      | CUSIP: 3132CXHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2534788 | PA      | $2394822.86    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1365                      | CUSIP: 3132CXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17765605 | PA      | $18169898.93   | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1404                      | CUSIP: 3132CXRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13650931 | PA      | $13358856.85   | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1576                      | CUSIP: 3132CXXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29696036 | PA      | $28770321.19   | 0.01%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8000                      | CUSIP: 3132D53H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1654047 | PA      | $1599866.67    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8002                      | CUSIP: 3132D53K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17083341 | PA      | $16523758.71   | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8004                      | CUSIP: 3132D53M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9717823 | PA      | $9245001.54    | 0.00%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8008                      | CUSIP: 3132D53R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     902885 | PA      | $858955.17     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6856971 | PA      | $6516916.34    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4891264 | PA      | $4639522.71    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9413482 | PA      | $8928992.78    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6559299 | PA      | $6213508.76    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1696153 | PA      | $1637413.77    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8053                      | CUSIP: 3132D55N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865939 | PA      | $820018.01     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4809914 | PA      | $4450541.33    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21310175 | PA      | $20180094.49   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20561928 | PA      | $19471526.44   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4600694 | PA      | $4146892.39    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4508895 | PA      | $4064148.27    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8068                      | CUSIP: 3132D56D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13114795 | PA      | $11792494.14   | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8070                      | CUSIP: 3132D56F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9115925 | PA      | $8593621.86    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14219654 | PA      | $12785956.20   | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5019762 | PA      | $4751995.13    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50235784 | PA      | $45170755.89   | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8312809 | PA      | $7681326.05    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8708486 | PA      | $8241231.41    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51140472 | PA      | $45984228.69   | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                      | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20672414 | PA      | $19076193.64   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2690398 | PA      | $2546044.16    | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30109470 | PA      | $27784567.68   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8092                      | CUSIP: 3132D57D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2447809 | PA      | $2197183.83    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8094                      | CUSIP: 3132D57F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1904876 | PA      | $1799098.11    | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25933395 | PA      | $23278137.32   | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43420584 | PA      | $38907009.51   | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26577123 | PA      | $24458527.71   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37385591 | PA      | $34463813.23   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39206746 | PA      | $35192461.46   | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49998144 | PA      | $46075040.05   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8108                      | CUSIP: 3132D6AH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4071318 | PA      | $3843965.09    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25270574 | PA      | $22683180.30   | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41745794 | PA      | $38470210.01   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8112                      | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     775789 | PA      | $731739.80     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43007833 | PA      | $38564044.77   | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28708988 | PA      | $26429423.00   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8120                      | CUSIP: 3132D6AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4221521 | PA      | $3975226.62    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22996813 | PA      | $21170808.85   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16521237 | PA      | $14798689.78   | 0.00%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26860636 | PA      | $24719440.61   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22077025 | PA      | $19775216.58   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42507205 | PA      | $39105460.02   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8153                      | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1779785 | PA      | $1637353.21    | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19138426 | PA      | $17997917.47   | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19454941 | PA      | $18643391.90   | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8189                      | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7219169 | PA      | $7132548.74    | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8183                      | CUSIP: 3132D6CU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22030151 | PA      | $21419133.64   | 0.01%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8223                      | CUSIP: 3132D6D49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7879134 | PA      | $7989971.64    | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8228                      | CUSIP: 3132D6D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4468642 | PA      | $4402456.27    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8199                      | CUSIP: 3132D6DC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3261190 | PA      | $3271648.55    | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8205                      | CUSIP: 3132D6DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2366887 | PA      | $2374478.14    | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8201037 | PA      | $8415860.33    | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8230                      | CUSIP: 3132D6EB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4832742 | PA      | $4900725.45    | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8244                      | CUSIP: 3132D6ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8435408 | PA      | $8645825.86    | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8261                      | CUSIP: 3132D6FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9433186 | PA      | $9650805.58    | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8262                      | CUSIP: 3132D6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3885396 | PA      | $3936410.43    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8265                      | CUSIP: 3132D6FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3971945 | PA      | $4024095.28    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8282                      | CUSIP: 3132D6FX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9285068 | PA      | $9496369.19    | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8319                      | CUSIP: 3132D6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22857907 | PA      | $23378086.73   | 0.01%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24280664 | PA      | $24553935.35   | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8308                      | CUSIP: 3132D6GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10811625 | PA      | $10933306.41   | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8349                      | CUSIP: 3132D6H29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2725401 | PA      | $2722218.50    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8351                      | CUSIP: 3132D6H45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17430531 | PA      | $17615812.01   | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8347                      | CUSIP: 3132D6HY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32791330 | PA      | $32254417.70   | 0.01%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8348                      | CUSIP: 3132D6HZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17940473 | PA      | $17919520.18   | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8362                      | CUSIP: 3132D6JF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9958701 | PA      | $9947070.62    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36993270 | PA      | $34206196.64   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13587639 | PA      | $12549509.80   | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13834759 | PA      | $12796771.40   | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11017681 | PA      | $10194495.06   | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10730428 | PA      | $9928704.44    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29845822 | PA      | $27615891.01   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28574294 | PA      | $26466153.90   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34279110 | PA      | $31717946.72   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47399374 | PA      | $43843117.29   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5385761 | PA      | $4825112.67    | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0788                      | CUSIP: 3132DM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7113960 | PA      | $5855006.36    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23956987 | PA      | $21297045.42   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35264946 | PA      | $30316991.93   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0857                      | CUSIP: 3132DM5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6394389 | PA      | $5475224.05    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5987223 | PA      | $6059335.37    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1892406 | PA      | $1957979.11    | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0232                      | CUSIP: 3132DMHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2459329 | PA      | $2199143.33    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16562843 | PA      | $16751979.03   | 0.00%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0418                      | CUSIP: 3132DMPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19678396 | PA      | $18544024.57   | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0435                      | CUSIP: 3132DMPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20549940 | PA      | $17640931.50   | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10409329 | PA      | $9249516.55    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3779342 | PA      | $3385410.09    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0501                      | CUSIP: 3132DMRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3319912 | PA      | $2986316.95    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0567                      | CUSIP: 3132DMTY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13863459 | PA      | $11332067.59   | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0568                      | CUSIP: 3132DMTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14805770 | PA      | $12102318.04   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23136992 | PA      | $20783196.57   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7890212 | PA      | $7067791.60    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45514374 | PA      | $39284798.93   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1672                      | CUSIP: 3132DN2D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14655210 | PA      | $14320494.95   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11162261 | PA      | $10886393.22   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10086855 | PA      | $9878542.93    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8432543 | PA      | $8415524.93    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7840657 | PA      | $7394038.37    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21697762 | PA      | $21263225.33   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1767                      | CUSIP: 3132DN6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6557215 | PA      | $6421797.06    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                      | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18102844 | PA      | $15534584.05   | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7737513 | PA      | $6627698.30    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19914747 | PA      | $17815634.70   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1041                      | CUSIP: 3132DNEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24963220 | PA      | $22355377.00   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3783772 | PA      | $3597801.64    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27753108 | PA      | $24619646.38   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5565611 | PA      | $5292064.59    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1132                      | CUSIP: 3132DNHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2027879 | PA      | $1928209.53    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6764315 | PA      | $6784484.38    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1945076 | PA      | $1903083.52    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1429                      | CUSIP: 3132DNSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30506016 | PA      | $29035263.22   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1458                      | CUSIP: 3132DNTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30518278 | PA      | $27253817.39   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  100408775 | PA      | $81635396.28   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1659                      | CUSIP: 3132DNZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15243872 | PA      | $13095507.46   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2587                      | CUSIP: 3132DP2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12410574 | PA      | $12043116.36   | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13956618 | PA      | $14296294.02   | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7320157 | PA      | $7413675.54    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2619                      | CUSIP: 3132DP4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17256687 | PA      | $17477149.79   | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2624                      | CUSIP: 3132DP4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15397886 | PA      | $14284110.62   | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2635                      | CUSIP: 3132DP4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26318841 | PA      | $23511807.68   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2660                      | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19561293 | PA      | $19521814.14   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2666                      | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10080865 | PA      | $10104623.84   | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17188240 | PA      | $17184704.08   | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1792834 | PA      | $1753007.04    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18041906 | PA      | $18005494.19   | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1893                      | CUSIP: 3132DPC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16023932 | PA      | $16101756.70   | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7336939 | PA      | $7451307.41    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11897812 | PA      | $11227526.56   | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1941                      | CUSIP: 3132DPEN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8980247 | PA      | $7714634.10    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1986                      | CUSIP: 3132DPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22951023 | PA      | $23445055.14   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17644640 | PA      | $17702766.46   | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2006                      | CUSIP: 3132DPGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4825043 | PA      | $4920159.10    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2030                      | CUSIP: 3132DPHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3873158 | PA      | $3998892.32    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2037                      | CUSIP: 3132DPHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18436234 | PA      | $18381453.96   | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2076                      | CUSIP: 3132DPJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5436012 | PA      | $4428137.11    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8265410 | PA      | $8507733.45    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2181                      | CUSIP: 3132DPM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21578313 | PA      | $22029310.96   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14268751 | PA      | $14664784.37   | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2161                      | CUSIP: 3132DPMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14325166 | PA      | $14548467.10   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2191                      | CUSIP: 3132DPNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29980739 | PA      | $28863224.83   | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2247                      | CUSIP: 3132DPP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22048834 | PA      | $22482104.92   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2250                      | CUSIP: 3132DPQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35621245 | PA      | $34829943.69   | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2310                      | CUSIP: 3132DPR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20435347 | PA      | $21195713.81   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2314                      | CUSIP: 3132DPSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10096339 | PA      | $10241100.13   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2403                      | CUSIP: 3132DPU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16716050 | PA      | $17148665.91   | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14426192 | PA      | $15006811.75   | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2439                      | CUSIP: 3132DPV88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8656722 | PA      | $7086873.22    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2441                      | CUSIP: 3132DPWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6191293 | PA      | $6424369.87    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2451                      | CUSIP: 3132DPWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17705892 | PA      | $18619086.06   | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2503                      | CUSIP: 3132DPX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9039223 | PA      | $9083124.23    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2510                      | CUSIP: 3132DPYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20797987 | PA      | $20762512.15   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2513                      | CUSIP: 3132DPYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28302 | PA      | $27602.75      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2516                      | CUSIP: 3132DPYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22078584 | PA      | $22360649.36   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3487                      | CUSIP: 3132DQ2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9404267 | PA      | $7704732.40    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3488                      | CUSIP: 3132DQ2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20874419 | PA      | $17075911.13   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23371309 | PA      | $23998076.26   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3529                      | CUSIP: 3132DQ4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9955906 | PA      | $10173322.95   | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3542                      | CUSIP: 3132DQ5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6438208 | PA      | $6545307.25    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3584                      | CUSIP: 3132DQ6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24707452 | PA      | $25572729.30   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3590                      | CUSIP: 3132DQ7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20640870 | PA      | $21091625.30   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3592                      | CUSIP: 3132DQ7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15617719 | PA      | $15895331.69   | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2707                      | CUSIP: 3132DQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28026981 | PA      | $28093034.81   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2758                      | CUSIP: 3132DQB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9271585 | PA      | $9476955.62    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2753                      | CUSIP: 3132DQBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11643102 | PA      | $11871894.37   | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2772                      | CUSIP: 3132DQCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27429286 | PA      | $27822566.64   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2807                      | CUSIP: 3132DQDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14774313 | PA      | $12150476.15   | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7251911 | PA      | $6460329.07    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2872                      | CUSIP: 3132DQFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14826551 | PA      | $14782728.35   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2874                      | CUSIP: 3132DQFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16236621 | PA      | $15865787.75   | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2883                      | CUSIP: 3132DQFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7755119 | PA      | $7948710.35    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22638072 | PA      | $22914550.98   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2902                      | CUSIP: 3132DQGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33385210 | PA      | $33790857.29   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2974                      | CUSIP: 3132DQJT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5568188 | PA      | $5809260.42    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3017                      | CUSIP: 3132DQK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11992677 | PA      | $10753887.23   | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2993                      | CUSIP: 3132DQKE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9175323 | PA      | $7885084.75    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                      | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29003380 | PA      | $24807084.30   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3032                      | CUSIP: 3132DQLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20450325 | PA      | $20877746.65   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3057                      | CUSIP: 3132DQME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8148651 | PA      | $8323545.25    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3073                      | CUSIP: 3132DQMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13557661 | PA      | $13794418.07   | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3145                      | CUSIP: 3132DQP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49199413 | PA      | $50427577.48   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3165                      | CUSIP: 3132DQQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28441540 | PA      | $28410803.15   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3181                      | CUSIP: 3132DQRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10849119 | PA      | $11086042.04   | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3188                      | CUSIP: 3132DQRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16808456 | PA      | $17334071.54   | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24408247 | PA      | $24473400.18   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                      | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11934234 | PA      | $10270954.26   | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3339                      | CUSIP: 3132DQV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7363542 | PA      | $7426918.04    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3353                      | CUSIP: 3132DQWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5556953 | PA      | $5568313.15    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3357                      | CUSIP: 3132DQWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5539749 | PA      | $5688312.89    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3402                      | CUSIP: 3132DQX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25122630 | PA      | $25070749.08   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3375                      | CUSIP: 3132DQXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20886542 | PA      | $21172959.31   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3411                      | CUSIP: 3132DQYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9035359 | PA      | $9504187.68    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3437                      | CUSIP: 3132DQZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9559193 | PA      | $10006659.90   | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5296                      | CUSIP: 3132DS3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10799679 | PA      | $11167769.10   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30831070 | PA      | $31705583.84   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20430772 | PA      | $20627938.71   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5330                      | CUSIP: 3132DS4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11608635 | PA      | $12004297.05   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5368                      | CUSIP: 3132DS6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72299809 | PA      | $60958101.91   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5377                      | CUSIP: 3132DS6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39036194 | PA      | $40269089.82   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5382                      | CUSIP: 3132DS6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15595118 | PA      | $16082790.97   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5386                      | CUSIP: 3132DS6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12247956 | PA      | $12634865.33   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4556                      | CUSIP: 3132DSBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     354644 | PA      | $334885.79     | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4616                      | CUSIP: 3132DSDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29516249 | PA      | $31199988.90   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4619                      | CUSIP: 3132DSDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11591072 | PA      | $12217867.28   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4653                      | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12335425 | PA      | $12345222.67   | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4655                      | CUSIP: 3132DSE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33037897 | PA      | $33095112.08   | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4693                      | CUSIP: 3132DSGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32519608 | PA      | $33742062.77   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4695                      | CUSIP: 3132DSGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22898499 | PA      | $23941757.08   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4773                      | CUSIP: 3132DSJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14542443 | PA      | $13458732.49   | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31952165 | PA      | $31797813.81   | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5047                      | CUSIP: 3132DSTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17622553 | PA      | $17930295.22   | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5090                      | CUSIP: 3132DSUP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18862721 | PA      | $18331701.67   | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19426985 | PA      | $19790522.45   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5149                      | CUSIP: 3132DSWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15116882 | PA      | $15564799.70   | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5189                      | CUSIP: 3132DSXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19743440 | PA      | $20100559.35   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5210                      | CUSIP: 3132DSYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6522240 | PA      | $6533535.70    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5261                      | CUSIP: 3132DSZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14175645 | PA      | $14504861.84   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5242                      | CUSIP: 3132DSZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24756268 | PA      | $25196323.40   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5252                      | CUSIP: 3132DSZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30175352 | PA      | $30466559.60   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5256                      | CUSIP: 3132DSZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23533391 | PA      | $23760499.73   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6223                      | CUSIP: 3132DT4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26058096 | PA      | $26881099.46   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9463755 | PA      | $9852115.56    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5428                      | CUSIP: 3132DTA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37116151 | PA      | $37764310.12   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5406                      | CUSIP: 3132DTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11484766 | PA      | $12023265.74   | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5694                      | CUSIP: 3132DTKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22171179 | PA      | $23081008.94   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5775                      | CUSIP: 3132DTMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37627701 | PA      | $39098319.59   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5851                      | CUSIP: 3132DTQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79448465 | PA      | $81231511.22   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13830331 | PA      | $14470296.46   | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6038                      | CUSIP: 3132DTV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21775781 | PA      | $22689800.15   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6020                      | CUSIP: 3132DTVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26147691 | PA      | $27038893.00   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6046                      | CUSIP: 3132DTWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12610376 | PA      | $13000773.32   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6054                      | CUSIP: 3132DTWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27525141 | PA      | $28203649.90   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7120                      | CUSIP: 3132DU4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17254209 | PA      | $17782979.39   | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7191                      | CUSIP: 3132DU7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10777124 | PA      | $10691384.90   | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6400                      | CUSIP: 3132DUDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10297038 | PA      | $10857074.94   | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6429                      | CUSIP: 3132DUEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17202021 | PA      | $17400282.65   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6614                      | CUSIP: 3132DUK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18283247 | PA      | $19231931.67   | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6599                      | CUSIP: 3132DUKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32955770 | PA      | $33572471.62   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6702                      | CUSIP: 3132DUNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38204458 | PA      | $39652552.28   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6760                      | CUSIP: 3132DUQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20565892 | PA      | $20607934.64   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6846                      | CUSIP: 3132DUTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45374501 | PA      | $47211351.67   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6957                      | CUSIP: 3132DUWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34046342 | PA      | $34906880.81   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6981                      | CUSIP: 3132DUXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13295077 | PA      | $13481215.11   | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7065                      | CUSIP: 3132DUZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25565092 | PA      | $25409638.64   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31250603 | PA      | $28912026.24   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6859201 | PA      | $6112093.77    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8005                      | CUSIP: 3132DV3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14239530 | PA      | $13173943.27   | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8007                      | CUSIP: 3132DV3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127642 | PA      | $125564.76     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8008                      | CUSIP: 3132DV3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     414032 | PA      | $418760.22     | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7006364 | PA      | $6243227.37    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10842723 | PA      | $10031329.17   | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8012                      | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2999752 | PA      | $2866377.37    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8013                      | CUSIP: 3132DV3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2609266 | PA      | $2566795.65    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35243321 | PA      | $31404600.63   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8017                      | CUSIP: 3132DV4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26479136 | PA      | $24497622.88   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39622277 | PA      | $33691000.05   | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8022                      | CUSIP: 3132DV4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     665050 | PA      | $671397.41     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21684251 | PA      | $18560460.87   | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                      | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44999396 | PA      | $40083976.65   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20109098 | PA      | $17168232.80   | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45074430 | PA      | $40150815.20   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8033                      | CUSIP: 3132DV4S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430747 | PA      | $423467.06     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22078858 | PA      | $19653319.05   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8044                      | CUSIP: 3132DV5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50779701 | PA      | $45201144.24   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     993760 | PA      | $976342.47     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                      | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23363733 | PA      | $20775136.56   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2348143 | PA      | $2168021.90    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                      | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1632261 | PA      | $1603653.14    | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35294118 | PA      | $31383688.14   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200987 | PA      | $4802029.99    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11844745 | PA      | $11295896.46   | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92803004 | PA      | $79027976.03   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16275634 | PA      | $14462195.14   | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4003315 | PA      | $3696229.12    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2976511 | PA      | $2837658.15    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  137581398 | PA      | $112158831.94  | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                      | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21118240 | PA      | $16273852.75   | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16832112 | PA      | $14333671.21   | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20026610 | PA      | $17795235.46   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68094955 | PA      | $55448393.77   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  157730119 | PA      | $128436560.41  | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                      | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69560920 | PA      | $59170570.51   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7281                      | CUSIP: 3132DVCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270858 | PA      | $269761.26     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7285                      | CUSIP: 3132DVCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23576809 | PA      | $19286549.08   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7323                      | CUSIP: 3132DVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53601587 | PA      | $53175148.94   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7338                      | CUSIP: 3132DVEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22859654 | PA      | $23323144.64   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7406                      | CUSIP: 3132DVGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27037694 | PA      | $26928207.71   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7413                      | CUSIP: 3132DVGW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21182437 | PA      | $21146306.42   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28455355 | PA      | $26450447.45   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35902378 | PA      | $32317238.63   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33208887 | PA      | $30972832.92   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6704813 | PA      | $6463276.60    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29530140 | PA      | $28355596.18   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31568647 | PA      | $29324652.54   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12624251 | PA      | $11738716.85   | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24092459 | PA      | $22379894.28   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14248810 | PA      | $14097034.32   | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21475812 | PA      | $20614913.61   | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20241357 | PA      | $18188468.25   | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13446482 | PA      | $12507473.85   | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37927917 | PA      | $34081248.99   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13426069 | PA      | $12055999.51   | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3241611 | PA      | $3013213.26    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7512                      | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7766433 | PA      | $6969049.78    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76739018 | PA      | $66067843.99   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45329679 | PA      | $37265211.90   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  154044468 | PA      | $132334519.05  | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29889087 | PA      | $25779471.77   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77951440 | PA      | $67160388.04   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52923846 | PA      | $45647055.48   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55769312 | PA      | $48048998.72   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31557680 | PA      | $25972933.40   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6194542 | PA      | $5319591.21    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37374353 | PA      | $32235547.92   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98262222 | PA      | $84659487.60   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55019524 | PA      | $47334231.67   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31503895 | PA      | $25751457.36   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27416735 | PA      | $22624783.59   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22036762 | PA      | $19726031.25   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7554                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88091201 | PA      | $75676243.34   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7555                      | CUSIP: 3132DVMC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24520542 | PA      | $21912968.53   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7556                      | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7757723 | PA      | $6918202.30    | 0.00%             | 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        |   24086391 | PA      | $23641652.40   | 0.01%             | 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        |   49967935 | PA      | $49107771.72   | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7569                      | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46968865 | PA      | $48701823.96   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99271545 | PA      | $76375208.03   | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  290703612 | PA      | $236441747.97  | 0.06%             | 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        |   11568017 | PA      | $9825636.84    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  169023998 | PA      | $130250991.58  | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  134177829 | PA      | $109174528.81  | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72962133 | PA      | $61972540.08   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  274531158 | PA      | $223373786.45  | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  111623920 | PA      | $86018118.31   | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  161797617 | PA      | $131647521.03  | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                      | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53438562 | PA      | $45389618.72   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                      | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19435935 | PA      | $17203562.36   | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17810310 | PA      | $15764652.97   | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8163                      | CUSIP: 3132DWB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     581803 | PA      | $535719.41     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8133                      | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64363795 | PA      | $49518703.98   | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  223373768 | PA      | $181679490.37  | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8139                      | CUSIP: 3132DWBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10657655 | PA      | $8199536.33    | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  112402361 | PA      | $91386548.15   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  108814540 | PA      | $83717173.71   | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  211009890 | PA      | $171557476.36  | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8147                      | CUSIP: 3132DWBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20206082 | PA      | $17143689.01   | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70328792 | PA      | $54107913.42   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8150                      | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  166945387 | PA      | $135731691.80  | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8151                      | CUSIP: 3132DWBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33821541 | PA      | $28605778.90   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8152                      | CUSIP: 3132DWBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25183355 | PA      | $22322324.30   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8154                      | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5660540 | PA      | $4354973.18    | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  169249527 | PA      | $137393465.53  | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  177508356 | PA      | $150605544.54  | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  178231828 | PA      | $150829486.31  | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  136786710 | PA      | $110869800.56  | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8196                      | CUSIP: 3132DWC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13994301 | PA      | $12872720.97   | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8165                      | CUSIP: 3132DWCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14901232 | PA      | $11459703.44   | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  106903468 | PA      | $86782150.34   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66254110 | PA      | $56212769.72   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8168                      | CUSIP: 3132DWCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54480186 | PA      | $48120550.25   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8172                      | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  139490993 | PA      | $113236068.13  | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  115239462 | PA      | $97665963.00   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8174                      | CUSIP: 3132DWCK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9297911 | PA      | $8215443.91    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  177015704 | PA      | $143531944.77  | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  157962746 | PA      | $133874138.42  | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  180046008 | PA      | $145989044.88  | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  107049226 | PA      | $90724700.80   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17377786 | PA      | $15415748.74   | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  129522274 | PA      | $105022229.52  | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92092164 | PA      | $84366045.70   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68054503 | PA      | $64496994.62   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63440266 | PA      | $58117912.98   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80165896 | PA      | $75850012.49   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8199                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  130892577 | PA      | $106092425.94  | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  109470639 | PA      | $92640021.27   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44015521 | PA      | $38789769.44   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8204                      | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9231357 | PA      | $7482296.65    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126956562 | PA      | $107437561.95  | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8206                      | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  151585550 | PA      | $133712870.66  | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55618152 | PA      | $47067111.63   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8213                      | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  130602271 | PA      | $115203623.51  | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  106258284 | PA      | $97376897.40   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8220                      | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34307728 | PA      | $30195672.06   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8255                      | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24503125 | PA      | $22439766.17   | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73053098 | PA      | $69074487.85   | 0.02%             | 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        |   73036788 | PA      | $71163262.70   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53425365 | PA      | $53317541.72   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54977211 | PA      | $53618487.54   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33300535 | PA      | $33264546.69   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8234                      | CUSIP: 3132DWEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2590762 | PA      | $2189205.67    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46753255 | PA      | $42830866.89   | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8237                      | CUSIP: 3132DWEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62865235 | PA      | $59480765.91   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71295495 | PA      | $69533477.23   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32348416 | PA      | $32313456.62   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8243                      | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74558056 | PA      | $68279671.32   | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72377815 | PA      | $68435982.07   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74177579 | PA      | $72344332.49   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42942951 | PA      | $42856283.19   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82528455 | PA      | $83711747.51   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8290                      | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55129474 | PA      | $56556240.99   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8263                      | CUSIP: 3132DWFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2726587 | PA      | $2396375.13    | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31255395 | PA      | $30453638.25   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47290931 | PA      | $47269380.67   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45618563 | PA      | $46272641.62   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8459944 | PA      | $8694752.36    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8274                      | CUSIP: 3132DWFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27292688 | PA      | $25806276.46   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34746302 | PA      | $34654460.97   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12003141 | PA      | $12175241.55   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8278                      | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18556540 | PA      | $19036789.26   | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8282                      | CUSIP: 3132DWFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31345638 | PA      | $32553347.54   | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8321                      | CUSIP: 3132DWG64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1709601 | PA      | $1613821.84    | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27977802 | PA      | $27860135.35   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8324                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36621778 | PA      | $37066750.90   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8298                      | CUSIP: 3132DWGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45211765 | PA      | $44023744.21   | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8299                      | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1651273 | PA      | $1646908.36    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8300                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11838074 | PA      | $11974884.74   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8305                      | CUSIP: 3132DWGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286425 | PA      | $270467.93     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8307                      | CUSIP: 3132DWGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39304583 | PA      | $39084009.20   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8308                      | CUSIP: 3132DWGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19123383 | PA      | $19367694.25   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8309                      | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20941904 | PA      | $21483887.10   | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8310                      | CUSIP: 3132DWGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9437674 | PA      | $9792448.85    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8314                      | CUSIP: 3132DWGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25038735 | PA      | $24365148.42   | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8315                      | CUSIP: 3132DWGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57052731 | PA      | $56866271.14   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8350                      | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45084774 | PA      | $46167047.94   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8351                      | CUSIP: 3132DWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13084990 | PA      | $13551315.29   | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8353                      | CUSIP: 3132DWH63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3700813 | PA      | $3493476.89    | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8192059 | PA      | $7971678.05    | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                      | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6964859 | PA      | $6935566.94    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8340                      | CUSIP: 3132DWHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543416 | PA      | $528626.93     | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8341                      | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46624920 | PA      | $46399688.69   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23545278 | PA      | $23831364.75   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68834213 | PA      | $70529620.63   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8382                      | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7164753 | PA      | $7127902.84    | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8383                      | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  124680844 | PA      | $126000965.21  | 0.03%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8384                      | CUSIP: 3132DWJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73074683 | PA      | $74828862.58   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8386                      | CUSIP: 3132DWJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14928440 | PA      | $15644875.76   | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8362                      | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21830296 | PA      | $22081900.58   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8364                      | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23261564 | PA      | $24088747.08   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8365                      | CUSIP: 3132DWJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49203 | PA      | $47864.34      | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98263689 | PA      | $99304105.29   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8368                      | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87433732 | PA      | $89532604.68   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77010830 | PA      | $78859498.12   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8374                      | CUSIP: 3132DWJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41500437 | PA      | $42953499.69   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8375                      | CUSIP: 3132DWJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1564086 | PA      | $1476458.87    | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8377                      | CUSIP: 3132DWJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6561084 | PA      | $6859761.09    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8378                      | CUSIP: 3132DWJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17482269 | PA      | $18321266.15   | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8420                      | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44173409 | PA      | $44599704.28   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8389                      | CUSIP: 3132DWKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16066821 | PA      | $17043293.34   | 0.00%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8390                      | CUSIP: 3132DWKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     948098 | PA      | $894092.89     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8393                      | CUSIP: 3132DWKE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3048829 | PA      | $2962999.30    | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8395                      | CUSIP: 3132DWKG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     717919 | PA      | $725520.23     | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8398                      | CUSIP: 3132DWKK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20721888 | PA      | $21677505.22   | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8409                      | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79299521 | PA      | $81128786.49   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25917320 | PA      | $26159336.00   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8447                      | CUSIP: 3132DWL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34017775 | PA      | $34781228.74   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8448                      | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  174022026 | PA      | $179924766.19  | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8421                      | CUSIP: 3132DWLA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52716740 | PA      | $53932798.78   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                      | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14141463 | PA      | $14625554.01   | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8429                      | CUSIP: 3132DWLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30852670 | PA      | $29945546.10   | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8430                      | CUSIP: 3132DWLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29502488 | PA      | $29295433.65   | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166142 | PA      | $169974.80     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8433                      | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39867759 | PA      | $41220052.99   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8438                      | CUSIP: 3132DWLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61700236 | PA      | $62295673.71   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8439                      | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27422855 | PA      | $28038300.80   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8453                      | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126108976 | PA      | $127286581.35  | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8454                      | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  151079641 | PA      | $154470290.91  | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64947674 | PA      | $67150666.41   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92483276 | PA      | $93346885.20   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65506790 | PA      | $66956474.79   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8468                      | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46277847 | PA      | $45909673.99   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49214112 | PA      | $49642915.02   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8470                      | CUSIP: 3132DWMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35021663 | PA      | $35796702.67   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8473                      | CUSIP: 3132DWMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28710694 | PA      | $27857575.54   | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8474                      | CUSIP: 3132DWMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71672876 | PA      | $71102667.89   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8475                      | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99663008 | PA      | $100531371.56  | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8476                      | CUSIP: 3132DWMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24060368 | PA      | $24592831.29   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8514                      | CUSIP: 3132DWN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25143330 | PA      | $24943297.37   | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8515                      | CUSIP: 3132DWN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43663881 | PA      | $44044324.66   | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8516                      | CUSIP: 3132DWN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81072416 | PA      | $82847569.08   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87364663 | PA      | $84768682.87   | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8490                      | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50939357 | PA      | $49425729.44   | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8491                      | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  117203382 | PA      | $116270947.44  | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8492                      | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42171101 | PA      | $41835599.95   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8493                      | CUSIP: 3132DWNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83738677 | PA      | $84468291.94   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46198219 | PA      | $46600743.94   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8496                      | CUSIP: 3132DWNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66854436 | PA      | $68313052.51   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                      | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43615380 | PA      | $41110518.26   | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65880589 | PA      | $65356463.01   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8506                      | CUSIP: 3132DWNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   94712374 | PA      | $95537603.01   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8507                      | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61389574 | PA      | $62728959.20   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8522                      | CUSIP: 3132DWPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2926875 | PA      | $2839904.94    | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8524                      | CUSIP: 3132DWPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64541771 | PA      | $65104123.02   | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8525                      | CUSIP: 3132DWPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52993022 | PA      | $54153352.25   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8526                      | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23160223 | PA      | $23934948.19   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21326739 | PA      | $22310249.60   | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8533                      | CUSIP: 3132DWPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13168892 | PA      | $13283632.63   | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8534                      | CUSIP: 3132DWPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29232769 | PA      | $29872846.53   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8535                      | CUSIP: 3132DWPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59256158 | PA      | $61261463.77   | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19991359 | PA      | $20629001.11   | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24961458 | PA      | $26223744.34   | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4493                      | CUSIP: 3132E07E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42662400 | PA      | $44129811.27   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3623                      | CUSIP: 3132E0AY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8957676 | PA      | $9185024.21    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3637                      | CUSIP: 3132E0BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9556280 | PA      | $9797627.13    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3655                      | CUSIP: 3132E0BY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36553740 | PA      | $36902619.67   | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3741                      | CUSIP: 3132E0EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11286717 | PA      | $11822103.22   | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3743                      | CUSIP: 3132E0EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23147871 | PA      | $24202490.36   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3768                      | CUSIP: 3132E0FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30368508 | PA      | $27849197.61   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60035511 | PA      | $60727450.73   | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3799                      | CUSIP: 3132E0GG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8479394 | PA      | $7582312.11    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14697732 | PA      | $15273318.84   | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17861907 | PA      | $18303245.79   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3858                      | CUSIP: 3132E0JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6210215 | PA      | $6469379.89    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3859                      | CUSIP: 3132E0JC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13587145 | PA      | $14171147.36   | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3862                      | CUSIP: 3132E0JF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10916213 | PA      | $11130721.72   | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3880                      | CUSIP: 3132E0JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20376525 | PA      | $20789669.40   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3915                      | CUSIP: 3132E0K43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32968266 | PA      | $34102239.13   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17963977 | PA      | $18429253.14   | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3927                      | CUSIP: 3132E0LG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48895719 | PA      | $49413426.65   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3996                      | CUSIP: 3132E0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9315030 | PA      | $9652404.44    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4045                      | CUSIP: 3132E0P63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13038785 | PA      | $10666123.71   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4033                      | CUSIP: 3132E0PS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13503140 | PA      | $14084586.81   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4080                      | CUSIP: 3132E0Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14403875 | PA      | $14569886.80   | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4212                      | CUSIP: 3132E0VD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5948599 | PA      | $6270273.93    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4216                      | CUSIP: 3132E0VH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16029498 | PA      | $16779840.60   | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4267                      | CUSIP: 3132E0W40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28507592 | PA      | $29701942.78   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4248                      | CUSIP: 3132E0WH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14768152 | PA      | $15234580.92   | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4282                      | CUSIP: 3132E0XK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10810245 | PA      | $11005780.34   | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4285                      | CUSIP: 3132E0XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7563774 | PA      | $7702950.75    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51474873 | PA      | $53305324.18   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4333                      | CUSIP: 3132E0Y63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24207727 | PA      | $25217963.66   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4319                      | CUSIP: 3132E0YQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11461105 | PA      | $11744290.95   | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4344                      | CUSIP: 3132E0ZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18387446 | PA      | $19078654.36   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4348                      | CUSIP: 3132E0ZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24155914 | PA      | $25301751.78   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40024                      | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52376 | PA      | $54473.24      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40045                      | CUSIP: 3132FCBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167864 | PA      | $171121.13     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40047                      | CUSIP: 3132FCBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1549140 | PA      | $1515825.36    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40128                      | CUSIP: 3132FCD93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25391 | PA      | $24215.03      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85573 | PA      | $85284.72      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50033                      | CUSIP: 3132FEBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        307 | PA      | $306.00        | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00850                      | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260389 | PA      | $261196.40     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00870                      | CUSIP: 3132GD6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     765082 | PA      | $747293.70     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1327813 | PA      | $1331261.26    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00060                      | CUSIP: 3132GDB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92059 | PA      | $93956.39      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1072764 | PA      | $1075836.56    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00131                      | CUSIP: 3132GDEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40137 | PA      | $40249.01      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00457                      | CUSIP: 3132GDQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27043 | PA      | $27115.16      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1690238 | PA      | $1694826.71    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00707                      | CUSIP: 3132GDYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286547 | PA      | $287383.54     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1374954 | PA      | $1378775.04    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00950                      | CUSIP: 3132GEBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63206 | PA      | $64512.72      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01327                      | CUSIP: 3132GEPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371150 | PA      | $378792.68     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01396                      | CUSIP: 3132GERR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     324991 | PA      | $325728.23     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01443                      | CUSIP: 3132GES84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     554657 | PA      | $556256.34     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                      | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14609 | PA      | $14289.88      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     601340 | PA      | $602918.21     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02675                      | CUSIP: 3132GF6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347086 | PA      | $339171.34     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01865                      | CUSIP: 3132GFCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253865 | PA      | $254337.79     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02288                      | CUSIP: 3132GFRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169389 | PA      | $1142025.85    | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02464                      | CUSIP: 3132GFWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32380 | PA      | $31604.16      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02527                      | CUSIP: 3132GFYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558921 | PA      | $560460.70     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02975                      | CUSIP: 3132GGJU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     636418 | PA      | $638215.13     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03510                      | CUSIP: 3132GJR76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1298593 | PA      | $1269176.12    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03655                      | CUSIP: 3132GJWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8506 | PA      | $8313.44       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03683                      | CUSIP: 3132GJXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1649636 | PA      | $1608443.68    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03971                      | CUSIP: 3132GKCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179811 | PA      | $175749.64     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04598                      | CUSIP: 3132GKX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     249091 | PA      | $243296.73     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5335635 | PA      | $5085405.41    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2103350 | PA      | $2057993.75    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05649                      | CUSIP: 3132GL5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     307830 | PA      | $300343.74     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04899                      | CUSIP: 3132GLDC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4321387 | PA      | $4219103.54    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05883                      | CUSIP: 3132GMFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     730414 | PA      | $714580.26     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3129232 | PA      | $3054003.51    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07064                      | CUSIP: 3132GSFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47195 | PA      | $46017.60      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07465                      | CUSIP: 3132GSTW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     577930 | PA      | $549698.19     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08548                      | CUSIP: 3132GTZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3199115 | PA      | $3044474.82    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08862                      | CUSIP: 3132GUFB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6130828 | PA      | $5827216.76    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3160221 | PA      | $3006556.68    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                      | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2911803 | PA      | $2844722.22    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09009                      | CUSIP: 3132GUKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1091853 | PA      | $1066008.75    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09949                      | CUSIP: 3132GVL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1888045 | PA      | $1752190.88    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10378                      | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     932767 | PA      | $862282.93     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                      | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1954302 | PA      | $1857053.50    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11213                      | CUSIP: 3132HMK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3474054 | PA      | $3210698.50    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1402737 | PA      | $1332508.32    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     633725 | PA      | $602540.38     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q12850                      | CUSIP: 3132HPEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44995 | PA      | $43739.51      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13205                      | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8746754 | PA      | $8106612.10    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14402                      | CUSIP: 3132HQ3K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     534455 | PA      | $493123.65     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                      | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6098860 | PA      | $5627419.64    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                      | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4359435 | PA      | $4022307.66    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                      | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4149833 | PA      | $3824665.39    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14112                      | CUSIP: 3132HQR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1729648 | PA      | $1643938.69    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14875                      | CUSIP: 3132HRMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1709145 | PA      | $1578783.48    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14938                      | CUSIP: 3132HRPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2629867 | PA      | $2493007.73    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                      | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1277526 | PA      | $1254285.93    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30838                      | CUSIP: 3132J4EL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        536 | PA      | $542.06        | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4934229 | PA      | $4566270.00    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2694503 | PA      | $2479979.13    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15308                      | CUSIP: 3132J6KW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12637866 | PA      | $11638114.70   | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15639                      | CUSIP: 3132J6V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3562056 | PA      | $3381917.57    | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15715                      | CUSIP: 3132J6YM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8450473 | PA      | $7817616.25    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16616                      | CUSIP: 3132J7YN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9839547 | PA      | $9106379.83    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16619                      | CUSIP: 3132J7YR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1700439 | PA      | $1616260.84    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16903                      | CUSIP: 3132J8DH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3552387 | PA      | $3367525.71    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19805                      | CUSIP: 3132JBKT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1261433 | PA      | $1195523.92    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19982                      | CUSIP: 3132JBRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6625204 | PA      | $6274959.67    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20212                      | CUSIP: 3132JMGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7438010 | PA      | $7048693.30    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20542                      | CUSIP: 3132JMS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750537 | PA      | $691122.90     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20633                      | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89950 | PA      | $87702.85      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21320                      | CUSIP: 3132JNPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3202067 | PA      | $3033881.15    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21553                      | CUSIP: 3132JNWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43706 | PA      | $41419.87      | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80020                      | CUSIP: 3132L5AV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3469335 | PA      | $3287429.26    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80137                      | CUSIP: 3132L5EJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4648904 | PA      | $4393085.15    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80161                      | CUSIP: 3132L5FA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2702490 | PA      | $2560136.75    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80589                      | CUSIP: 3132L5UN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639451 | PA      | $640296.57     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81283                      | CUSIP: 3132L6M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28762 | PA      | $27941.74      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397370 | PA      | $385945.77     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82661                      | CUSIP: 3132L75W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5263 | PA      | $5086.80       | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81992                      | CUSIP: 3132L7F95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     599611 | PA      | $579301.49     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83592                      | CUSIP: 3132L87D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4329757 | PA      | $4035248.47    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2788819 | PA      | $2761729.73    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83817                      | CUSIP: 3132L9G25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4404143 | PA      | $4104574.59    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83953                      | CUSIP: 3132L9MA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     246340 | PA      | $229584.35     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84060                      | CUSIP: 3132L9QM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     564372 | PA      | $541905.32     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25329                      | CUSIP: 3132M5SS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     387254 | PA      | $376094.41     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27458                      | CUSIP: 3132M75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     988638 | PA      | $960152.85     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27689                      | CUSIP: 3132M8F68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         56 | PA      | $54.06         | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q29865                      | CUSIP: 3132MATW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51994 | PA      | $50458.16      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q30145                      | CUSIP: 3132QLET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93487 | PA      | $90757.79      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31953                      | CUSIP: 3132QNE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1318444 | PA      | $1239944.09    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34429                      | CUSIP: 3132QQ4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22645 | PA      | $21923.13      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36148                      | CUSIP: 3132QSZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     924667 | PA      | $895893.63     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36614                      | CUSIP: 3132QTK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7192 | PA      | $6734.00       | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36637                      | CUSIP: 3132QTLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4264380 | PA      | $3992975.68    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36814                      | CUSIP: 3132QTSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347064 | PA      | $335308.54     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37992                      | CUSIP: 3132QU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4854759 | PA      | $4690324.97    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37252                      | CUSIP: 3132QUBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54199 | PA      | $50749.72      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40237                      | CUSIP: 3132WDHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40616 | PA      | $40335.38      | 0.00%             | 2046-02-01      | 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        |     648529 | PA      | $607051.21     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44481                      | CUSIP: 3132WH6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5549 | PA      | $5342.03       | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44863                      | CUSIP: 3132WJMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54444 | PA      | $52412.70      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58441223 | PA      | $52800429.22   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45095                      | CUSIP: 3132WJUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75800 | PA      | $70904.87      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45752                      | CUSIP: 3132WKMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332820 | PA      | $329586.97     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128428 | PA      | $1117466.77    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48241                      | CUSIP: 3132WNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1030131 | PA      | $962636.81     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49120                      | CUSIP: 3132WPD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286793 | PA      | $275555.48     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49389                      | CUSIP: 3132WPNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1885109 | PA      | $1761008.45    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32706167 | PA      | $30532610.06   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49494                      | CUSIP: 3132WPRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82173 | PA      | $81297.46      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67705                      | CUSIP: 3132XCR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10867811 | PA      | $10496314.39   | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11008854 | PA      | $10308199.71   | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67707                      | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2961469 | PA      | $2784092.56    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4760155 | PA      | $4445296.58    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67709                      | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70461 | PA      | $65866.68      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13837569 | PA      | $13381853.93   | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26933334 | PA      | $25269672.71   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23066355 | PA      | $22335539.52   | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17692008 | PA      | $17536744.50   | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13649840 | PA      | $13530050.73   | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67717                      | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2421450 | PA      | $2331109.67    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50811                      | CUSIP: 3132XS3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2556597 | PA      | $2382698.32    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50396                      | CUSIP: 3132XSNN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85423 | PA      | $82556.70      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50589                      | CUSIP: 3132XSUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1317372 | PA      | $1227765.25    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51139                      | CUSIP: 3132XTHR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1076374 | PA      | $1033525.72    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51373                      | CUSIP: 3132XTQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1482702 | PA      | $1381849.22    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51461                      | CUSIP: 3132XTTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5433636 | PA      | $5064041.98    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51555                      | CUSIP: 3132XTWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7434 | PA      | $6927.95       | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51948                      | CUSIP: 3132XUEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35148 | PA      | $32757.30      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52319                      | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7417833 | PA      | $6913275.30    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53293                      | CUSIP: 3132XVUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2379856 | PA      | $2217979.52    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53373                      | CUSIP: 3132XVXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4277396 | PA      | $3986449.63    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53738                      | CUSIP: 3132XWEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4048 | PA      | $3893.05       | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21824856 | PA      | $20340338.06   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54334                      | CUSIP: 3132XWY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3069091 | PA      | $2860333.09    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54325                      | CUSIP: 3132XWYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59943 | PA      | $55865.47      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54362                      | CUSIP: 3132XWZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9607 | PA      | $8953.34       | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55389                      | CUSIP: 3132XX7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4024974 | PA      | $3746165.24    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54646                      | CUSIP: 3132XXEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2315904 | PA      | $2158377.43    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55523                      | CUSIP: 3132XYD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48409 | PA      | $46451.61      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55859                      | CUSIP: 3132XYQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160679 | PA      | $154182.29     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56064                      | CUSIP: 3132XYW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17229 | PA      | $16531.91      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57161                      | CUSIP: 3132Y05X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     952558 | PA      | $914043.07     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57164                      | CUSIP: 3132Y06A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37745 | PA      | $36219.24      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                      | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2621592 | PA      | $2515592.23    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58026                      | CUSIP: 3132Y14L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206062 | PA      | $197537.14     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2934998 | PA      | $2797982.94    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57505                      | CUSIP: 3132Y1KT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1193502 | PA      | $1145244.89    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57765                      | CUSIP: 3132Y1TX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1337608 | PA      | $1321688.79    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57957                      | CUSIP: 3132Y1ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     769238 | PA      | $759362.33     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58905                      | CUSIP: 3132Y23P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     901563 | PA      | $864265.17     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58157                      | CUSIP: 3132Y2B39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2084035 | PA      | $1997817.22    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58217                      | CUSIP: 3132Y2DX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     389552 | PA      | $384551.16     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58460                      | CUSIP: 3132Y2MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80075 | PA      | $76762.02      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58585                      | CUSIP: 3132Y2RF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     930258 | PA      | $891772.84     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q59130                      | CUSIP: 3132Y3EC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67520 | PA      | $64726.55      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA0565                      | CUSIP: 31334WTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85354 | PA      | $78966.62      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8623469 | PA      | $7837835.23    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5441618 | PA      | $4945864.46    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16386843 | PA      | $15550213.02   | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4135277 | PA      | $3904074.90    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60115                      | CUSIP: 31335ADU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187745 | PA      | $188268.26     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11950179 | PA      | $11271164.11   | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17676028 | PA      | $17170965.31   | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60422                      | CUSIP: 31335APF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1572189 | PA      | $1603190.77    | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11351431 | PA      | $10697642.84   | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4104692 | PA      | $3853712.42    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2466763 | PA      | $2398973.39    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60676                      | CUSIP: 31335AXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1209195 | PA      | $1201983.92    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60715                      | CUSIP: 31335AYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2699674 | PA      | $2754688.93    | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                      | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2883891 | PA      | $2662375.72    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60923                      | CUSIP: 31335BAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71979 | PA      | $69204.00      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5726375 | PA      | $5191555.38    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3584935 | PA      | $3493722.27    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5313985 | PA      | $5255725.20    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2461532 | PA      | $2364311.67    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6120860 | PA      | $6209960.33    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61932                      | CUSIP: 31335CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     548227 | PA      | $510936.65     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80364                      | CUSIP: 31335GMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         31 | PA      | $31.42         | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80369                      | CUSIP: 31335GMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         31 | PA      | $31.29         | 0.00%             | 2025-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80373                      | CUSIP: 31335GMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         49 | PA      | $48.78         | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80391                      | CUSIP: 31335GNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        457 | PA      | $458.24        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80392                      | CUSIP: 31335GNH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        226 | PA      | $226.46        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80394                      | CUSIP: 31335GNK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        102 | PA      | $102.13        | 0.00%             | 2026-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80395                      | CUSIP: 31335GNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         88 | PA      | $87.92         | 0.00%             | 2026-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80396                      | CUSIP: 31335GNM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        390 | PA      | $391.56        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80399                      | CUSIP: 31335GNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         32 | PA      | $32.30         | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80401                      | CUSIP: 31335GNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         37 | PA      | $37.52         | 0.00%             | 2026-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80428                      | CUSIP: 31335GPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        347 | PA      | $350.30        | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80429                      | CUSIP: 31335GPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $25.52         | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 972200                      | CUSIP: 31336CNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        494 | PA      | $507.92        | 0.00%             | 2036-03-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16271751 | PA      | $13892080.90   | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6107                      | CUSIP: 3133A0YC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2597767 | PA      | $2383072.86    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6360                      | CUSIP: 3133A1B50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23520993 | PA      | $21577088.53   | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4987389 | PA      | $4434808.73    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7209                      | CUSIP: 3133A2AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6567276 | PA      | $6024519.76    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7255                      | CUSIP: 3133A2BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7737047 | PA      | $7095196.82    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8210962 | PA      | $7308922.13    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4827495 | PA      | $4313751.00    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                      | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4336403 | PA      | $3853238.81    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB7708                      | CUSIP: 3133AER55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39389611 | PA      | $32037264.18   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC2085                      | CUSIP: 3133ALJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11679769 | PA      | $10015454.19   | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6418                      | CUSIP: 3133ARDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9158725 | PA      | $7827889.28    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC7907                      | CUSIP: 3133ASYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23597930 | PA      | $20213207.99   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9543                      | CUSIP: 3133AUS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5107893 | PA      | $4399195.91    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9555                      | CUSIP: 3133AUTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23222811 | PA      | $19084053.61   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1259                      | CUSIP: 3133AXMG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22077474 | PA      | $18060047.41   | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD2377                      | CUSIP: 3133AYUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720239 | PA      | $1457910.03    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8213                      | CUSIP: 3133B6DS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3088640 | PA      | $2751499.50    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0322                      | CUSIP: 3133B9LB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242141 | PA      | $204913.11     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6399630 | PA      | $6254467.12    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5943663 | PA      | $5810235.24    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6257359 | PA      | $6236615.29    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6412                      | CUSIP: 3133BGDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2185540 | PA      | $2180138.87    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4179335 | PA      | $3964781.30    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8981                      | CUSIP: 3133BJ6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3914132 | PA      | $3827182.59    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                      | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3654117 | PA      | $3575227.59    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE9161                      | CUSIP: 3133BKFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40675 | PA      | $39669.32      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4381471 | PA      | $4155171.08    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9830761 | PA      | $9815529.55    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14134114 | PA      | $14132090.27   | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1479                      | CUSIP: 3133BNUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1627026 | PA      | $1629843.43    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1925                      | CUSIP: 3133BPD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3440038 | PA      | $3252686.62    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2020                      | CUSIP: 3133BPG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2544145 | PA      | $2548550.74    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5472                      | CUSIP: 3133BTCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34901733 | PA      | $35797912.02   | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5841                      | CUSIP: 3133BTP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18734991 | PA      | $19026153.33   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF6068                      | CUSIP: 3133BTW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3436926 | PA      | $3486204.70    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1457                      | CUSIP: 3133C1TN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1964316 | PA      | $2013342.08    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG2977                      | CUSIP: 3133C3JW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     399639 | PA      | $377249.19     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG4091                      | CUSIP: 3133C4RL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18221278 | PA      | $18144645.19   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   93119864 | PA      | $92670030.32   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6304                      | CUSIP: 3133C7AD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80624931 | PA      | $81604564.02   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6306                      | CUSIP: 3133C7AF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92334545 | PA      | $91888504.81   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6450                      | CUSIP: 3133C7EX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     881493 | PA      | $893029.92     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2144                      | CUSIP: 3133CELZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25864769 | PA      | $26485660.36   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ3250                      | CUSIP: 3133CTTF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19890841 | PA      | $20599714.31   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ9874                      | CUSIP: 3133D16K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5909254 | PA      | $5873321.45    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                      | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6959488 | PA      | $6103103.09    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   16570000 | PA      | $16792269.98   | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    6248000 | PA      | $6356534.01    | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPWK7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     500000 | PA      | $511745.50     | 0.00%             | 2028-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ER4Q1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    8000000 | PA      | $8107304.00    | 0.00%             | 2028-02-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    7570000 | PA      | $7831725.18    | 0.00%             | 2029-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   16716000 | PA      | $16990861.19   | 0.00%             | 2027-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   17097000 | PA      | $17317397.43   | 0.00%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERGL9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   12705000 | PA      | $12975095.60   | 0.00%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERNP2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   22756000 | PA      | $22892786.32   | 0.01%             | 2027-08-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERPV7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   13201000 | PA      | $13222319.62   | 0.00%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERSP7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    4989000 | PA      | $4947386.75    | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERT84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   10711000 | PA      | $10850628.60   | 0.00%             | 2028-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERXU0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    3079000 | PA      | $3084169.64    | 0.00%             | 2026-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    9050000 | PA      | $9132038.25    | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4542612 | PA      | $4084602.95    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN6696                      | CUSIP: 3133GDNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13348982 | PA      | $11953011.21   | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1104                      | CUSIP: 3133KGGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2529917 | PA      | $2267006.57    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                      | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6849991 | PA      | $6135995.86    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5415361 | PA      | $4653849.95    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                      | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3249256 | PA      | $3200430.09    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1823                      | CUSIP: 3133KHAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8543755 | PA      | $7613164.56    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1844                      | CUSIP: 3133KHBM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314708 | PA      | $291157.78     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6886501 | PA      | $6151483.81    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2014                      | CUSIP: 3133KHGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52197229 | PA      | $47883363.28   | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2061                      | CUSIP: 3133KHJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24075139 | PA      | $21445339.71   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     627121 | PA      | $560774.70     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2612612 | PA      | $2413020.35    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2078258 | PA      | $1918838.75    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31369599 | PA      | $26781936.64   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14325096 | PA      | $11713888.97   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15940004 | PA      | $13034427.79   | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3690                      | CUSIP: 3133KKC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38223698 | PA      | $31399544.98   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21325593 | PA      | $17211736.74   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3851                      | CUSIP: 3133KKH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13831044 | PA      | $12354815.42   | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18136183 | PA      | $15461177.83   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12835683 | PA      | $10942477.76   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38945116 | PA      | $33432122.94   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6294786 | PA      | $5403708.45    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16966076 | PA      | $13804540.66   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27590064 | PA      | $22466051.08   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5270                      | CUSIP: 3133KL2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8928733 | PA      | $7959001.39    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34040323 | PA      | $28732313.47   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58978482 | PA      | $50574313.88   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5155                      | CUSIP: 3133KLWQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17362985 | PA      | $14018969.48   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20081211 | PA      | $16326637.10   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5682                      | CUSIP: 3133KMJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77644125 | PA      | $63418206.96   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5764                      | CUSIP: 3133KMMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57777830 | PA      | $47065415.84   | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5801                      | CUSIP: 3133KMNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17011698 | PA      | $14582291.78   | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5910                      | CUSIP: 3133KMR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     942330 | PA      | $867690.11     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5904                      | CUSIP: 3133KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83160139 | PA      | $71206243.38   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                      | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19872746 | PA      | $18211722.00   | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6509                      | CUSIP: 3133KNGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5593145 | PA      | $4575363.08    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6704                      | CUSIP: 3133KNNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11451334 | PA      | $10176315.31   | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6820                      | CUSIP: 3133KNSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24688311 | PA      | $20110925.43   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6926                      | CUSIP: 3133KNVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11545772 | PA      | $10249414.17   | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13987129 | PA      | $13641447.24   | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7549                      | CUSIP: 3133KPL63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9597491 | PA      | $9080792.15    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25020243 | PA      | $24401884.86   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32649328 | PA      | $30973212.47   | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4427574 | PA      | $4200275.93    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6231655 | PA      | $6234657.72    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21758919 | PA      | $21755802.64   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11375314 | PA      | $11094181.19   | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4793563 | PA      | $4545978.33    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7948                      | CUSIP: 3133KPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23109852 | PA      | $23484531.70   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8253                      | CUSIP: 3133KQE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17358322 | PA      | $17715694.91   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8278                      | CUSIP: 3133KQFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17953057 | PA      | $17916824.56   | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8402                      | CUSIP: 3133KQKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16438090 | PA      | $16481968.03   | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17422779 | PA      | $17884574.73   | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8540                      | CUSIP: 3133KQPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23072045 | PA      | $23068740.92   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8767                      | CUSIP: 3133KQW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16342615 | PA      | $16381131.35   | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8791                      | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20172113 | PA      | $20131401.81   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15474463 | PA      | $15943856.02   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9862                      | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8480834 | PA      | $8877822.67    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9071                      | CUSIP: 3133KRCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10292426 | PA      | $10623928.16   | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9582                      | CUSIP: 3133KRUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4743988 | PA      | $4922691.83    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9999                      | CUSIP: 3133KSDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5575969 | PA      | $5804788.08    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0352                      | CUSIP: 3133KTL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31658979 | PA      | $26811365.39   | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0353                      | CUSIP: 3133KTMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31368102 | PA      | $26564522.31   | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25805894 | PA      | $22504373.00   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5310                      | CUSIP: 3133KY3T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16768962 | PA      | $17051318.04   | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5324                      | CUSIP: 3133KY4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7428076 | PA      | $7505935.84    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5328                      | CUSIP: 3133KY4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7455241 | PA      | $7533385.14    | 0.00%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5333                      | CUSIP: 3133KY4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8193881 | PA      | $8279768.07    | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                      | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2774525 | PA      | $2600644.56    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5026                      | CUSIP: 3133KYSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     918589 | PA      | $832939.48     | 0.00%             | 2039-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1813652 | PA      | $1699989.33    | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2053794 | PA      | $1860460.23    | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39225970 | PA      | $34354128.42   | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8448107 | PA      | $7624606.55    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5066                      | CUSIP: 3133KYTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     605424 | PA      | $545494.71     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32147771 | PA      | $27162015.17   | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29460014 | PA      | $25708440.50   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41062468 | PA      | $35944852.22   | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   85713021 | PA      | $74983885.11   | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44273236 | PA      | $38705898.30   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5091                      | CUSIP: 3133KYUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     648179 | PA      | $582482.37     | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15576272 | PA      | $13180976.59   | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12725987 | PA      | $11429847.35   | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5099                      | CUSIP: 3133KYUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13948988 | PA      | $11785011.86   | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29848870 | PA      | $26046505.97   | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18384556 | PA      | $15408945.52   | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32241456 | PA      | $27967924.98   | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41629031 | PA      | $36095283.76   | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6130165 | PA      | $5497350.85    | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11226086 | PA      | $9459997.90    | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                      | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30857498 | PA      | $26883104.92   | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14279174 | PA      | $12022601.72   | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29117389 | PA      | $25349228.86   | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18889816 | PA      | $16918320.22   | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30604440 | PA      | $26623010.56   | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14963137 | PA      | $13007683.79   | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15266839 | PA      | $13649099.22   | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16093926 | PA      | $13973987.22   | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15032247 | PA      | $13432672.75   | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24658089 | PA      | $21399098.39   | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47282656 | PA      | $40941333.51   | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16997306 | PA      | $15154758.71   | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44201960 | PA      | $38230434.42   | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28388476 | PA      | $25320440.03   | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12628726 | PA      | $10922706.62   | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35008669 | PA      | $31201588.14   | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                      | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8352730 | PA      | $7677867.05    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5264                      | CUSIP: 3133KYZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8270043 | PA      | $8435137.66    | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21960353 | PA      | $20319584.84   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12451766 | PA      | $11513649.68   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18077266 | PA      | $16186833.76   | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI1181                      | CUSIP: 3133W7J22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     922107 | PA      | $895860.17     | 0.00%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI3594                      | CUSIP: 3133W97F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     533909 | PA      | $503287.78     | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI5350                      | CUSIP: 3133WB5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13880430 | PA      | $14200620.73   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI6074                      | CUSIP: 3133WCXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2312606 | PA      | $2379286.28    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO0699                      | CUSIP: 3133WJX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12292017 | PA      | $11785666.04   | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1063                      | CUSIP: 3133WKFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275383 | PA      | $258972.53     | 0.00%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      40000 | PA      | $44076.96      | 0.00%             | 2036-03-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   56545000 | PA      | $62052935.36   | 0.02%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     328242 | PA      | $331374.80     | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3313017 | PA      | $2828503.20    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781681                      | CUSIP: 31349S2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        382 | PA      | $389.59        | 0.00%             | 2034-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781071                      | CUSIP: 31349SFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        409 | PA      | $417.39        | 0.00%             | 2033-11-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781884                      | CUSIP: 31349TCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        195 | PA      | $199.84        | 0.00%             | 2034-08-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782548                      | CUSIP: 31349TZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        447 | PA      | $456.34        | 0.00%             | 2035-06-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782759                      | CUSIP: 31349UB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54101 | PA      | $55462.29      | 0.00%             | 2036-11-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                      | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252182 | PA      | $257241.00     | 0.00%             | 2034-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  191931000 | PA      | $213291000.99  | 0.06%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   97319000 | PA      | $111295857.46  | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   17879000 | PA      | $20272461.73   | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   42514000 | PA      | $46156854.60   | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   31679000 | PA      | $35917586.84   | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   76687000 | PA      | $88084605.38   | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   33570000 | PA      | $37962903.06   | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  198665000 | PA      | $173502091.10  | 0.05%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  281570000 | PA      | $265924562.95  | 0.07%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   90350000 | PA      | $88829048.10   | 0.02%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190302                      | CUSIP: 31368HKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28343 | PA      | $28961.56      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                      | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576956 | PA      | $585796.62     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190337                      | CUSIP: 31368HLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114875 | PA      | $116563.10     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190338                      | CUSIP: 31368HLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185259 | PA      | $191030.21     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190379                      | CUSIP: 31368HM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1542574 | PA      | $1601058.59    | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190353                      | CUSIP: 31368HMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16558 | PA      | $16821.82      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190357                      | CUSIP: 31368HME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182942 | PA      | $185998.50     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190367                      | CUSIP: 31368HMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479574 | PA      | $497878.63     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316771 | PA      | $1383023.87    | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2168965 | PA      | $2173617.20    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190445                      | CUSIP: 31368HP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4180000 | PA      | $4321783.83    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M10 A2                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2373668 | PA      | $2346954.43    | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M15 A2                | CUSIP: 3136AQSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1317254 | PA      | $1313301.89    | 0.00%             | 2025-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M5 A2                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12361286 | PA      | $12241802.90   | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M3 A2                 | CUSIP: 3136ARTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2470404 | PA      | $2453479.93    | 0.00%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M4 A2                 | CUSIP: 3136ARXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2954637 | PA      | $2931113.30    | 0.00%             | 2026-03-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                 | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2829679 | PA      | $2795621.75    | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M6 A2                 | CUSIP: 3136ASVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6003594 | PA      | $5934521.04    | 0.00%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11605087 | PA      | $11440514.46   | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                 | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15379173 | PA      | $15192407.03   | 0.00%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M1 A2                 | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8500793 | PA      | $8353655.74    | 0.00%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14351687 | PA      | $14139379.58   | 0.00%             | 2026-09-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M13 A2                | CUSIP: 3136AUZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4673778 | PA      | $4609976.36    | 0.00%             | 2026-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9310199 | PA      | $9188169.90    | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M2 A2                 | CUSIP: 3136AVKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3738067 | PA      | $3684621.99    | 0.00%             | 2027-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M4 A2                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9075607 | PA      | $8915611.94    | 0.00%             | 2026-12-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M3 A2                 | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6670115 | PA      | $6549241.45    | 0.00%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10360984 | PA      | $10210178.59   | 0.00%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     702573 | PA      | $682270.87     | 0.00%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3322748 | PA      | $3189396.52    | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11696954 | PA      | $11507748.66   | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M13 A2                | CUSIP: 3136AY2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997354 | PA      | $978958.86     | 0.00%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3850015 | PA      | $3757903.04    | 0.00%             | 2027-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12815613 | PA      | $12629896.74   | 0.00%             | 2027-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M1 A2                 | CUSIP: 3136AY7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6212903 | PA      | $6086260.62    | 0.00%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                 | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23859905 | PA      | $23321069.68   | 0.01%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                 | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6423151 | PA      | $6301076.71    | 0.00%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2006085 | PA      | $1930176.20    | 0.00%             | 2030-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8483050 | PA      | $8323806.01    | 0.00%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2530000 | PA      | $2479684.88    | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9200019 | PA      | $9084776.52    | 0.00%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M8 A2                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4469695 | PA      | $4403333.01    | 0.00%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3483345 | PA      | $3434755.23    | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15302969 | PA      | $14883676.47   | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8162951 | PA      | $8060079.90    | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                 | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10198556 | PA      | $10045059.92   | 0.00%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                 | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14660340 | PA      | $14477502.00   | 0.00%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9750716 | PA      | $9531880.08    | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                 | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10821713 | PA      | $10463468.80   | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                 | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11865646 | PA      | $11479814.27   | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12780833 | PA      | $12106266.11   | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2               | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7289974 | PA      | $6674464.67    | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39611938 | PA      | $38036507.82   | 0.01%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2               | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6428508 | PA      | $5962555.67    | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22806099 | PA      | $21565401.38   | 0.01%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A1                 | CUSIP: 3136B75L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3581225 | PA      | $3486246.88    | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                 | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13285000 | PA      | $12423004.10   | 0.00%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5322794 | PA      | $4984474.96    | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6134421 | PA      | $5693168.81    | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9663629 | PA      | $8750175.34    | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9575000 | PA      | $8496863.62    | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18015000 | PA      | $15836119.98   | 0.00%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M53 A2                | CUSIP: 3136BC7H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29000000 | PA      | $24539162.00   | 0.01%             | 2032-11-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15048259 | PA      | $13219770.86   | 0.00%             | 2030-10-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13669331 | PA      | $12265295.30   | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $7603613.82    | 0.00%             | 2030-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M4 A2                 | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14675000 | PA      | $12794379.67   | 0.00%             | 2031-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20925000 | PA      | $18130236.08   | 0.00%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3175000 | PA      | $2783780.31    | 0.00%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15100000 | PA      | $13096062.39   | 0.00%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3120000 | PA      | $2731625.83    | 0.00%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2               | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9000000 | PA      | $7448392.80    | 0.00%             | 2033-03-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18150000 | PA      | $15750760.58   | 0.00%             | 2031-10-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                 | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20350000 | PA      | $17542102.93   | 0.00%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                 | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10250000 | PA      | $9473545.08    | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4575000 | PA      | $3972224.08    | 0.00%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6150000 | PA      | $5294436.60    | 0.00%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                 | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10050000 | PA      | $8740181.49    | 0.00%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39175000 | PA      | $34243686.26   | 0.01%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M1S A2                | CUSIP: 3136BQCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10090000 | PA      | $10157357.81   | 0.00%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M6 A2                 | CUSIP: 3136BQDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9567655 | PA      | $9585709.21    | 0.00%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3800000 | PA      | $3826018.60    | 0.00%             | 2033-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2024-M5 1A2C               | CUSIP: 3136BTHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50000000 | PA      | $49491010.00   | 0.01%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M4 A2                 | CUSIP: 3136BXNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6600000 | PA      | $6537994.32    | 0.00%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250383                      | CUSIP: 31371FCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $14.22         | 0.00%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250410                      | CUSIP: 31371FDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         31 | PA      | $30.97         | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250414                      | CUSIP: 31371FDT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.36         | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250433                      | CUSIP: 31371FEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $5.15          | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250461                      | CUSIP: 31371FFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $58.81         | 0.00%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250462                      | CUSIP: 31371FFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $35.13         | 0.00%             | 2026-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250551                      | CUSIP: 31371FH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         50 | PA      | $50.21         | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250587                      | CUSIP: 31371FJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        246 | PA      | $246.43        | 0.00%             | 2026-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250588                      | CUSIP: 31371FJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         75 | PA      | $75.67         | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250576                      | CUSIP: 31371FJV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        555 | PA      | $556.79        | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250609                      | CUSIP: 31371FKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         68 | PA      | $68.61         | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250641                      | CUSIP: 31371FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        122 | PA      | $122.98        | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250642                      | CUSIP: 31371FLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         95 | PA      | $95.27         | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250653                      | CUSIP: 31371FMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         84 | PA      | $84.81         | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250674                      | CUSIP: 31371FMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.16         | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250700                      | CUSIP: 31371FNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         93 | PA      | $93.69         | 0.00%             | 2026-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250730                      | CUSIP: 31371FPP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        821 | PA      | $825.86        | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250737                      | CUSIP: 31371FPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $36.13         | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250749                      | CUSIP: 31371FQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        103 | PA      | $102.75        | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250758                      | CUSIP: 31371FQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        176 | PA      | $183.84        | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250799                      | CUSIP: 31371FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        151 | PA      | $152.04        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250842                      | CUSIP: 31371FS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        747 | PA      | $756.03        | 0.00%             | 2026-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250853                      | CUSIP: 31371FTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $68.33         | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250885                      | CUSIP: 31371FUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        157 | PA      | $159.25        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250913                      | CUSIP: 31371FVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        760 | PA      | $770.81        | 0.00%             | 2027-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251237                      | CUSIP: 31371GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1897 | PA      | $1937.44       | 0.00%             | 2027-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                      | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1696 | PA      | $1772.86       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251409                      | CUSIP: 31371GGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1696 | PA      | $1772.90       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                      | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1965 | PA      | $2054.63       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251698                      | CUSIP: 31371GRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        549 | PA      | $574.46        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251730                      | CUSIP: 31371GST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        913 | PA      | $932.69        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                      | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3254 | PA      | $3325.36       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251899                      | CUSIP: 31371GX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2989 | PA      | $3124.50       | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251968                      | CUSIP: 31371GZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        583 | PA      | $609.02        | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252873                      | CUSIP: 31371H2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3168 | PA      | $3311.68       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252874                      | CUSIP: 31371H2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2553 | PA      | $2657.49       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252925                      | CUSIP: 31371H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4931 | PA      | $5146.62       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252980                      | CUSIP: 31371H6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9990 | PA      | $10444.43      | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252981                      | CUSIP: 31371H6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3399 | PA      | $3550.90       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252982                      | CUSIP: 31371H6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4631 | PA      | $4825.65       | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252161                      | CUSIP: 31371HB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2786 | PA      | $2846.31       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252211                      | CUSIP: 31371HDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1688 | PA      | $1725.21       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252334                      | CUSIP: 31371HHK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        948 | PA      | $964.50        | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252339                      | CUSIP: 31371HHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6268 | PA      | $6404.56       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252409                      | CUSIP: 31371HKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6161 | PA      | $6265.31       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252437                      | CUSIP: 31371HLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1408 | PA      | $1423.44       | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252438                      | CUSIP: 31371HLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3564 | PA      | $3641.40       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252440                      | CUSIP: 31371HLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        651 | PA      | $680.80        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252496                      | CUSIP: 31371HNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4681 | PA      | $4783.21       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252569                      | CUSIP: 31371HQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3304 | PA      | $3381.43       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252571                      | CUSIP: 31371HQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3979 | PA      | $4159.73       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252714                      | CUSIP: 31371HVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3649 | PA      | $3730.32       | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252716                      | CUSIP: 31371HVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3637 | PA      | $3802.46       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252717                      | CUSIP: 31371HVJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         79 | PA      | $82.08         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252806                      | CUSIP: 31371HYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7335 | PA      | $7642.02       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252807                      | CUSIP: 31371HYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        390 | PA      | $406.60        | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253814                      | CUSIP: 31371J3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7364 | PA      | $7713.69       | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253842                      | CUSIP: 31371J5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6097 | PA      | $6387.40       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253843                      | CUSIP: 31371J5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6147 | PA      | $6523.17       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                      | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11219 | PA      | $11782.49      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253036                      | CUSIP: 31371JBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4104 | PA      | $4290.19       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253037                      | CUSIP: 31371JBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7800 | PA      | $8140.76       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253114                      | CUSIP: 31371JDT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1467 | PA      | $1530.03       | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253183                      | CUSIP: 31371JFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        792 | PA      | $831.19        | 0.00%             | 2030-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253234                      | CUSIP: 31371JHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9457 | PA      | $9939.44       | 0.00%             | 2030-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253265                      | CUSIP: 31371JJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1112 | PA      | $1166.72       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253266                      | CUSIP: 31371JJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3588 | PA      | $3750.32       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253267                      | CUSIP: 31371JJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2749 | PA      | $2898.96       | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253346                      | CUSIP: 31371JL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8312 | PA      | $8711.50       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253347                      | CUSIP: 31371JL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3485 | PA      | $3653.35       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253355                      | CUSIP: 31371JMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2541 | PA      | $2669.14       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253356                      | CUSIP: 31371JMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         89 | PA      | $92.92         | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253395                      | CUSIP: 31371JNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3374 | PA      | $3566.80       | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253396                      | CUSIP: 31371JNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10090 | PA      | $10563.22      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253398                      | CUSIP: 31371JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3820 | PA      | $4008.56       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253399                      | CUSIP: 31371JNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2030 | PA      | $2121.72       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253435                      | CUSIP: 31371JPU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        901 | PA      | $943.24        | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253436                      | CUSIP: 31371JPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2091 | PA      | $2204.62       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253437                      | CUSIP: 31371JPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6414 | PA      | $6725.19       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253438                      | CUSIP: 31371JPX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $30.23         | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253480                      | CUSIP: 31371JQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7515 | PA      | $7863.84       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253481                      | CUSIP: 31371JRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3630 | PA      | $3809.09       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253515                      | CUSIP: 31371JSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        271 | PA      | $284.79        | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253545                      | CUSIP: 31371JTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        923 | PA      | $967.42        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253546                      | CUSIP: 31371JTB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2741 | PA      | $2881.85       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253584                      | CUSIP: 31371JUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7843 | PA      | $8270.11       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253585                      | CUSIP: 31371JUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2031 | PA      | $2132.29       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253671                      | CUSIP: 31371JW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        698 | PA      | $736.98        | 0.00%             | 2031-01-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253642                      | CUSIP: 31371JWB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2748 | PA      | $2873.21       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253673                      | CUSIP: 31371JXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2815 | PA      | $2964.01       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253712                      | CUSIP: 31371JYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13237 | PA      | $13978.78      | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     773967 | PA      | $797859.69     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254726                      | CUSIP: 31371K4K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     402370 | PA      | $414669.89     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     902154 | PA      | $915270.96     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                      | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383134 | PA      | $395070.11     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1199029 | PA      | $1216836.46    | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                      | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38995 | PA      | $41004.20      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253951                      | CUSIP: 31371KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4962 | PA      | $5269.83       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                      | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14978 | PA      | $15740.13      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254009                      | CUSIP: 31371KDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3597 | PA      | $3775.53       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254052                      | CUSIP: 31371KEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29157 | PA      | $30834.48      | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254093                      | CUSIP: 31371KGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12533 | PA      | $13204.08      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254148                      | CUSIP: 31371KHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9068 | PA      | $9541.05       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254250                      | CUSIP: 31371KL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6682 | PA      | $7061.34       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254293                      | CUSIP: 31371KNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14214 | PA      | $15132.99      | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254379                      | CUSIP: 31371KQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11598 | PA      | $12247.20      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254407                      | CUSIP: 31371KR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6941 | PA      | $7335.08       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254497                      | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45791 | PA      | $47177.93      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254517                      | CUSIP: 31371KVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11741 | PA      | $12456.70      | 0.00%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254592                      | CUSIP: 31371KXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3283 | PA      | $3323.78       | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255580                      | CUSIP: 31371L2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204492 | PA      | $211693.67     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255631                      | CUSIP: 31371L4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147619 | PA      | $152981.76     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255671                      | CUSIP: 31371L6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173188 | PA      | $179477.28     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1922288 | PA      | $1951298.65    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1803497 | PA      | $1830720.49    | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254904                      | CUSIP: 31371LDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     713206 | PA      | $736063.90     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254949                      | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54796 | PA      | $55629.57      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287944 | PA      | $292323.41     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255004                      | CUSIP: 31371LGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14071 | PA      | $15033.95      | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255050                      | CUSIP: 31371LH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11997 | PA      | $12786.24      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255028                      | CUSIP: 31371LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108934 | PA      | $112540.11     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290781 | PA      | $300333.89     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255190                      | CUSIP: 31371LNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425510 | PA      | $439908.11     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255230                      | CUSIP: 31371LPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     268788 | PA      | $273046.80     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255268                      | CUSIP: 31371LQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107243 | PA      | $108953.88     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255269                      | CUSIP: 31371LQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49620 | PA      | $51333.69      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255312                      | CUSIP: 31371LR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34974 | PA      | $35506.53      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255313                      | CUSIP: 31371LSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194159 | PA      | $200956.21     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     456045 | PA      | $471485.40     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255416                      | CUSIP: 31371LVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5572 | PA      | $5976.56       | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255467                      | CUSIP: 31371LW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13882 | PA      | $14668.88      | 0.00%             | 2034-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256476                      | CUSIP: 31371M2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82702 | PA      | $86977.28      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256527                      | CUSIP: 31371M4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203108 | PA      | $219591.86     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256555                      | CUSIP: 31371M5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9797 | PA      | $9882.70       | 0.00%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                      | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136967 | PA      | $144210.77     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255706                      | CUSIP: 31371MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97950 | PA      | $101484.85     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                      | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53381 | PA      | $55344.14      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     272560 | PA      | $277314.70     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255898                      | CUSIP: 31371MGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198430 | PA      | $201846.76     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255899                      | CUSIP: 31371MGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109817 | PA      | $113921.17     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255933                      | CUSIP: 31371MHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     278443 | PA      | $288906.10     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255994                      | CUSIP: 31371MKF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        973 | PA      | $970.65        | 0.00%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256045                      | CUSIP: 31371ML21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5380 | PA      | $5365.11       | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                      | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     560923 | PA      | $581988.41     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256083                      | CUSIP: 31371MM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3648 | PA      | $3642.43       | 0.00%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146720 | PA      | $152237.52     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256075                      | CUSIP: 31371MMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130761 | PA      | $133072.71     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256101                      | CUSIP: 31371MNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226431 | PA      | $235298.37     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256233                      | CUSIP: 31371MSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84258 | PA      | $88563.28      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256270                      | CUSIP: 31371MT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     469514 | PA      | $493263.59     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256349                      | CUSIP: 31371MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216046 | PA      | $227309.09     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256393                      | CUSIP: 31371MXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37210 | PA      | $39125.27      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257424                      | CUSIP: 31371N4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47590 | PA      | $48272.23      | 0.00%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257452                      | CUSIP: 31371N5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15880 | PA      | $16222.57      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256638                      | CUSIP: 31371NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8484 | PA      | $8933.09       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256711                      | CUSIP: 31371NDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190953 | PA      | $198106.24     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256712                      | CUSIP: 31371NDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100661 | PA      | $106079.30     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256803                      | CUSIP: 31371NGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4992 | PA      | $5044.66       | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256811                      | CUSIP: 31371NGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82977 | PA      | $90049.03      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216177 | PA      | $234671.80     | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54002 | PA      | $58628.14      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256961                      | CUSIP: 31371NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9468 | PA      | $9564.14       | 0.00%             | 2027-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257016                      | CUSIP: 31371NN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138171 | PA      | $149690.17     | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256985                      | CUSIP: 31371NNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240832 | PA      | $261665.89     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257050                      | CUSIP: 31371NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86691 | PA      | $93878.27      | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72746 | PA      | $73123.79      | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257239                      | CUSIP: 31371NV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14862 | PA      | $15059.86      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257325                      | CUSIP: 31371NYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90051 | PA      | $91251.08      | 0.00%             | 2028-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   15043000 | PA      | $13262155.07   | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3397739.09    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $6421435.70    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3890622.46    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310104                      | CUSIP: 31374CNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2758701 | PA      | $2852683.47    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313210                      | CUSIP: 31374F3T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        279 | PA      | $291.37        | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313244                      | CUSIP: 31374F5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         27 | PA      | $26.92         | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313246                      | CUSIP: 31374F5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        122 | PA      | $122.85        | 0.00%             | 2026-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313275                      | CUSIP: 31374F6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.08          | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313285                      | CUSIP: 31374F6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         13 | PA      | $13.71         | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313114                      | CUSIP: 31374FYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $59.43         | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313509                      | CUSIP: 31374GGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        247 | PA      | $258.70        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313644                      | CUSIP: 31374GLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4527 | PA      | $4732.75       | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313873                      | CUSIP: 31374GT64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        540 | PA      | $564.53        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323031                      | CUSIP: 31374SY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        754 | PA      | $770.38        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323293                      | CUSIP: 31374TC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1276 | PA      | $1303.95       | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323542                      | CUSIP: 31374TLX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        106 | PA      | $110.30        | 0.00%             | 2029-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323572                      | CUSIP: 31374TMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         21 | PA      | $21.22         | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323693                      | CUSIP: 31374TRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        720 | PA      | $747.47        | 0.00%             | 2029-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323702                      | CUSIP: 31374TRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1550 | PA      | $1583.35       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323824                      | CUSIP: 31374TVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $11.79         | 0.00%             | 2029-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323908                      | CUSIP: 31374TYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6089 | PA      | $6221.71       | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 331301                      | CUSIP: 31375DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        389 | PA      | $393.68        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 336399                      | CUSIP: 31375JUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         13 | PA      | $12.94         | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 343815                      | CUSIP: 31375S3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        517 | PA      | $518.67        | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 343010                      | CUSIP: 31375SAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         37 | PA      | $36.65         | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 344199                      | CUSIP: 31375TKL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $65.34         | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 349340                      | CUSIP: 31376ABH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        151 | PA      | $151.70        | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 351795                      | CUSIP: 31376CXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1100 | PA      | $1105.78       | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 355174                      | CUSIP: 31376GQ32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        470 | PA      | $473.28        | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357009                      | CUSIP: 31376JR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        300 | PA      | $306.27        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357036                      | CUSIP: 31376JSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $27.12         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357439                      | CUSIP: 31376KBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15906 | PA      | $16414.86      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357539                      | CUSIP: 31376KEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1488265 | PA      | $1538562.27    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357639                      | CUSIP: 31376KHQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18701 | PA      | $19367.85      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294013 | PA      | $304555.64     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41912 | PA      | $43450.94      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357797                      | CUSIP: 31376KNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133723 | PA      | $138663.50     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357854                      | CUSIP: 31376KQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143122 | PA      | $148467.12     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357909                      | CUSIP: 31376KR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145041 | PA      | $150485.07     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357911                      | CUSIP: 31376KR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     492124 | PA      | $500469.24     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357969                      | CUSIP: 31376KT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     251534 | PA      | $255921.24     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357962                      | CUSIP: 31376KTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50136 | PA      | $52027.33      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 358958                      | CUSIP: 31376LWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         62 | PA      | $61.79         | 0.00%             | 2026-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 359867                      | CUSIP: 31376MW40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3225 | PA      | $3230.57       | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361825                      | CUSIP: 31376P4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        327 | PA      | $341.38        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361545                      | CUSIP: 31376PTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        434 | PA      | $436.26        | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 363736                      | CUSIP: 31376SBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        984 | PA      | $1028.26       | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 366224                      | CUSIP: 31376UYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        491 | PA      | $492.37        | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 366879                      | CUSIP: 31376VQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1119 | PA      | $1169.50       | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 369953                      | CUSIP: 31376Y5N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2047 | PA      | $2063.68       | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 371228                      | CUSIP: 31377ALH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12579 | PA      | $13151.47      | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 377232                      | CUSIP: 31377HA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        429 | PA      | $435.60        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 392072                      | CUSIP: 31377ZQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        101 | PA      | $103.01        | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 392289                      | CUSIP: 31377ZXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        208 | PA      | $211.53        | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 398315                      | CUSIP: 31378GN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        484 | PA      | $495.07        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 404947                      | CUSIP: 31378PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        893 | PA      | $933.66        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 419492                      | CUSIP: 31379G7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        478 | PA      | $499.64        | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 420775                      | CUSIP: 31379JMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        184 | PA      | $192.32        | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 425557                      | CUSIP: 31379PWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2927 | PA      | $3059.91       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 429362                      | CUSIP: 31379T5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4615 | PA      | $4720.29       | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K052 A2                   | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3315722 | PA      | $3304850.80    | 0.00%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K053 A2                   | CUSIP: 3137BN6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2663469 | PA      | $2651995.31    | 0.00%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K054 A2                   | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13498143 | PA      | $13422071.16   | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KW01 A2                   | CUSIP: 3137BPCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5159820 | PA      | $5137499.94    | 0.00%             | 2026-01-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                   | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5800000 | PA      | $5524452.44    | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K055 A2                   | CUSIP: 3137BPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13375607 | PA      | $13274932.77   | 0.00%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K056 A2                   | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10860584 | PA      | $10754625.37   | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K057 A2                   | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16564600 | PA      | $16380500.83   | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KS06 A2                   | CUSIP: 3137BS5N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10806000 | PA      | $10707900.97   | 0.00%             | 2026-07-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                   | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11575000 | PA      | $11438597.89   | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K059 A2                   | CUSIP: 3137BSRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6497823 | PA      | $6442616.40    | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K060 A2                   | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4321000 | PA      | $4290235.34    | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K061 A2                   | CUSIP: 3137BTUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12261461 | PA      | $12139394.50   | 0.00%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K062 A2                   | CUSIP: 3137BUX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12850000 | PA      | $12762838.45   | 0.00%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K063 A2                   | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29250000 | PA      | $29063803.28   | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A2                   | CUSIP: 3137BXHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9730154.00    | 0.00%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A3                   | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $8156221.29    | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K064 A2                   | CUSIP: 3137BXQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14200000 | PA      | $14058482.80   | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                   | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2968205.40    | 0.00%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                   | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10060000 | PA      | $9928587.23    | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                   | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16150000 | PA      | $16033803.98   | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                   | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10950000 | PA      | $10880222.22   | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                   | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25215000 | PA      | $22348606.71   | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K119 A2                   | CUSIP: 3137F63Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3110812.25    | 0.00%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                   | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23262790 | PA      | $22280557.94   | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                   | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17380000 | PA      | $15356373.60   | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     647647 | PA      | $601394.78     | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                   | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10900000 | PA      | $9614436.56    | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                   | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1607672 | PA      | $1484350.58    | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                   | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10880000 | PA      | $9633051.90    | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                 | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11525000 | PA      | $9119589.59    | 0.00%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K123 A2                   | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22275000 | PA      | $19742831.46   | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                   | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18650000 | PA      | $16532150.76   | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                   | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43265000 | PA      | $38670109.90   | 0.01%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                   | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18126104 | PA      | $17889630.85   | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                   | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7675000 | PA      | $7585027.51    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                   | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13668625 | PA      | $13473552.74   | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                   | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4875000 | PA      | $4813004.14    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                   | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10048000 | PA      | $9917013.27    | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A2                   | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4100000 | PA      | $3999960.41    | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                   | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5468000 | PA      | $5162605.09    | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                   | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7300000 | PA      | $7226005.01    | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                   | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9650000 | PA      | $9532068.32    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                   | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35850000 | PA      | $35845049.12   | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2325000 | PA      | $2213926.61    | 0.00%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                   | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5202000 | PA      | $5131529.03    | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                   | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11212000 | PA      | $10766555.09   | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K077 A2                   | CUSIP: 3137FG6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17950000 | PA      | $17914604.40   | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                   | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6500000 | PA      | $6487820.30    | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                   | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10157000 | PA      | $10153813.75   | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                   | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442483 | PA      | $440714.23     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                   | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11250000 | PA      | $11247067.13   | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                   | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3600000 | PA      | $3574275.12    | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4625000 | PA      | $4486669.49    | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                   | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31075000 | PA      | $31046886.45   | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                   | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11640000 | PA      | $11635889.92   | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                   | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9580000 | PA      | $9610896.46    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                   | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4949667.00    | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                   | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36100000 | PA      | $35939066.20   | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                   | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37950000 | PA      | $38074923.81   | 0.01%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                   | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3075000 | PA      | $3042673.76    | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A1                   | CUSIP: 3137FKUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398628 | PA      | $397624.75     | 0.00%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                   | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15101000 | PA      | $15030106.85   | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                   | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16080000 | PA      | $15966155.21   | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                 | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4175000 | PA      | $4088561.64    | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                 | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23775000 | PA      | $22669685.99   | 0.01%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                   | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10500000 | PA      | $10377948.00   | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12175000 | PA      | $11977433.84   | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K734 A2                   | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13110440 | PA      | $13055236.94   | 0.00%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                   | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20400000 | PA      | $20117959.80   | 0.01%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                 | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5225000 | PA      | $5052020.63    | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                 | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13170000 | PA      | $12346213.87   | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                   | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13215000 | PA      | $12936335.30   | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23152001 | PA      | $22448421.06   | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                   | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15725000 | PA      | $15163545.17   | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K735 A2                   | CUSIP: 3137FMU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19041636 | PA      | $18894590.82   | 0.01%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                   | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15850000 | PA      | $15228705.36   | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                   | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13750000 | PA      | $13072706.63   | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                   | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26450000 | PA      | $25035726.44   | 0.01%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22265000 | PA      | $19508704.33   | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                   | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12180000 | PA      | $11579415.16   | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                   | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21365000 | PA      | $20222275.88   | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                 | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13375000 | PA      | $11780235.89   | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                   | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19195000 | PA      | $18185984.11   | 0.00%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                   | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16700000 | PA      | $15862972.62   | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K737 A2                   | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23725000 | PA      | $23398482.32   | 0.01%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                   | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25885000 | PA      | $24164431.82   | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                   | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5665000 | PA      | $5197580.28    | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K106 A2                   | CUSIP: 3137FRUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $23113217.50   | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K107 A2                   | CUSIP: 3137FRZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6450000 | PA      | $5868835.01    | 0.00%             | 2030-01-25      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                   | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9825000 | PA      | $8866200.85    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K738 A2                   | CUSIP: 3137FTFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8325000 | PA      | $8108056.33    | 0.00%             | 2027-01-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6150000 | PA      | $5540263.17    | 0.00%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                 | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14450000 | PA      | $11695585.80   | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                   | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5375000 | PA      | $4831123.10    | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                   | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11555000 | PA      | $10284957.60   | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                 | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14075000 | PA      | $11013974.63   | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                   | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15520000 | PA      | $13762808.53   | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                 | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19930000 | PA      | $15664920.21   | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                   | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19720000 | PA      | $17463174.18   | 0.00%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19215000 | PA      | $16998995.54   | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                 | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6005000 | PA      | $4730392.51    | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                   | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22825000 | PA      | $20658839.03   | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                   | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27475000 | PA      | $24878909.23   | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                 | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3523375 | PA      | $3037829.19    | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                 | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13075000 | PA      | $10755156.36   | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                   | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15240000 | PA      | $13730996.16   | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12400000 | PA      | $11796323.36   | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                   | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3044873 | PA      | $2808394.28    | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                   | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26225000 | PA      | $23423288.84   | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                   | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8250000 | PA      | $7811783.93    | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                   | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10025000 | PA      | $8822043.11    | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5569090 | PA      | $5260219.62    | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                   | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26325000 | PA      | $23295050.42   | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15675000 | PA      | $14727323.99   | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10075000 | PA      | $8007574.74    | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                   | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7750000 | PA      | $6883173.35    | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                   | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12800000 | PA      | $11400750.08   | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                   | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10275000 | PA      | $9732677.28    | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A1                   | CUSIP: 3137H4CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     996727 | PA      | $926444.36     | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                   | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11675000 | PA      | $10475570.04   | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                   | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7675000 | PA      | $6854138.80    | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                  | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9220000 | PA      | $7429087.84    | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9175000 | PA      | $8674261.53    | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                   | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10200000 | PA      | $9244158.00    | 0.00%             | 2032-01-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7650000 | PA      | $6831381.15    | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                   | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2166990 | PA      | $2045799.47    | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                   | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7800000 | PA      | $6983696.46    | 0.00%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                   | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2125000 | PA      | $1991051.69    | 0.00%             | 2029-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47125000 | PA      | $45000840.63   | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-150 A2                  | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49000000 | PA      | $47301312.10   | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-152 A2                  | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14527633.50   | 0.00%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                  | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6150000 | PA      | $6193983.57    | 0.00%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K751 A2                   | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10225000 | PA      | $10357825.82   | 0.00%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-157 A2                  | CUSIP: 3137HAAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13450000 | PA      | $13335968.21   | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K505 A2                   | CUSIP: 3137HACX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10040000 | PA      | $10228723.89   | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-158 A2                  | CUSIP: 3137HAGS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13350000 | PA      | $13097809.16   | 0.00%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K752 A2                   | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10100000 | PA      | $10178744.65   | 0.00%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-159 A2                  | CUSIP: 3137HAMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9580000 | PA      | $9675604.57    | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K506 A2                   | CUSIP: 3137HAMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7617839.25    | 0.00%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $7138961.20    | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K508 A2                   | CUSIP: 3137HAQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12500000 | PA      | $12741456.25   | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-160 A2                  | CUSIP: 3137HASK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15150000 | PA      | $15296480.81   | 0.00%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K509 A2                   | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9050000 | PA      | $9257824.20    | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K753 A2                   | CUSIP: 3137HB2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12100000 | PA      | $12254116.49   | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-161 A2                  | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7800000 | PA      | $8094526.44    | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K510 A2                   | CUSIP: 3137HB3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5950000 | PA      | $6110830.29    | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                   | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3750000 | PA      | $3835322.25    | 0.00%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K754 A2                   | CUSIP: 3137HBC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5500000 | PA      | $5703602.85    | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K512 A2                   | CUSIP: 3137HBCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5050000 | PA      | $5179740.06    | 0.00%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K513 A2                   | CUSIP: 3137HBFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7750000 | PA      | $7896748.58    | 0.00%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K515 A2                   | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11500000 | PA      | $11928607.30   | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                   | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9950000 | PA      | $10345444.84   | 0.00%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K517 A2                   | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9675000 | PA      | $10063961.12   | 0.00%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K518 A2                   | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29200000 | PA      | $30354436.60   | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K755 A2                   | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8500000 | PA      | $8919397.65    | 0.00%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K520 A2                   | CUSIP: 3137HCKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8200000 | PA      | $8482431.78    | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-163 A2                  | CUSIP: 3137HCXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10415708.00   | 0.00%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-164 A2                  | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13600000 | PA      | $14163029.12   | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K524 A2                   | CUSIP: 3137HDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3576669.60    | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K756 A2                   | CUSIP: 3137HDVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $6231773.40    | 0.00%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K526 A2                   | CUSIP: 3137HDXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $8135540.80    | 0.00%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K757 A2                   | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15500000 | PA      | $15708760.20   | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-165 A2                  | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5150000 | PA      | $5172183.11    | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-166 A2                  | CUSIP: 3137HHJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $17169087.10   | 0.00%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K758 A2                   | CUSIP: 3137HHJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16000000 | PA      | $16394196.80   | 0.00%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-167 A2                  | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8350000 | PA      | $8546003.73    | 0.00%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K533 A2                   | CUSIP: 3137HHW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2514566.75    | 0.00%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-168 A2                  | CUSIP: 3137HJ6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $12696091.20   | 0.00%             | 2034-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K759 A2                   | CUSIP: 3137HJZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14000000 | PA      | $14431908.40   | 0.00%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-169 A2                  | CUSIP: 3137HK2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8100000 | PA      | $8224467.03    | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K760 A2                   | CUSIP: 3137HKDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44640000 | PA      | $45415111.10   | 0.01%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K537 A2                   | CUSIP: 3137HKPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5800000 | PA      | $5878863.76    | 0.00%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily WI Certificates Series WI-K170                           | WI K170 A2                     | CUSIP: 3137HKQ49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31950000 | PA      | $33291692.33   | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K538 A2                   | CUSIP: 3137HKQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31000000 | PA      | $31475614.40   | 0.01%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K539 A2                   | CUSIP: 3137HKXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22800000 | PA      | $23089906.56   | 0.01%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-170 A2                  | CUSIP: 3137HLJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7814951.25    | 0.00%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K541 A2                   | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31750000 | PA      | $32078282.30   | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K542 A2                   | CUSIP: 3137HLY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27000000 | PA      | $27340302.60   | 0.01%             | 2030-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K543 A2                   | CUSIP: 3137HMC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3533813.50    | 0.00%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-171 A2                  | CUSIP: 3137HMCA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2285270.80    | 0.00%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K761 A2                   | CUSIP: 3137HN4L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48000000 | PA      | $48367924.80   | 0.01%             | 2032-06-25      | Fixed         | 4.40%                 | 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        |    6180000 | PA      | $6259841.89    | 0.00%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 434867                      | CUSIP: 31380BCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1182 | PA      | $1207.52       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 440700                      | CUSIP: 31380HRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        212 | PA      | $216.13        | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 440831                      | CUSIP: 31380HVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2857 | PA      | $2919.16       | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 447860                      | CUSIP: 31380RQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1386 | PA      | $1415.82       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449105                      | CUSIP: 31380S3N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2800 | PA      | $2861.52       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449145                      | CUSIP: 31380S5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1322 | PA      | $1350.33       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449303                      | CUSIP: 31380TDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2211 | PA      | $2259.27       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 454390                      | CUSIP: 31380YXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        456 | PA      | $465.60        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456078                      | CUSIP: 31381BUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1568 | PA      | $1602.35       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456133                      | CUSIP: 31381BV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1211 | PA      | $1237.27       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456131                      | CUSIP: 31381BVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1115 | PA      | $1139.52       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 459681                      | CUSIP: 31381FUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3061 | PA      | $3102.41       | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481523                      | CUSIP: 31382F4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1014 | PA      | $1028.47       | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481539                      | CUSIP: 31382F4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1307 | PA      | $1335.47       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                      | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14212 | PA      | $14521.97      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 482857                      | CUSIP: 31382HME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3506 | PA      | $3582.44       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 484788                      | CUSIP: 31382KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        352 | PA      | $359.76        | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 490109                      | CUSIP: 31382RN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2239 | PA      | $2288.85       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 494507                      | CUSIP: 31382WKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        681 | PA      | $683.59        | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 495401                      | CUSIP: 31382XKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1416 | PA      | $1446.46       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 498551                      | CUSIP: 31383BZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36352 | PA      | $36900.89      | 0.00%             | 2029-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 499286                      | CUSIP: 31383CUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        327 | PA      | $342.18        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 502162                      | CUSIP: 31383FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1460 | PA      | $1487.14       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 508374                      | CUSIP: 31383NXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3186 | PA      | $3331.29       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 509707                      | CUSIP: 31383QGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5851 | PA      | $6117.40       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 512069                      | CUSIP: 31383S2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5324 | PA      | $5566.15       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 512026                      | CUSIP: 31383SYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2323 | PA      | $2428.81       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 516134                      | CUSIP: 31383XLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1343 | PA      | $1403.99       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519188                      | CUSIP: 31384BXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        837 | PA      | $846.66        | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519252                      | CUSIP: 31384BZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5319 | PA      | $5573.83       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 520956                      | CUSIP: 31384DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1857 | PA      | $1944.10       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 520975                      | CUSIP: 31384DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4621 | PA      | $4814.79       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 521270                      | CUSIP: 31384ECF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6402 | PA      | $6692.75       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 522928                      | CUSIP: 31384F4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2608 | PA      | $2710.91       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 522768                      | CUSIP: 31384FW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3190 | PA      | $3335.62       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 524356                      | CUSIP: 31384HQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1437 | PA      | $1505.91       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 524620                      | CUSIP: 31384HYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4505 | PA      | $4625.15       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 525725                      | CUSIP: 31384KA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5687 | PA      | $5954.10       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 525906                      | CUSIP: 31384KGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10167 | PA      | $10629.84      | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 526319                      | CUSIP: 31384KVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        584 | PA      | $592.64        | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 526320                      | CUSIP: 31384KVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        895 | PA      | $940.02        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 528392                      | CUSIP: 31384M7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9648 | PA      | $10086.85      | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 527592                      | CUSIP: 31384MC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2799 | PA      | $2918.81       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 529343                      | CUSIP: 31384PBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5918 | PA      | $6187.22       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 531265                      | CUSIP: 31384RFE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4188 | PA      | $4406.80       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534638                      | CUSIP: 31384U4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3211 | PA      | $3381.22       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534062                      | CUSIP: 31384UJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1700 | PA      | $1774.36       | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534236                      | CUSIP: 31384UPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        817 | PA      | $849.29        | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535486                      | CUSIP: 31384V2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        537 | PA      | $564.52        | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2722 | PA      | $2846.25       | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535039                      | CUSIP: 31384VLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8332 | PA      | $8681.84       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535055                      | CUSIP: 31384VMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        922 | PA      | $964.04        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535159                      | CUSIP: 31384VQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18511 | PA      | $19353.51      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535185                      | CUSIP: 31384VRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2931 | PA      | $3064.46       | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535190                      | CUSIP: 31384VRK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2057 | PA      | $2141.31       | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535195                      | CUSIP: 31384VRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6451 | PA      | $6744.34       | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535251                      | CUSIP: 31384VTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        781 | PA      | $816.48        | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535254                      | CUSIP: 31384VTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        230 | PA      | $240.01        | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535298                      | CUSIP: 31384VUX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        477 | PA      | $499.47        | 0.00%             | 2030-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535299                      | CUSIP: 31384VUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        174 | PA      | $181.28        | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535335                      | CUSIP: 31384VV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        337 | PA      | $352.43        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535319                      | CUSIP: 31384VVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        302 | PA      | $312.58        | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535332                      | CUSIP: 31384VVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1145 | PA      | $1200.63       | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535351                      | CUSIP: 31384VWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         64 | PA      | $67.50         | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535426                      | CUSIP: 31384VYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        744 | PA      | $760.17        | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535663                      | CUSIP: 31384WB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2442 | PA      | $2548.75       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7943 | PA      | $8063.48       | 0.00%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535757                      | CUSIP: 31384WE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        507 | PA      | $523.62        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535780                      | CUSIP: 31384WFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22581 | PA      | $23132.34      | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535812                      | CUSIP: 31384WGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3405 | PA      | $3561.91       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535903                      | CUSIP: 31384WKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8283 | PA      | $8687.05       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535951                      | CUSIP: 31384WL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        330 | PA      | $344.34        | 0.00%             | 2031-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535996                      | CUSIP: 31384WNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6239 | PA      | $6579.36       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 536042                      | CUSIP: 31384WP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        261 | PA      | $275.53        | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 537107                      | CUSIP: 31384XU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2930 | PA      | $3058.16       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 537136                      | CUSIP: 31384XV54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7563 | PA      | $7961.93       | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 540459                      | CUSIP: 31385CMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        210 | PA      | $214.95        | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 541225                      | CUSIP: 31385DHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        415 | PA      | $433.86        | 0.00%             | 2030-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 541237                      | CUSIP: 31385DHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1200 | PA      | $1246.91       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 542100                      | CUSIP: 31385EGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        229 | PA      | $240.90        | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 542939                      | CUSIP: 31385FEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        380 | PA      | $399.76        | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 544398                      | CUSIP: 31385GX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4159 | PA      | $4403.63       | 0.00%             | 2030-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 544444                      | CUSIP: 31385GZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1100 | PA      | $1158.65       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545437                      | CUSIP: 31385H4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        206 | PA      | $215.90        | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545075                      | CUSIP: 31385HQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5951 | PA      | $6233.97       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545076                      | CUSIP: 31385HQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        154 | PA      | $162.15        | 0.00%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545120                      | CUSIP: 31385HSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13319 | PA      | $13933.21      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545195                      | CUSIP: 31385HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5612 | PA      | $5874.85       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545240                      | CUSIP: 31385HV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        927 | PA      | $975.06        | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545278                      | CUSIP: 31385HXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7912 | PA      | $8331.12       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545556                      | CUSIP: 31385JBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55470 | PA      | $58403.44      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545646                      | CUSIP: 31385JET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $52.32         | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545723                      | CUSIP: 31385JG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9452 | PA      | $9913.80       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                      | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40161 | PA      | $42206.26      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545939                      | CUSIP: 31385JPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        984 | PA      | $1036.74       | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 547246                      | CUSIP: 31385K5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1574 | PA      | $1642.56       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 547720                      | CUSIP: 31385NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3762 | PA      | $3936.91       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 548984                      | CUSIP: 31385P2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1492 | PA      | $1518.33       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 551252                      | CUSIP: 31385SL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1999 | PA      | $2094.92       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 553264                      | CUSIP: 31385UTV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9968 | PA      | $10466.11      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 554493                      | CUSIP: 31385V7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        565 | PA      | $591.59        | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 554851                      | CUSIP: 31385WL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1626 | PA      | $1700.33       | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555268                      | CUSIP: 31385WZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4330 | PA      | $4613.40       | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555425                      | CUSIP: 31385XA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50585 | PA      | $51304.42      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555432                      | CUSIP: 31385XA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236415 | PA      | $243637.87     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1763576 | PA      | $1817463.98    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2151593 | PA      | $2217978.81    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     840735 | PA      | $866938.77     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     462357 | PA      | $476762.93     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555677                      | CUSIP: 31385XJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1356682 | PA      | $1398549.10    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1279259 | PA      | $1298434.64    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555679                      | CUSIP: 31385XJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1124910 | PA      | $1141599.90    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1048213 | PA      | $1080240.63    | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1929886 | PA      | $1990587.17    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372519 | PA      | $384239.22     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556050                      | CUSIP: 31385XWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1041 | PA      | $1098.03       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556518                      | CUSIP: 31385YG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        648 | PA      | $672.65        | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 559594                      | CUSIP: 31386CUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        781 | PA      | $820.21        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 560457                      | CUSIP: 31386DTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        815 | PA      | $857.85        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 560880                      | CUSIP: 31386ECR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $8.88          | 0.00%             | 2031-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561035                      | CUSIP: 31386EHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6513 | PA      | $6882.83       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561112                      | CUSIP: 31386EKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6693 | PA      | $7033.89       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561741                      | CUSIP: 31386FBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16066 | PA      | $16931.72      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562089                      | CUSIP: 31386FNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        589 | PA      | $618.84        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562317                      | CUSIP: 31386FVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        470 | PA      | $479.97        | 0.00%             | 2031-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562680                      | CUSIP: 31386GCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5373 | PA      | $5690.97       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562865                      | CUSIP: 31386GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14386 | PA      | $15076.88      | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 563354                      | CUSIP: 31386GZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3057 | PA      | $3206.40       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 564386                      | CUSIP: 31386H6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        703 | PA      | $736.75        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 564404                      | CUSIP: 31386JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        591 | PA      | $618.71        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566687                      | CUSIP: 31386LRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7086 | PA      | $7436.92       | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566699                      | CUSIP: 31386LRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        543 | PA      | $568.20        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 567181                      | CUSIP: 31386MCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        906 | PA      | $949.73        | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 569433                      | CUSIP: 31386PSW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        320 | PA      | $334.88        | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 569971                      | CUSIP: 31386QFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1795 | PA      | $1880.64       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 570980                      | CUSIP: 31386RJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4267 | PA      | $4405.33       | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 571390                      | CUSIP: 31386RXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        889 | PA      | $929.63        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 572674                      | CUSIP: 31386TFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1148 | PA      | $1206.81       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 572965                      | CUSIP: 31386TQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8872 | PA      | $9340.73       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575667                      | CUSIP: 31386WQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2003 | PA      | $2107.44       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575786                      | CUSIP: 31386WUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5602 | PA      | $5898.95       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 580078                      | CUSIP: 31387CM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1152 | PA      | $1216.48       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581806                      | CUSIP: 31387EKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5404 | PA      | $5682.50       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581979                      | CUSIP: 31387EQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2464 | PA      | $2596.09       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 582117                      | CUSIP: 31387EVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16265 | PA      | $17272.43      | 0.00%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 585241                      | CUSIP: 31387JEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4015 | PA      | $4219.58       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587832                      | CUSIP: 31387MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5630 | PA      | $5924.06       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587841                      | CUSIP: 31387MBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2474 | PA      | $2613.15       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 589219                      | CUSIP: 31387NSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2252 | PA      | $2372.99       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                      | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11784 | PA      | $12379.18      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 593193                      | CUSIP: 31387S7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7785 | PA      | $8191.75       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 593022                      | CUSIP: 31387SYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7198 | PA      | $7591.24       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 598543                      | CUSIP: 31387Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4503 | PA      | $4757.98       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 602131                      | CUSIP: 31388D4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        601 | PA      | $633.94        | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 602034                      | CUSIP: 31388DY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1356 | PA      | $1371.00       | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 606541                      | CUSIP: 31388JZE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4774 | PA      | $5076.69       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 606799                      | CUSIP: 31388KDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25698 | PA      | $27020.09      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 606813                      | CUSIP: 31388KDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1889 | PA      | $1928.96       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607154                      | CUSIP: 31388KQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14307 | PA      | $15081.79      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607212                      | CUSIP: 31388KR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4995 | PA      | $5276.50       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607749                      | CUSIP: 31388LEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11071 | PA      | $11709.94      | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609142                      | CUSIP: 31388MWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16739 | PA      | $17581.13      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609202                      | CUSIP: 31388MX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         55 | PA      | $57.90         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 610807                      | CUSIP: 31388PR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8373 | PA      | $8848.65       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 611998                      | CUSIP: 31388Q3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1936 | PA      | $2045.29       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 612764                      | CUSIP: 31388RWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2347 | PA      | $2401.96       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 613232                      | CUSIP: 31388SHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4478 | PA      | $4731.05       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614305                      | CUSIP: 31388TNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13512 | PA      | $14171.32      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614474                      | CUSIP: 31388TT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2532 | PA      | $2646.67       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614904                      | CUSIP: 31388UDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3754 | PA      | $3952.56       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 616922                      | CUSIP: 31388WLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5362 | PA      | $5671.63       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 617221                      | CUSIP: 31388WVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7081 | PA      | $7442.51       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 617261                      | CUSIP: 31388WWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23640 | PA      | $24962.70      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 619651                      | CUSIP: 31389AL84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7191 | PA      | $7597.19       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                      | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7402 | PA      | $7580.37       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624084                      | CUSIP: 31389FJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40671 | PA      | $41774.54      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624973                      | CUSIP: 31389GJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2882 | PA      | $3036.87       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625027                      | CUSIP: 31389GLG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6859 | PA      | $7251.33       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625029                      | CUSIP: 31389GLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2288 | PA      | $2429.04       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 626683                      | CUSIP: 31389JFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1524 | PA      | $1592.65       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 628887                      | CUSIP: 31389LUL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3497 | PA      | $3722.71       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 630806                      | CUSIP: 31389NYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        512 | PA      | $514.98        | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 635042                      | CUSIP: 31389TP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32854 | PA      | $34640.35      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1602893 | PA      | $1568316.78    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0944                      | CUSIP: 3138A2BN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     620553 | PA      | $606566.83     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     789457 | PA      | $771543.28     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0965                      | CUSIP: 3138A2CB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10922 | PA      | $10880.53      | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0969                      | CUSIP: 3138A2CF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91820 | PA      | $91507.03      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0973                      | CUSIP: 3138A2CK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29889 | PA      | $29802.73      | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1190                      | CUSIP: 3138A2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     956993 | PA      | $935886.85     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1247                      | CUSIP: 3138A2L56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13035 | PA      | $12984.97      | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1304                      | CUSIP: 3138A2NW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2393 | PA      | $2385.90       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1305                      | CUSIP: 3138A2NX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8902 | PA      | $8875.49       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1319                      | CUSIP: 3138A2PD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39831 | PA      | $39695.26      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1560                      | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     931623 | PA      | $910956.33     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1871                      | CUSIP: 3138A3CH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1044470 | PA      | $1021257.44    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1872                      | CUSIP: 3138A3CJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81064 | PA      | $81211.90      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3586                      | CUSIP: 3138A46Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3062145 | PA      | $2992111.74    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2849                      | CUSIP: 3138A4EX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79598 | PA      | $79326.73      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2986                      | CUSIP: 3138A4J89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398261 | PA      | $389167.97     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1284360 | PA      | $1255241.50    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3430                      | CUSIP: 3138A4Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16814 | PA      | $16752.14      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3431                      | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98408 | PA      | $98043.59      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4404                      | CUSIP: 3138A53N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     757292 | PA      | $739679.89     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3611                      | CUSIP: 3138A5AM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1553 | PA      | $1545.92       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3745                      | CUSIP: 3138A5ET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4932 | PA      | $4911.00       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3769                      | CUSIP: 3138A5FK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69229 | PA      | $68972.90      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3781                      | CUSIP: 3138A5FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     303999 | PA      | $297106.16     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3810                      | CUSIP: 3138A5GU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385426 | PA      | $377036.14     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4661                      | CUSIP: 3138A6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266384 | PA      | $271301.84     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4709                      | CUSIP: 3138A6GT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71824 | PA      | $71895.80      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                      | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129054 | PA      | $134624.74     | 0.00%             | 2041-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4876                      | CUSIP: 3138A6M23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1029806 | PA      | $1005964.78    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5050                      | CUSIP: 3138A6TG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        718 | PA      | $715.36        | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1418611 | PA      | $1385983.85    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1321054 | PA      | $1323118.12    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5616                      | CUSIP: 3138A7G28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116590 | PA      | $116157.71     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5620                      | CUSIP: 3138A7G69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13173 | PA      | $13131.48      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128760 | PA      | $134129.95     | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6103                      | CUSIP: 3138A7X94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73743 | PA      | $75144.77      | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                      | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34395 | PA      | $35842.65      | 0.00%             | 2041-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6593                      | CUSIP: 3138A8KF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29652 | PA      | $29533.60      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7342563 | PA      | $7174808.76    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1335870 | PA      | $1337953.23    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6822                      | CUSIP: 3138A8SL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50732 | PA      | $50529.49      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6973                      | CUSIP: 3138A8XB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12767 | PA      | $12719.24      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7009                      | CUSIP: 3138A8YF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     376765 | PA      | $377358.27     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7203                      | CUSIP: 3138A9AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3645324 | PA      | $3472921.17    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7211                      | CUSIP: 3138A9AM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48659 | PA      | $48464.57      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7249                      | CUSIP: 3138A9BT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79516 | PA      | $79198.11      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7359                      | CUSIP: 3138A9E91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2354 | PA      | $2346.76       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7510                      | CUSIP: 3138A9KY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3588382 | PA      | $3418667.90    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340071 | PA      | $355162.00     | 0.00%             | 2041-04-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                      | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     466591 | PA      | $475516.14     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9873                      | CUSIP: 3138AB6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89553 | PA      | $89695.53      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9109                      | CUSIP: 3138ABDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     431086 | PA      | $431751.28     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9352                      | CUSIP: 3138ABMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476202 | PA      | $476866.31     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9719                      | CUSIP: 3138ABYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1642178 | PA      | $1644402.46    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0041                      | CUSIP: 3138ADBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25329 | PA      | $25357.21      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0589                      | CUSIP: 3138ADUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6809 | PA      | $7075.28       | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0656                      | CUSIP: 3138ADWS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174950 | PA      | $175124.48     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2393875 | PA      | $2396997.83    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1170                      | CUSIP: 3138AEJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     514668 | PA      | $524526.53     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1606501 | PA      | $1608603.73    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3228210 | PA      | $3232649.40    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1886                      | CUSIP: 3138AFCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     911344 | PA      | $912422.36     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1937                      | CUSIP: 3138AFEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417586 | PA      | $425584.25     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2095                      | CUSIP: 3138AFKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9182 | PA      | $9151.95       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217586 | PA      | $226535.98     | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                      | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34780 | PA      | $36313.68      | 0.00%             | 2041-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4285                      | CUSIP: 3138AHXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     875115 | PA      | $892007.70     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1415087 | PA      | $1417029.95    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4852                      | CUSIP: 3138AJMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1174 | PA      | $1169.65       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4871                      | CUSIP: 3138AJMV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59640 | PA      | $59442.20      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1870346 | PA      | $1873038.59    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5443                      | CUSIP: 3138AKBM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1515 | PA      | $1507.89       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6139                      | CUSIP: 3138AKZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171100 | PA      | $174380.17     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6643                      | CUSIP: 3138ALLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287359 | PA      | $287664.37     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1048575 | PA      | $1023420.43    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8714                      | CUSIP: 3138ANVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222970 | PA      | $223235.14     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239000 | PA      | $248559.93     | 0.00%             | 2041-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2540989 | PA      | $2543032.80    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1422744 | PA      | $1450021.83    | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9893                      | CUSIP: 3138AP7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90782 | PA      | $90316.42      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9475                      | CUSIP: 3138APQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258713 | PA      | $259096.54     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9977                      | CUSIP: 3138AQCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3526 | PA      | $3498.45       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ0679                      | CUSIP: 3138ARXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72670 | PA      | $74029.16      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1756                      | CUSIP: 3138AS5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3377 | PA      | $3351.94       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200331 | PA      | $199267.18     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3106                      | CUSIP: 3138AUNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295195 | PA      | $280922.29     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     463009 | PA      | $480632.16     | 0.00%             | 2041-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3757                      | CUSIP: 3138AVE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1334 | PA      | $1324.17       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2535096 | PA      | $2477709.65    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4048                      | CUSIP: 3138AVQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203231 | PA      | $198303.48     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4202                      | CUSIP: 3138AVU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     279797 | PA      | $266097.15     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4206                      | CUSIP: 3138AVU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308966 | PA      | $293932.45     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5311                      | CUSIP: 3138AW3V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     921392 | PA      | $922148.52     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479391 | PA      | $475538.15     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45769 | PA      | $45511.49      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5474                      | CUSIP: 3138AXCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106475 | PA      | $105654.78     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5475                      | CUSIP: 3138AXCM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7226 | PA      | $7170.37       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275721 | PA      | $286577.16     | 0.00%             | 2041-12-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8066                      | CUSIP: 3138E06C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441259 | PA      | $420358.70     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4707912 | PA      | $4482847.78    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2736112 | PA      | $2669633.75    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7723                      | CUSIP: 3138E0SM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150948 | PA      | $150099.51     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7912                      | CUSIP: 3138E0YJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312807 | PA      | $297290.24     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1937969 | PA      | $1845452.95    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9235                      | CUSIP: 3138E2HM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57747 | PA      | $57229.56      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3936225 | PA      | $3745983.53    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9355                      | CUSIP: 3138E2MD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404992 | PA      | $401604.99     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9387                      | CUSIP: 3138E2ND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340433 | PA      | $337586.33     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60151 | PA      | $62460.67      | 0.00%             | 2042-01-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1298297 | PA      | $1236769.75    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0144                      | CUSIP: 3138E4ES6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113701 | PA      | $108147.76     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0971                      | CUSIP: 3138E5CH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140280 | PA      | $139063.23     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2806619 | PA      | $2738375.95    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2415                      | CUSIP: 3138E6VH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6826393 | PA      | $6652746.54    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3384                      | CUSIP: 3138E7XN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        923 | PA      | $916.16        | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2226499 | PA      | $2171510.13    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                      | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347003 | PA      | $361969.51     | 0.00%             | 2042-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6544                      | CUSIP: 3138EBHW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7754 | PA      | $7684.45       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                      | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     802712 | PA      | $781563.20     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2667191 | PA      | $2605001.28    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2891989 | PA      | $2674905.79    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6784                      | CUSIP: 3138EBRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     502063 | PA      | $497560.88     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7395                      | CUSIP: 3138ECGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186701 | PA      | $185027.08     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1245867 | PA      | $1231364.83    | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7803                      | CUSIP: 3138ECU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1984 | PA      | $1951.82       | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3644753 | PA      | $3463904.45    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9467                      | CUSIP: 3138EEQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131629 | PA      | $130449.16     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0769                      | CUSIP: 3138EG2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117737 | PA      | $117873.06     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238484 | PA      | $237260.27     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0853                      | CUSIP: 3138EG5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8807 | PA      | $8947.43       | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0867                      | CUSIP: 3138EG6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54139 | PA      | $53872.03      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0005                      | CUSIP: 3138EGAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2665006 | PA      | $2669496.02    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206341 | PA      | $214569.97     | 0.00%             | 2041-03-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149299 | PA      | $155148.62     | 0.00%             | 2041-02-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0070                      | CUSIP: 3138EGCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635021 | PA      | $646513.48     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0079                      | CUSIP: 3138EGCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384651 | PA      | $385432.10     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1482382 | PA      | $1450222.74    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5169765 | PA      | $5178317.08    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1844380 | PA      | $1846560.52    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2300759 | PA      | $2304185.73    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0238                      | CUSIP: 3138EGHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3615 | PA      | $3603.36       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                      | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106415 | PA      | $109185.21     | 0.00%             | 2036-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0362                      | CUSIP: 3138EGML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20444 | PA      | $21580.59      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0409                      | CUSIP: 3138EGN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     859155 | PA      | $839547.96     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0393                      | CUSIP: 3138EGNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     720648 | PA      | $721715.38     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3299987 | PA      | $3363368.88    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0574                      | CUSIP: 3138EGT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133966 | PA      | $139323.44     | 0.00%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0544                      | CUSIP: 3138EGTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17175 | PA      | $17448.92      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43352 | PA      | $43167.13      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0586                      | CUSIP: 3138EGUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.44         | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2913945 | PA      | $2918248.47    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                      | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     559200 | PA      | $559958.98     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                      | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     510418 | PA      | $511090.33     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0763                      | CUSIP: 3138EGZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237406 | PA      | $250294.98     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3775998 | PA      | $3781610.76    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1719                      | CUSIP: 3138EH4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287773 | PA      | $285119.34     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879247 | PA      | $908352.27     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4677546 | PA      | $4767140.29    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0939                      | CUSIP: 3138EHBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     333190 | PA      | $333887.06     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1052                      | CUSIP: 3138EHE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383064 | PA      | $390413.68     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1121                      | CUSIP: 3138EHG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79579 | PA      | $79186.40      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1105                      | CUSIP: 3138EHGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1027121 | PA      | $1028548.52    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                      | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64209 | PA      | $63857.72      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207822 | PA      | $216771.49     | 0.00%             | 2039-12-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119077 | PA      | $124215.27     | 0.00%             | 2040-09-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1283                      | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257896 | PA      | $268210.84     | 0.00%             | 2042-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2159049 | PA      | $2161060.26    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1768721 | PA      | $1686337.48    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1505                      | CUSIP: 3138EHU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3246996 | PA      | $3163509.60    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1585                      | CUSIP: 3138EHXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5862761 | PA      | $5581226.53    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199479 | PA      | $207314.87     | 0.00%             | 2042-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2654                      | CUSIP: 3138EJ5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391328 | PA      | $387425.95     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1542859 | PA      | $1520523.09    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50539 | PA      | $50372.45      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295095 | PA      | $307050.49     | 0.00%             | 2042-02-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     578696 | PA      | $603505.62     | 0.00%             | 2041-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180522 | PA      | $186269.98     | 0.00%             | 2037-10-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143933 | PA      | $149917.17     | 0.00%             | 2039-11-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4781228 | PA      | $4666260.62    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2016                      | CUSIP: 3138EJG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295567 | PA      | $306426.72     | 0.00%             | 2042-06-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2012                      | CUSIP: 3138EJGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1860161 | PA      | $1813855.73    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25411 | PA      | $26394.30      | 0.00%             | 2042-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138029 | PA      | $143650.27     | 0.00%             | 2042-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2283                      | CUSIP: 3138EJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67432 | PA      | $66773.15      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3150543 | PA      | $2993654.35    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2413                      | CUSIP: 3138EJVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15243 | PA      | $15098.16      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2482                      | CUSIP: 3138EJXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1041213 | PA      | $1043289.53    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3471                      | CUSIP: 3138EK2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1804856 | PA      | $1759019.34    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2509262 | PA      | $2375606.85    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2720                      | CUSIP: 3138EKAW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200217 | PA      | $198169.73     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2847606 | PA      | $2700701.44    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448652 | PA      | $465440.32     | 0.00%             | 2039-08-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186334 | PA      | $193677.51     | 0.00%             | 2042-10-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8163100 | PA      | $7955457.21    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3688657 | PA      | $3411618.76    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5653106 | PA      | $5374720.08    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                      | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696332 | PA      | $678207.68     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     703400 | PA      | $733473.68     | 0.00%             | 2042-08-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3192                      | CUSIP: 3138EKRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43161 | PA      | $43985.31      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     732287 | PA      | $755101.63     | 0.00%             | 2043-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3331881 | PA      | $3513489.56    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3220051 | PA      | $3224278.35    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198015 | PA      | $205498.39     | 0.00%             | 2043-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3765                      | CUSIP: 3138ELFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85221 | PA      | $84331.85      | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3769                      | CUSIP: 3138ELFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190807 | PA      | $190171.77     | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3906                      | CUSIP: 3138ELKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5317180 | PA      | $5418495.70    | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                      | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239582 | PA      | $249001.49     | 0.00%             | 2042-07-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46885 | PA      | $46586.96      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                      | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49904 | PA      | $51593.23      | 0.00%             | 2043-09-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4290                      | CUSIP: 3138ELXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8015 | PA      | $8006.85       | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4338                      | CUSIP: 3138ELZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     689169 | PA      | $669654.41     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4627                      | CUSIP: 3138EMD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207786 | PA      | $213771.01     | 0.00%             | 2043-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4978                      | CUSIP: 3138EMQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320896 | PA      | $333522.45     | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401050 | PA      | $418262.48     | 0.00%             | 2043-09-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     936815 | PA      | $936851.14     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2077808 | PA      | $2117900.39    | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5486146 | PA      | $5495901.60    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5259                      | CUSIP: 3138EMZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317732 | PA      | $315156.64     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3547048 | PA      | $3544170.67    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6289                      | CUSIP: 3138EN7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430155 | PA      | $447492.32     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5529                      | CUSIP: 3138ENEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2687190 | PA      | $2612993.81    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5616                      | CUSIP: 3138ENG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3684073 | PA      | $3827016.57    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                      | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1065987 | PA      | $1050939.41    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5721                      | CUSIP: 3138ENLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     603795 | PA      | $598529.79     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5723                      | CUSIP: 3138ENLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87803 | PA      | $87697.44      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5738                      | CUSIP: 3138ENLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003364 | PA      | $979662.38     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3860578 | PA      | $3829288.85    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5309055 | PA      | $5170663.16    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4801846 | PA      | $4669130.41    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                      | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1064982 | PA      | $1044981.50    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2921318 | PA      | $2839630.49    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7147                      | CUSIP: 3138EP5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367360 | PA      | $366885.38     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1612285 | PA      | $1611872.23    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2065813 | PA      | $2064451.43    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                      | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3209046 | PA      | $3113114.60    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6615                      | CUSIP: 3138EPK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265504 | PA      | $264142.45     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7773203 | PA      | $7760848.57    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6598                      | CUSIP: 3138EPKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     369171 | PA      | $365774.11     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6715                      | CUSIP: 3138EPN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313281 | PA      | $303778.90     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6763                      | CUSIP: 3138EPQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273927 | PA      | $269044.83     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6852                      | CUSIP: 3138EPTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8083 | PA      | $8069.91       | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2356851 | PA      | $2314862.95    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7281558 | PA      | $7278550.68    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11161911 | PA      | $11178870.79   | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7049                      | CUSIP: 3138EPZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     825601 | PA      | $824774.91     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1031514 | PA      | $1023028.98    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2104439 | PA      | $2064633.06    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7343                      | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     806653 | PA      | $839163.41     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3970549 | PA      | $3876311.58    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5543754 | PA      | $5377900.02    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2064206 | PA      | $1877223.77    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1033662 | PA      | $1017395.61    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2261938 | PA      | $2265190.96    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                      | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1466363 | PA      | $1355530.09    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7856                      | CUSIP: 3138EQWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     502186 | PA      | $487337.76     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3007678 | PA      | $2996318.50    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9865                      | CUSIP: 3138ER6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8177536 | PA      | $7371165.19    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9867                      | CUSIP: 3138ER6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1921544 | PA      | $1876166.62    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                      | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2812701 | PA      | $2742619.66    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                      | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1268816 | PA      | $1227688.62    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3744630 | PA      | $3714104.43    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9109                      | CUSIP: 3138ERDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320539 | PA      | $321450.18     | 0.00%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7056930 | PA      | $7025866.49    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9111                      | CUSIP: 3138ERDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32948 | PA      | $32908.67      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9128                      | CUSIP: 3138EREA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3597454 | PA      | $3602378.50    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1017814 | PA      | $1006408.08    | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9285                      | CUSIP: 3138ERJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2217834 | PA      | $2071966.11    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9394                      | CUSIP: 3138ERNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69312273 | PA      | $61546144.80   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3185862 | PA      | $3030052.06    | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12312965 | PA      | $11514678.44   | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9469                      | CUSIP: 3138ERQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2765105 | PA      | $2710612.91    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9541                      | CUSIP: 3138ERS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137688 | PA      | $137080.07     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9549                      | CUSIP: 3138ERTF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11041502 | PA      | $10687032.17   | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4773765 | PA      | $4662832.97    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9903                      | CUSIP: 3138ESAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16437081 | PA      | $17030786.80   | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9950                      | CUSIP: 3138ESBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2017870 | PA      | $1951483.11    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9976                      | CUSIP: 3138ESCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     648597 | PA      | $633849.83     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     817852 | PA      | $816659.46     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1991301 | PA      | $1922676.57    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8975                      | CUSIP: 3138ET6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69196 | PA      | $67832.77      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10336014 | PA      | $9714349.04    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8231                      | CUSIP: 3138ETED4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675097 | PA      | $654571.56     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8272                      | CUSIP: 3138ETFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1921328 | PA      | $1899781.32    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8340                      | CUSIP: 3138ETHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33748 | PA      | $33728.42      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8386                      | CUSIP: 3138ETJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3466398 | PA      | $3373902.46    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                      | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3534816 | PA      | $3423811.53    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8470                      | CUSIP: 3138ETMU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15147806 | PA      | $14279337.18   | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2399474 | PA      | $2208278.25    | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3376131 | PA      | $3183905.66    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8816                      | CUSIP: 3138ETYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429433 | PA      | $428881.38     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5744391 | PA      | $5555403.76    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0775                      | CUSIP: 3138LQ2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     705080 | PA      | $686893.03     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0799                      | CUSIP: 3138LQ3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66821 | PA      | $66204.69      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     722777 | PA      | $716094.14     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                      | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2671617 | PA      | $2463772.00    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3081755 | PA      | $2844404.87    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0752                      | CUSIP: 3138LQZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1019051 | PA      | $941873.24     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0937                      | CUSIP: 3138LRBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27423 | PA      | $27169.64      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                      | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259303 | PA      | $269919.68     | 0.00%             | 2042-10-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2546                      | CUSIP: 3138LSZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13693 | PA      | $13566.85      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2988786 | PA      | $2912403.08    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1547311 | PA      | $1507479.32    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2970                      | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1427331 | PA      | $1318628.28    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3702539 | PA      | $3525169.42    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4391126 | PA      | $4176546.54    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522791 | PA      | $542475.56     | 0.00%             | 2042-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4586851 | PA      | $4353173.72    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7953053 | PA      | $7555698.86    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3865432 | PA      | $3679151.34    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4144                      | CUSIP: 3138LUTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     813942 | PA      | $792696.37     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4151                      | CUSIP: 3138LUTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4124329 | PA      | $3915010.37    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1971088 | PA      | $1951843.62    | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704313 | PA      | $670564.65     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7617                      | CUSIP: 3138LYPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27492 | PA      | $27224.07      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290062 | PA      | $286305.63     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3115553 | PA      | $2952815.18    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9083446 | PA      | $8625712.56    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2138                      | CUSIP: 3138M5LU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2260814 | PA      | $2205649.11    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2717                      | CUSIP: 3138M6AT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     380454 | PA      | $375226.01     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                      | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5138313 | PA      | $4742771.79    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4507                      | CUSIP: 3138M8AH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     802732 | PA      | $741541.67     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3455224 | PA      | $3185526.26    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1647051 | PA      | $1624419.30    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4784                      | CUSIP: 3138M8J61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     897484 | PA      | $828876.53     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     717436 | PA      | $707309.54     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7553                      | CUSIP: 3138MBMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12162934 | PA      | $11221246.40   | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     601217 | PA      | $592728.51     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9787                      | CUSIP: 3138MD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60185 | PA      | $59335.29      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9720                      | CUSIP: 3138MDYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105234 | PA      | $97535.90      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5147640 | PA      | $4879154.31    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0224                      | CUSIP: 3138MFHA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     860861 | PA      | $792843.44     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     951762 | PA      | $881534.82     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6865606 | PA      | $6359822.23    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3381                      | CUSIP: 3138MJXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1812118 | PA      | $1668975.17    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1029666 | PA      | $946632.09     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1585888 | PA      | $1555790.04    | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     726350 | PA      | $715834.42     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     547676 | PA      | $539556.12     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587803 | PA      | $579087.11     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1242176 | PA      | $1178034.11    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2214190 | PA      | $2181368.60    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4366998 | PA      | $4136305.64    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3861642 | PA      | $3558066.30    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3616124 | PA      | $3429737.52    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4069099 | PA      | $3855579.15    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1443769 | PA      | $1421758.15    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0290                      | CUSIP: 3138MTKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5088790 | PA      | $4937580.53    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0295                      | CUSIP: 3138MTKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34055937 | PA      | $33043988.79   | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1116                      | CUSIP: 3138NXG27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3767934 | PA      | $3466089.22    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1196                      | CUSIP: 3138NXKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1029612 | PA      | $948194.76     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2462                      | CUSIP: 3138NYWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1209684 | PA      | $1115107.99    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3892                      | CUSIP: 3138W1KE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8163585 | PA      | $7524183.76    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5395                      | CUSIP: 3138W27H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308576 | PA      | $284306.80     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5997                      | CUSIP: 3138W3UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2741894 | PA      | $2518773.76    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6050                      | CUSIP: 3138W3WL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2860180 | PA      | $2627445.86    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6389                      | CUSIP: 3138W4C33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     885811 | PA      | $817751.30     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8929                      | CUSIP: 3138W64P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4234223 | PA      | $3901095.81    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0768                      | CUSIP: 3138W92A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109076 | PA      | $108263.14     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0774                      | CUSIP: 3138W92G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172360 | PA      | $158217.78     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2521339 | PA      | $2313538.09    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0022                      | CUSIP: 3138W9AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11088523 | PA      | $10493573.40   | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4990840 | PA      | $4595159.80    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0232                      | CUSIP: 3138W9HJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97999 | PA      | $95179.68      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0315                      | CUSIP: 3138W9K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2894701 | PA      | $2816153.20    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0288                      | CUSIP: 3138W9KA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2402456 | PA      | $2357761.65    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0380                      | CUSIP: 3138W9M64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     901196 | PA      | $884429.38     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0381                      | CUSIP: 3138W9M72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186011 | PA      | $183542.59     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0484                      | CUSIP: 3138W9RE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2423079 | PA      | $2365916.12    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1380005 | PA      | $1361267.91    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0522                      | CUSIP: 3138W9SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409868 | PA      | $387609.09     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4189099 | PA      | $4189577.35    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0560                      | CUSIP: 3138W9TS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1565617 | PA      | $1565220.73    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0563                      | CUSIP: 3138W9TV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20349 | PA      | $20334.44      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0625                      | CUSIP: 3138W9VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127729 | PA      | $126033.67     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     540066 | PA      | $526625.74     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2042735 | PA      | $2011968.19    | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1756                      | CUSIP: 3138WA5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206591 | PA      | $204943.80     | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1794                      | CUSIP: 3138WA7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4111 | PA      | $4105.98       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948374 | PA      | $2863515.48    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4406343 | PA      | $4290447.77    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3192900 | PA      | $3100757.91    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1105                      | CUSIP: 3138WAGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1185724 | PA      | $1152190.91    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1331                      | CUSIP: 3138WAPR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     681693 | PA      | $680872.51     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1361                      | CUSIP: 3138WAQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14369 | PA      | $14257.71      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     730755 | PA      | $729941.44     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1723216 | PA      | $1721866.46    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                      | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446242 | PA      | $445839.79     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1626                      | CUSIP: 3138WAYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46195 | PA      | $46149.16      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2045                      | CUSIP: 3138WBHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1943 | PA      | $1939.88       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2309                      | CUSIP: 3138WBR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1556411 | PA      | $1532022.12    | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2349                      | CUSIP: 3138WBTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47829 | PA      | $46423.77      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2353                      | CUSIP: 3138WBTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5378 | PA      | $5220.39       | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2359                      | CUSIP: 3138WBTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1348125 | PA      | $1326999.64    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2498                      | CUSIP: 3138WBX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213195 | PA      | $206920.41     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2516                      | CUSIP: 3138WBYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123117 | PA      | $122942.97     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1369480 | PA      | $1328977.41    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2714                      | CUSIP: 3138WCAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338649 | PA      | $328318.86     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2764                      | CUSIP: 3138WCCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3655592 | PA      | $3545356.24    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696752 | PA      | $675829.87     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2987                      | CUSIP: 3138WCJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89015 | PA      | $86218.00      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3119                      | CUSIP: 3138WCPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56399 | PA      | $55464.74      | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     498336 | PA      | $469773.70     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3237                      | CUSIP: 3138WCS38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12617 | PA      | $12400.91      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3216                      | CUSIP: 3138WCSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     516567 | PA      | $500835.35     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                      | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2489054 | PA      | $2414221.27    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1592927 | PA      | $1501251.58    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3704336 | PA      | $3591600.42    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1482659 | PA      | $1438181.58    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3452                      | CUSIP: 3138WCZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1199478 | PA      | $1162903.26    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3153877 | PA      | $2967449.66    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4380                      | CUSIP: 3138WD2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112181 | PA      | $105443.81     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3602                      | CUSIP: 3138WDAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20344 | PA      | $20001.21      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4899082 | PA      | $4626411.64    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1116436 | PA      | $1112219.88    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2199411 | PA      | $2075720.30    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3860                      | CUSIP: 3138WDJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2839275 | PA      | $2671245.13    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3530941 | PA      | $3420802.45    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3904                      | CUSIP: 3138WDKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81343 | PA      | $78807.49      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3905                      | CUSIP: 3138WDKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6061938 | PA      | $5873904.05    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1629136 | PA      | $1579231.83    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3934                      | CUSIP: 3138WDLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     490135 | PA      | $481585.76     | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3912995 | PA      | $3692608.78    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3957                      | CUSIP: 3138WDMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8162 | PA      | $7913.66       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3965                      | CUSIP: 3138WDMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7611171 | PA      | $7379428.12    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3969                      | CUSIP: 3138WDMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223171 | PA      | $216346.24     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3974                      | CUSIP: 3138WDMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2823 | PA      | $2735.67       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3975                      | CUSIP: 3138WDMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64611 | PA      | $62592.86      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2977141 | PA      | $2883919.49    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                      | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     908948 | PA      | $880908.76     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4166                      | CUSIP: 3138WDTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60454 | PA      | $58582.98      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4328                      | CUSIP: 3138WDY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1244819 | PA      | $1222741.47    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                      | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1063540 | PA      | $1034338.40    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3811806 | PA      | $3584096.37    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4538                      | CUSIP: 3138WEBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1002173 | PA      | $983268.36     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3794111 | PA      | $3574852.94    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4647                      | CUSIP: 3138WEEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9749 | PA      | $9165.65       | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4677                      | CUSIP: 3138WEFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59210 | PA      | $58074.88      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4679                      | CUSIP: 3138WEFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15147 | PA      | $14865.07      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4874                      | CUSIP: 3138WEMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24786 | PA      | $24318.12      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4900                      | CUSIP: 3138WENS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12977 | PA      | $12558.59      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     824763 | PA      | $774304.50     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5003                      | CUSIP: 3138WERZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596370 | PA      | $560120.06     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5072                      | CUSIP: 3138WET66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3194894 | PA      | $2908153.74    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5156                      | CUSIP: 3138WEWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     569360 | PA      | $558297.50     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5211                      | CUSIP: 3138WEYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     939000 | PA      | $908952.91     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6202                      | CUSIP: 3138WF3L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15955099 | PA      | $14920681.78   | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5428                      | CUSIP: 3138WFA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2015072 | PA      | $1975373.27    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5474                      | CUSIP: 3138WFCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108608 | PA      | $105160.60     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5475                      | CUSIP: 3138WFCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     982799 | PA      | $951352.66     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     769490 | PA      | $722489.20     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5599                      | CUSIP: 3138WFGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27156 | PA      | $26291.54      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5645                      | CUSIP: 3138WFHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1588570 | PA      | $1491222.25    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5666                      | CUSIP: 3138WFJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1504986 | PA      | $1456624.34    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5696                      | CUSIP: 3138WFKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15322274 | PA      | $14379774.91   | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5698                      | CUSIP: 3138WFKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553707 | PA      | $519515.15     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10311725 | PA      | $9677968.41    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5779                      | CUSIP: 3138WFM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9045 | PA      | $8499.59       | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5837                      | CUSIP: 3138WFPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1379206 | PA      | $1335281.46    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5839                      | CUSIP: 3138WFPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55908 | PA      | $54104.43      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5889                      | CUSIP: 3138WFRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33655 | PA      | $32474.28      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5892                      | CUSIP: 3138WFRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78622 | PA      | $73524.48      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5938                      | CUSIP: 3138WFS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1058533 | PA      | $989905.08     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5925                      | CUSIP: 3138WFSP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368652 | PA      | $357905.41     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5973                      | CUSIP: 3138WFT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50184 | PA      | $49152.85      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1854965 | PA      | $1790460.10    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6065                      | CUSIP: 3138WFW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1339481 | PA      | $1252638.05    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6070                      | CUSIP: 3138WFW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     669903 | PA      | $646398.45     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6040                      | CUSIP: 3138WFWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4974005 | PA      | $4651525.29    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6060                      | CUSIP: 3138WFWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3250 | PA      | $3183.73       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                      | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1570326 | PA      | $1468516.63    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2031009 | PA      | $1959747.41    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6164                      | CUSIP: 3138WFZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29682 | PA      | $29056.02      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6137                      | CUSIP: 3138WFZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5485680 | PA      | $5130027.04    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4992543 | PA      | $4692263.58    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6788946 | PA      | $6348798.29    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6311                      | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2991898 | PA      | $2797924.24    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6314                      | CUSIP: 3138WGAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1978491 | PA      | $1909071.96    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3934992 | PA      | $3562956.32    | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6397                      | CUSIP: 3138WGDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240251 | PA      | $224674.43     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6405                      | CUSIP: 3138WGDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     390739 | PA      | $377029.65     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6431                      | CUSIP: 3138WGED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3091733 | PA      | $2999053.65    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2437012 | PA      | $2206603.74    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6515                      | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1692543 | PA      | $1632099.37    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6527                      | CUSIP: 3138WGHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2930844 | PA      | $2826178.18    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6528                      | CUSIP: 3138WGHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3519349 | PA      | $3393666.12    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6610                      | CUSIP: 3138WGKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118347 | PA      | $115760.36     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6650                      | CUSIP: 3138WGL85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1171455 | PA      | $1095506.50    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8017439 | PA      | $7497644.42    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1468874 | PA      | $1437447.78    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6763                      | CUSIP: 3138WGQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4221927 | PA      | $3946887.18    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6791                      | CUSIP: 3138WGRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7375328 | PA      | $7146512.66    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6799                      | CUSIP: 3138WGRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31678 | PA      | $31000.37      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6828                      | CUSIP: 3138WGSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     615966 | PA      | $575838.76     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6847                      | CUSIP: 3138WGTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85586 | PA      | $82529.66      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6881                      | CUSIP: 3138WGUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2409639 | PA      | $2252661.61    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6921                      | CUSIP: 3138WGVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     837856 | PA      | $819538.41     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1219140 | PA      | $1192491.49    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6996                      | CUSIP: 3138WGX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118600 | PA      | $114290.71     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7016                      | CUSIP: 3138WGYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221985 | PA      | $207524.12     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7061                      | CUSIP: 3138WGZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555161 | PA      | $543468.99     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3285306 | PA      | $3258524.90    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8023                      | CUSIP: 3138WH4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81717 | PA      | $79796.25      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8056                      | CUSIP: 3138WH5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888518 | PA      | $801736.38     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8073                      | CUSIP: 3138WH6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1893858 | PA      | $1643521.86    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13298081 | PA      | $12485794.75   | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1263224 | PA      | $1180930.27    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7245                      | CUSIP: 3138WHBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3904046 | PA      | $3649715.07    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2613263 | PA      | $2518304.77    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5053368 | PA      | $4869744.48    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7291                      | CUSIP: 3138WHC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186231 | PA      | $182006.65     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7269                      | CUSIP: 3138WHCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1104097 | PA      | $1068967.13    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6815782 | PA      | $6371764.93    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7393                      | CUSIP: 3138WHGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56081 | PA      | $52445.06      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7437                      | CUSIP: 3138WHHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3826347 | PA      | $3701473.00    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7597791 | PA      | $7140817.75    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2673595 | PA      | $2415805.57    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6977386 | PA      | $6723849.37    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7603                      | CUSIP: 3138WHNV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282904 | PA      | $272623.80     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7642                      | CUSIP: 3138WHP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700572 | PA      | $677699.88     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11880577 | PA      | $11154876.13   | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1546240 | PA      | $1488605.04    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7814                      | CUSIP: 3138WHVG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1616 | PA      | $1600.62       | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7904                      | CUSIP: 3138WHYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15437320 | PA      | $13929549.48   | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7908                      | CUSIP: 3138WHYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5972405 | PA      | $5389076.79    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8892                      | CUSIP: 3138WJ3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1289625 | PA      | $1243414.77    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8894                      | CUSIP: 3138WJ3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243491 | PA      | $237452.76     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8982                      | CUSIP: 3138WJ6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1215102 | PA      | $1201779.36    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8142                      | CUSIP: 3138WJBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     987983 | PA      | $951156.20     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8226                      | CUSIP: 3138WJD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2981815 | PA      | $2879737.18    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                      | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     628547 | PA      | $613275.18     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10552319 | PA      | $10186830.85   | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8707984 | PA      | $8176074.03    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2502734 | PA      | $2416485.14    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3637384 | PA      | $3467415.72    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8407                      | CUSIP: 3138WJKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6078429 | PA      | $5867952.24    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8483                      | CUSIP: 3138WJM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52752706 | PA      | $47600322.68   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8574                      | CUSIP: 3138WJQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238323 | PA      | $229141.93     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2234363 | PA      | $2087407.46    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1638077 | PA      | $1572923.35    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8700                      | CUSIP: 3138WJU22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     770266 | PA      | $762783.29     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8685                      | CUSIP: 3138WJUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575999 | PA      | $553089.13     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8784                      | CUSIP: 3138WJXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22357779 | PA      | $20153123.46   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8833                      | CUSIP: 3138WJY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1427014 | PA      | $1411368.15    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9798                      | CUSIP: 3138WK3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12683814 | PA      | $12258596.40   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9312                      | CUSIP: 3138WKK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2207047 | PA      | $2059819.26    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9314                      | CUSIP: 3138WKK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650429 | PA      | $624558.22     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9334                      | CUSIP: 3138WKLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     988764 | PA      | $963978.14     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5557305 | PA      | $5496373.14    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9424                      | CUSIP: 3138WKPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     756259 | PA      | $747967.00     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9459                      | CUSIP: 3138WKQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159033 | PA      | $157289.15     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9486                      | CUSIP: 3138WKRG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98818 | PA      | $94887.23      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1432926 | PA      | $1363394.10    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9551                      | CUSIP: 3138WKTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     742966 | PA      | $714111.23     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9600                      | CUSIP: 3138WKU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1221 | PA      | $1172.85       | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9595                      | CUSIP: 3138WKUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4102734 | PA      | $3939550.24    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2547357 | PA      | $2519426.78    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5878499 | PA      | $5641010.79    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9673                      | CUSIP: 3138WKXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     339717 | PA      | $316736.53     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9691                      | CUSIP: 3138WKXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160074 | PA      | $156020.09     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4089095 | PA      | $4071095.47    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2338812 | PA      | $2310976.21    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173030 | PA      | $176871.92     | 0.00%             | 2041-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2016                      | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2477589 | PA      | $2277056.03    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1629979 | PA      | $1603539.28    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2725                      | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     849332 | PA      | $781225.71     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706253 | PA      | $728144.44     | 0.00%             | 2043-07-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17875712 | PA      | $16435648.08   | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2723                      | CUSIP: 3138WQAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7231687 | PA      | $6649132.70    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                      | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     698879 | PA      | $665696.90     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5898                      | CUSIP: 3138WTRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391056 | PA      | $359611.42     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5990                      | CUSIP: 3138WTUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424117 | PA      | $389499.95     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5991                      | CUSIP: 3138WTUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5347620 | PA      | $4899969.86    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     936652 | PA      | $861114.59     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT6653                      | CUSIP: 3138WUMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5686944 | PA      | $5227677.41    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7622                      | CUSIP: 3138WVPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5320523 | PA      | $4892712.34    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT8508                      | CUSIP: 3138WWN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     546752 | PA      | $536579.58     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1628                      | CUSIP: 3138X0Y28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1259426 | PA      | $1158335.72    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1629                      | CUSIP: 3138X0Y36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3795470 | PA      | $3488133.14    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1650                      | CUSIP: 3138X0ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3348474 | PA      | $3168566.28    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10882107 | PA      | $10689947.12   | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8001504 | PA      | $7350419.59    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3736                      | CUSIP: 3138X3EJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4060066 | PA      | $3729680.40    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3742                      | CUSIP: 3138X3EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2871342 | PA      | $2719786.99    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1907259 | PA      | $1872673.91    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3788909 | PA      | $3699521.96    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3582318 | PA      | $3289459.29    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4284                      | CUSIP: 3138X3XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4258918 | PA      | $4027819.84    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10385198 | PA      | $10112000.17   | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3683065 | PA      | $3582183.96    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4291                      | CUSIP: 3138X3XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493492 | PA      | $479694.45     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2389823 | PA      | $2322964.55    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5323543 | PA      | $5176225.48    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1014365 | PA      | $959306.20     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682750 | PA      | $673477.84     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9014141 | PA      | $8777192.76    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU9307                      | CUSIP: 3138X9KV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2100816 | PA      | $1986687.77    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0306                      | CUSIP: 3138XBKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        731 | PA      | $721.13        | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0634                      | CUSIP: 3138XBV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166006 | PA      | $163699.55     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2164393 | PA      | $2106276.60    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1287631 | PA      | $1287451.52    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0970                      | CUSIP: 3138XCCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37332 | PA      | $37074.06      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2302                      | CUSIP: 3138XDRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     466393 | PA      | $466044.40     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     729935 | PA      | $724302.86     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3359                      | CUSIP: 3138XEWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6531 | PA      | $6516.72       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1111563 | PA      | $1096124.45    | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV5043                      | CUSIP: 3138XGS95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180196 | PA      | $174972.11     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV6768                      | CUSIP: 3138XJQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1924280 | PA      | $1893534.96    | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW0715                      | CUSIP: 3138XPYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2441 | PA      | $2293.01       | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5651028 | PA      | $5498250.05    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1150                      | CUSIP: 3138XQH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     483762 | PA      | $476327.72     | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW3853                      | CUSIP: 3138XTH73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7688 | PA      | $7475.41       | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4182                      | CUSIP: 3138XTUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1698782 | PA      | $1602883.15    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2792097 | PA      | $2633539.95    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458277 | PA      | $432118.26     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5062                      | CUSIP: 3138XUTU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26586 | PA      | $25778.01      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5093                      | CUSIP: 3138XUUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58678 | PA      | $57740.41      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5136                      | CUSIP: 3138XUV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1541595 | PA      | $1495212.12    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1241364 | PA      | $1221161.33    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8672                      | CUSIP: 3138XYT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94130 | PA      | $92598.09      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3735480 | PA      | $3521264.39    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0142                      | CUSIP: 3138Y1EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1390974 | PA      | $1347433.21    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1544495 | PA      | $1453051.83    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2491                      | CUSIP: 3138Y3XV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     774137 | PA      | $750451.08     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2530                      | CUSIP: 3138Y3Y47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2933987 | PA      | $2843729.40    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3294434 | PA      | $3109565.84    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3724879 | PA      | $3729782.02    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4887                      | CUSIP: 3138Y6ND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     695479 | PA      | $673831.66     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5471564 | PA      | $5155076.92    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7215                      | CUSIP: 3138Y9AR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54228 | PA      | $53281.47      | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7261                      | CUSIP: 3138Y9B72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1109381 | PA      | $1074676.31    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7247                      | CUSIP: 3138Y9BR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151411 | PA      | $146820.73     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7303                      | CUSIP: 3138Y9DH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367239 | PA      | $355889.88     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                      | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1033589 | PA      | $973133.92     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3402575 | PA      | $3201547.41    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7597                      | CUSIP: 3138Y9NP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223367 | PA      | $219339.80     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7655                      | CUSIP: 3138Y9QH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3154168 | PA      | $2967549.74    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX8515                      | CUSIP: 3138YAN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115793 | PA      | $112201.91     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY0026                      | CUSIP: 3138YDA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74393 | PA      | $72084.28      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3046350 | PA      | $2775531.64    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1805                      | CUSIP: 3138YFAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47872 | PA      | $45011.65      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1874                      | CUSIP: 3138YFCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7964 | PA      | $7478.50       | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4200                      | CUSIP: 3138YHU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3064154 | PA      | $2789588.77    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4195                      | CUSIP: 3138YHUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1947 | PA      | $1884.62       | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5005                      | CUSIP: 3138YJR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9858 | PA      | $9557.57       | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                      | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1673254 | PA      | $1628689.88    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6306                      | CUSIP: 3138YLAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11960 | PA      | $11224.68      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6511                      | CUSIP: 3138YLGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4243 | PA      | $4166.59       | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY8448                      | CUSIP: 3138YNL62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81963 | PA      | $80324.69      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0881                      | CUSIP: 3138YR6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1129477 | PA      | $1098927.81    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2668                      | CUSIP: 3138YT6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     349990 | PA      | $327298.77     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2671                      | CUSIP: 3138YT6H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1218873 | PA      | $1141373.05    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165988 | PA      | $1143337.22    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2641183 | PA      | $2480933.82    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ3098                      | CUSIP: 3138YUNQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     484922 | PA      | $454750.67     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1975768 | PA      | $1936265.48    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5536                      | CUSIP: 3138YXEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3398960 | PA      | $3089757.63    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5688                      | CUSIP: 3138YXKA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454419 | PA      | $445715.32     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5699                      | CUSIP: 3138YXKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     359876 | PA      | $337925.56     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5735                      | CUSIP: 3138YXLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1925 | PA      | $1862.70       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 640035                      | CUSIP: 31390ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2193 | PA      | $2326.64       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 644141                      | CUSIP: 31390ES60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11346 | PA      | $12016.19      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 649103                      | CUSIP: 31390LDG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27214 | PA      | $28882.30      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 650755                      | CUSIP: 31390M5Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9104 | PA      | $9666.44       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 652078                      | CUSIP: 31390PM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5078 | PA      | $5309.36       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 652055                      | CUSIP: 31390PMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19949 | PA      | $21150.43      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 654260                      | CUSIP: 31390RZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        828 | PA      | $844.94        | 0.00%             | 2032-11-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 658746                      | CUSIP: 31390WZK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23107 | PA      | $24252.29      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659831                      | CUSIP: 31390YA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13047 | PA      | $13753.21      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659908                      | CUSIP: 31390YDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15697 | PA      | $16568.42      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 663306                      | CUSIP: 31391C3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6173 | PA      | $6506.53       | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   12835000 | PA      | $14171303.19   | 0.00%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 687425                      | CUSIP: 31400GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29060 | PA      | $30000.87      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 688017                      | CUSIP: 31400HK69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486246 | PA      | $501096.36     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 689325                      | CUSIP: 31400JYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12425 | PA      | $12833.17      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 694491                      | CUSIP: 31400QRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167427 | PA      | $172439.16     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 695403                      | CUSIP: 31400RRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     209371 | PA      | $212547.98     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 697397                      | CUSIP: 31400TX28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45984 | PA      | $47529.61      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17755 | PA      | $18337.46      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                      | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152358 | PA      | $157147.46     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702767                      | CUSIP: 31401AW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14041 | PA      | $14236.58      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702768                      | CUSIP: 31401AW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6230 | PA      | $6421.37       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 705118                      | CUSIP: 31401DK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1804 | PA      | $1842.05       | 0.00%             | 2033-05-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709033                      | CUSIP: 31401HV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7705 | PA      | $7947.51       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709480                      | CUSIP: 31401JFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16159 | PA      | $16652.29      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709698                      | CUSIP: 31401JNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5186 | PA      | $5350.54       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709755                      | CUSIP: 31401JQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2710 | PA      | $2710.13       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 710587                      | CUSIP: 31401KNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16630 | PA      | $17169.43      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712060                      | CUSIP: 31401MB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29477 | PA      | $30404.59      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712042                      | CUSIP: 31401MBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4105 | PA      | $4242.57       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713706                      | CUSIP: 31401N3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14336 | PA      | $14827.15      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713975                      | CUSIP: 31401PFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5183 | PA      | $5352.68       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720058                      | CUSIP: 31401V5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38684 | PA      | $39768.31      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720087                      | CUSIP: 31401V6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4913 | PA      | $5079.27       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720954                      | CUSIP: 31401W5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19500 | PA      | $20065.99      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720196                      | CUSIP: 31401WC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40510 | PA      | $41659.36      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720785                      | CUSIP: 31401WXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14886 | PA      | $15366.83      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721030                      | CUSIP: 31401XA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15876 | PA      | $16401.28      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721075                      | CUSIP: 31401XCL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10379 | PA      | $10727.64      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721085                      | CUSIP: 31401XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42370 | PA      | $43783.42      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722777                      | CUSIP: 31401Y6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1382 | PA      | $1416.11       | 0.00%             | 2033-09-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722092                      | CUSIP: 31401YF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30828 | PA      | $31251.57      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23076 | PA      | $23382.24      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722219                      | CUSIP: 31401YK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67757 | PA      | $68818.47      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722357                      | CUSIP: 31401YQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        596 | PA      | $603.09        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722596                      | CUSIP: 31401YXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10483 | PA      | $10641.39      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722611                      | CUSIP: 31401YYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16853 | PA      | $17119.41      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723119                      | CUSIP: 31402AK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50886 | PA      | $51639.64      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723374                      | CUSIP: 31402AT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20033 | PA      | $20686.69      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723876                      | CUSIP: 31402BFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11988 | PA      | $12363.06      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 724215                      | CUSIP: 31402BSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1445 | PA      | $1465.06       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3678675 | PA      | $3798653.09    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2577896 | PA      | $2661258.66    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2359434 | PA      | $2436364.67    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725456                      | CUSIP: 31402C5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43111 | PA      | $43785.25      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                      | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18682 | PA      | $19669.21      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6168609 | PA      | $6261706.15    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2406529 | PA      | $2443146.90    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                      | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     485671 | PA      | $501378.25     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122303 | PA      | $124177.20     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217647 | PA      | $1236175.53    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     365076 | PA      | $376882.77     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                      | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     728060 | PA      | $739056.73     | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2822554 | PA      | $2865502.11    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725249                      | CUSIP: 31402CWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173481 | PA      | $176158.54     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725250                      | CUSIP: 31402CWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136423 | PA      | $138512.92     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725257                      | CUSIP: 31402CWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16054 | PA      | $16577.20      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725314                      | CUSIP: 31402CYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     835772 | PA      | $848676.61     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726302                      | CUSIP: 31402D3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33783 | PA      | $34823.78      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726303                      | CUSIP: 31402D3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5036 | PA      | $5172.29       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725589                      | CUSIP: 31402DC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     561592 | PA      | $570490.91     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725591                      | CUSIP: 31402DC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391910 | PA      | $398158.96     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725594                      | CUSIP: 31402DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306494 | PA      | $316930.87     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725610                      | CUSIP: 31402DDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39719 | PA      | $41062.07      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725614                      | CUSIP: 31402DDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197427 | PA      | $203961.01     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725705                      | CUSIP: 31402DGN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     390604 | PA      | $396869.80     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725772                      | CUSIP: 31402DJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93325 | PA      | $94813.23      | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725773                      | CUSIP: 31402DJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2385567 | PA      | $2466824.33    | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725774                      | CUSIP: 31402DJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39973 | PA      | $42363.15      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725778                      | CUSIP: 31402DJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5456 | PA      | $5752.06       | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1578051 | PA      | $1631815.52    | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726037                      | CUSIP: 31402DS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5031 | PA      | $5107.53       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727188                      | CUSIP: 31402E2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3014 | PA      | $3058.34       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727284                      | CUSIP: 31402E6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4097 | PA      | $4229.61       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727288                      | CUSIP: 31402E6Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7281 | PA      | $7532.37       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726415                      | CUSIP: 31402EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20226 | PA      | $20504.14      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726912                      | CUSIP: 31402ER91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3723 | PA      | $3701.61       | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727100                      | CUSIP: 31402EX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6391 | PA      | $6488.60       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727121                      | CUSIP: 31402EYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66094 | PA      | $68312.95      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 728630                      | CUSIP: 31402GPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6506 | PA      | $6727.79       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729337                      | CUSIP: 31402HHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243910 | PA      | $251440.23     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729405                      | CUSIP: 31402HKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21299 | PA      | $21935.54      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729674                      | CUSIP: 31402HT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20287 | PA      | $20975.12      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730778                      | CUSIP: 31402J2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12199 | PA      | $12386.97      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730801                      | CUSIP: 31402J3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69169 | PA      | $70204.90      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730817                      | CUSIP: 31402J4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19548 | PA      | $19840.74      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730856                      | CUSIP: 31402J5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36259 | PA      | $36809.76      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730885                      | CUSIP: 31402J6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117095 | PA      | $118860.52     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730475                      | CUSIP: 31402JQ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32819 | PA      | $33311.81      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730728                      | CUSIP: 31402JYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     209982 | PA      | $213172.06     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730960                      | CUSIP: 31402KB52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12743 | PA      | $13127.36      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731217                      | CUSIP: 31402KK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41956 | PA      | $42589.11      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731429                      | CUSIP: 31402KSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6284 | PA      | $6381.43       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731959                      | CUSIP: 31402LE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9990 | PA      | $10143.79      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 732050                      | CUSIP: 31402LH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60897 | PA      | $62884.50      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 732032                      | CUSIP: 31402LHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51610 | PA      | $53217.50      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733070                      | CUSIP: 31402MMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12426 | PA      | $12613.97      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733071                      | CUSIP: 31402MMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56167 | PA      | $58024.31      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733074                      | CUSIP: 31402MMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23229 | PA      | $23565.69      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733389                      | CUSIP: 31402MXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2087 | PA      | $2119.15       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734372                      | CUSIP: 31402N2D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102205 | PA      | $105357.56     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734412                      | CUSIP: 31402N3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24488 | PA      | $24804.87      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733654                      | CUSIP: 31402NBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347673 | PA      | $358901.55     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733656                      | CUSIP: 31402NBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8315 | PA      | $8600.75       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733713                      | CUSIP: 31402NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56868 | PA      | $57711.14      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733756                      | CUSIP: 31402NE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38093 | PA      | $38662.53      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734032                      | CUSIP: 31402NPR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29527 | PA      | $30506.07      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734085                      | CUSIP: 31402NRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9542 | PA      | $9839.06       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734096                      | CUSIP: 31402NRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9005 | PA      | $9310.18       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734306                      | CUSIP: 31402NYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12255 | PA      | $12640.47      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735382                      | CUSIP: 31402Q6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078580 | PA      | $1096504.07    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735383                      | CUSIP: 31402Q6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     890630 | PA      | $905349.16     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734847                      | CUSIP: 31402QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8219 | PA      | $8474.61       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734848                      | CUSIP: 31402QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29167 | PA      | $30118.69      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734844                      | CUSIP: 31402QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65217 | PA      | $67340.40      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735013                      | CUSIP: 31402QSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34259 | PA      | $35006.01      | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735036                      | CUSIP: 31402QSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     970621 | PA      | $1004367.78    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735171                      | CUSIP: 31402QW80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        466 | PA      | $480.09        | 0.00%             | 2035-01-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735141                      | CUSIP: 31402QWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2105395 | PA      | $2179069.64    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     915812 | PA      | $947866.70     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735222                      | CUSIP: 31402QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153145 | PA      | $155689.54     | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735224                      | CUSIP: 31402QYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1422117 | PA      | $1469903.19    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735226                      | CUSIP: 31402QYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557549 | PA      | $566761.08     | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735227                      | CUSIP: 31402QYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1183154 | PA      | $1225079.89    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735228                      | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     746618 | PA      | $773071.48     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735406                      | CUSIP: 31402RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6646 | PA      | $6761.34       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735413                      | CUSIP: 31402RAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13124 | PA      | $13540.85      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735496                      | CUSIP: 31402RC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39995 | PA      | $42482.04      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     848709 | PA      | $862884.48     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735500                      | CUSIP: 31402RDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1013165 | PA      | $1049742.25    | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735591                      | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2964558 | PA      | $3012437.88    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                      | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1020183 | PA      | $1037414.50    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735580                      | CUSIP: 31402RFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1767816 | PA      | $1796364.41    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735581                      | CUSIP: 31402RFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313185 | PA      | $318272.38     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735667                      | CUSIP: 31402RJL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865133 | PA      | $878760.32     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110596 | PA      | $114008.84     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735676                      | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3675149 | PA      | $3734881.87    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735912                      | CUSIP: 31402RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105501 | PA      | $109468.40     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735893                      | CUSIP: 31402RRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     903402 | PA      | $919102.94     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1419669 | PA      | $1444228.72    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     723202 | PA      | $745741.21     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 736934                      | CUSIP: 31402SV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48770 | PA      | $49506.29      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 737215                      | CUSIP: 31402TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11952 | PA      | $12305.61      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738282                      | CUSIP: 31402UFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58111 | PA      | $62096.72      | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738607                      | CUSIP: 31402UR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4548 | PA      | $4696.60       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739821                      | CUSIP: 31402V4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79695 | PA      | $80906.59      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739354                      | CUSIP: 31402VMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5390 | PA      | $5546.42       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739355                      | CUSIP: 31402VMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3341 | PA      | $3443.48       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740255                      | CUSIP: 31402WMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29917 | PA      | $30381.27      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740303                      | CUSIP: 31402WNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7354 | PA      | $7592.01       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741657                      | CUSIP: 31402X5S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14355 | PA      | $14806.75      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741123                      | CUSIP: 31402XLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10809 | PA      | $11152.62      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741431                      | CUSIP: 31402XVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42510 | PA      | $43988.40      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743101                      | CUSIP: 31403ARW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        789 | PA      | $816.25        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743730                      | CUSIP: 31403BHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49536 | PA      | $50791.35      | 0.00%             | 2033-11-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743830                      | CUSIP: 31403BLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79761 | PA      | $80981.75      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743899                      | CUSIP: 31403BNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8727 | PA      | $8723.61       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743930                      | CUSIP: 31403BPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8725 | PA      | $9028.69       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744177                      | CUSIP: 31403BXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111633 | PA      | $113402.37     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2755424 | PA      | $2803737.42    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744966                      | CUSIP: 31403CTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2851 | PA      | $2943.76       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                      | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132681 | PA      | $137743.13     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745314                      | CUSIP: 31403DAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109084 | PA      | $107753.61     | 0.00%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1874434 | PA      | $1906866.26    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                      | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103882 | PA      | $107849.05     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2361705 | PA      | $2402756.50    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6503542 | PA      | $6751950.91    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745432                      | CUSIP: 31403DED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105010 | PA      | $109000.75     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745466                      | CUSIP: 31403DFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98790 | PA      | $102245.98     | 0.00%             | 2036-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1154330 | PA      | $1174486.79    | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745516                      | CUSIP: 31403DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     519108 | PA      | $539038.03     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745780                      | CUSIP: 31403DQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67978 | PA      | $73163.49      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745944                      | CUSIP: 31403DWD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     744590 | PA      | $755736.59     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745950                      | CUSIP: 31403DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     514308 | PA      | $540760.26     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746299                      | CUSIP: 31403EDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1943 | PA      | $2007.55       | 0.00%             | 2033-09-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14957 | PA      | $15192.58      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746683                      | CUSIP: 31403ERC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95553 | PA      | $98740.62      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747493                      | CUSIP: 31403FNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153965 | PA      | $156269.43     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747536                      | CUSIP: 31403FPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84956 | PA      | $86284.52      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747576                      | CUSIP: 31403FQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85497 | PA      | $88305.66      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747572                      | CUSIP: 31403FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130154 | PA      | $132119.13     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748258                      | CUSIP: 31403GJB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46936 | PA      | $47625.87      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748262                      | CUSIP: 31403GJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        187 | PA      | $189.81        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748503                      | CUSIP: 31403GRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5742 | PA      | $5939.02       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749144                      | CUSIP: 31403HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19000 | PA      | $19580.75      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749179                      | CUSIP: 31403HJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95631 | PA      | $97064.47      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749329                      | CUSIP: 31403HPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15772 | PA      | $16308.78      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749373                      | CUSIP: 31403HQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94160 | PA      | $95524.53      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 750360                      | CUSIP: 31403JTR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9483 | PA      | $9772.20       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 750546                      | CUSIP: 31403JZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19374 | PA      | $20005.37      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753047                      | CUSIP: 31403MTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80092 | PA      | $81367.32      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753084                      | CUSIP: 31403MUH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133881 | PA      | $135917.22     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753167                      | CUSIP: 31403MW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54872 | PA      | $55700.56      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753172                      | CUSIP: 31403MW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     909448 | PA      | $923758.40     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 754287                      | CUSIP: 31403N6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86313 | PA      | $87102.15      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753803                      | CUSIP: 31403NNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3669 | PA      | $3725.16       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                      | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21397 | PA      | $22017.61      | 0.00%             | 2033-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755091                      | CUSIP: 31403Q2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20932 | PA      | $21644.21      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755628                      | CUSIP: 31403RPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16601 | PA      | $16870.58      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755631                      | CUSIP: 31403RPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108450 | PA      | $110159.40     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232522 | PA      | $239609.86     | 0.00%             | 2033-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757687                      | CUSIP: 31403TXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14734 | PA      | $15260.20      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 758796                      | CUSIP: 31403U7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219355 | PA      | $222668.59     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 759225                      | CUSIP: 31403VPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18412 | PA      | $19021.91      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 761915                      | CUSIP: 31403YN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1891 | PA      | $1957.53       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 762431                      | CUSIP: 31404AA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63719 | PA      | $64735.81      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765908                      | CUSIP: 31404D3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1121 | PA      | $1197.21       | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765210                      | CUSIP: 31404DDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150308 | PA      | $155467.35     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765345                      | CUSIP: 31404DHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38893 | PA      | $40244.76      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765853                      | CUSIP: 31404DZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25729 | PA      | $26623.76      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766213                      | CUSIP: 31404EGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45799 | PA      | $47279.92      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766314                      | CUSIP: 31404EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54959 | PA      | $56685.94      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 771197                      | CUSIP: 31404KX23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22169 | PA      | $23668.37      | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 772641                      | CUSIP: 31404MLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50325 | PA      | $51132.10      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773385                      | CUSIP: 31404NF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115355 | PA      | $119333.84     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773586                      | CUSIP: 31404NNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21225 | PA      | $21987.01      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774987                      | CUSIP: 31404P6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113222 | PA      | $115039.59     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774560                      | CUSIP: 31404PQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23382 | PA      | $23757.15      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775525                      | CUSIP: 31404QSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2740 | PA      | $2833.03       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776594                      | CUSIP: 31404RXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56998 | PA      | $57865.21      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776634                      | CUSIP: 31404RY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81254 | PA      | $84074.87      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776618                      | CUSIP: 31404RYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11848 | PA      | $12035.68      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 777899                      | CUSIP: 31404TGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4025 | PA      | $4086.24       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779092                      | CUSIP: 31404URM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11515 | PA      | $11880.21      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779565                      | CUSIP: 31404VCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12844 | PA      | $13312.57      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779668                      | CUSIP: 31404VFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20757 | PA      | $21510.28      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779954                      | CUSIP: 31404VQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146380 | PA      | $148714.22     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 780061                      | CUSIP: 31404VTS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21946 | PA      | $22222.31      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 780886                      | CUSIP: 31404WRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75667 | PA      | $76873.69      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                      | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44789 | PA      | $46335.52      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 782410                      | CUSIP: 31404YGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15861 | PA      | $16112.18      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 782775                      | CUSIP: 31404YT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10440 | PA      | $10823.29      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783668                      | CUSIP: 31405ATZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18251 | PA      | $18539.70      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783775                      | CUSIP: 31405AXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177591 | PA      | $183760.59     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783813                      | CUSIP: 31405AYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77949 | PA      | $80694.54      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783814                      | CUSIP: 31405AYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114572 | PA      | $116339.24     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786579                      | CUSIP: 31405D2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12648 | PA      | $13022.59      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786482                      | CUSIP: 31405DXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51463 | PA      | $55125.59      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787219                      | CUSIP: 31405ESG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18371 | PA      | $19042.75      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787806                      | CUSIP: 31405FGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6760 | PA      | $6860.45       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788303                      | CUSIP: 31405FX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51267 | PA      | $52847.73      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788308                      | CUSIP: 31405FYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8713 | PA      | $8856.59       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788519                      | CUSIP: 31405GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13991 | PA      | $14218.07      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 791119                      | CUSIP: 31405J4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25874 | PA      | $26766.32      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790625                      | CUSIP: 31405JLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23171 | PA      | $24008.36      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                      | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60455 | PA      | $62261.10      | 0.00%             | 2034-09-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793379                      | CUSIP: 31405MM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4601 | PA      | $4693.18       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793649                      | CUSIP: 31405MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1481 | PA      | $1532.29       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793981                      | CUSIP: 31405NCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23280 | PA      | $24084.62      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794277                      | CUSIP: 31405NM28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19187 | PA      | $19822.10      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794256                      | CUSIP: 31405NMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7271 | PA      | $7482.06       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794305                      | CUSIP: 31405NNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38598 | PA      | $39894.39      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794486                      | CUSIP: 31405NUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172949 | PA      | $179121.50     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794490                      | CUSIP: 31405NUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34292 | PA      | $34859.57      | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794824                      | CUSIP: 31405PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5665 | PA      | $5870.33       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794887                      | CUSIP: 31405PCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76620 | PA      | $79465.26      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794978                      | CUSIP: 31405PFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17913 | PA      | $18579.57      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795286                      | CUSIP: 31405PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48451 | PA      | $50090.65      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795882                      | CUSIP: 31405QFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32360 | PA      | $33484.34      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796161                      | CUSIP: 31405QQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151824 | PA      | $157365.42     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796795                      | CUSIP: 31405RGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3227 | PA      | $3350.32       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 798062                      | CUSIP: 31405STT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76332 | PA      | $79067.67      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 801318                      | CUSIP: 31405WG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11934 | PA      | $12372.69      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 802311                      | CUSIP: 31405XKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24870 | PA      | $25287.78      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 802499                      | CUSIP: 31405XRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15700 | PA      | $16280.36      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803594                      | CUSIP: 31405YXX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1417 | PA      | $1453.13       | 0.00%             | 2034-10-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 804677                      | CUSIP: 31406A6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34237 | PA      | $35457.72      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803855                      | CUSIP: 31406ABY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53566 | PA      | $55510.15      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 805059                      | CUSIP: 31406BMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2660 | PA      | $2709.74       | 0.00%             | 2035-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807347                      | CUSIP: 31406D5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70101 | PA      | $72648.28      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807691                      | CUSIP: 31406EKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80245 | PA      | $83105.68      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                      | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51157 | PA      | $52375.81      | 0.00%             | 2035-01-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809276                      | CUSIP: 31406GCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11520 | PA      | $11955.24      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 812025                      | CUSIP: 31406KD64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15531 | PA      | $16122.78      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813641                      | CUSIP: 31406L5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18161 | PA      | $18609.88      | 0.00%             | 2036-05-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 812914                      | CUSIP: 31406LDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5732 | PA      | $5944.33       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813252                      | CUSIP: 31406LQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105949 | PA      | $109701.45     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813400                      | CUSIP: 31406LUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162072 | PA      | $167892.65     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814476                      | CUSIP: 31406M2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9003 | PA      | $9348.89       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813784                      | CUSIP: 31406MCV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22776 | PA      | $23635.96      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813788                      | CUSIP: 31406MCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5582 | PA      | $5934.66       | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814026                      | CUSIP: 31406MLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13934 | PA      | $14445.26      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814435                      | CUSIP: 31406MY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24815 | PA      | $25617.04      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815464                      | CUSIP: 31406N5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68188 | PA      | $70557.87      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814654                      | CUSIP: 31406NBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33590 | PA      | $34855.08      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814902                      | CUSIP: 31406NKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11333 | PA      | $12103.45      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815306                      | CUSIP: 31406NYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64071 | PA      | $65164.57      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816311                      | CUSIP: 31406P3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33763 | PA      | $34973.80      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815531                      | CUSIP: 31406PA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43199 | PA      | $44795.57      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815959                      | CUSIP: 31406PQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88616 | PA      | $91889.24      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816227                      | CUSIP: 31406PYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14887 | PA      | $15419.89      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816872                      | CUSIP: 31406QQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139475 | PA      | $144355.03     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817530                      | CUSIP: 31406RHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15376 | PA      | $15646.75      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817795                      | CUSIP: 31406RRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23425 | PA      | $24689.33      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819035                      | CUSIP: 31406S4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17147 | PA      | $17765.68      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819889                      | CUSIP: 31406T2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5380 | PA      | $5469.52       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819296                      | CUSIP: 31406TGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8212 | PA      | $8523.05       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                      | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101590 | PA      | $104918.08     | 0.00%             | 2034-11-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 821206                      | CUSIP: 31406VKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9354 | PA      | $9505.27       | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822100                      | CUSIP: 31406WKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64715 | PA      | $66719.60      | 0.00%             | 2035-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670896 | PA      | $682517.31     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826403                      | CUSIP: 31407CDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5663 | PA      | $5870.64       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826522                      | CUSIP: 31407CG76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11906 | PA      | $12363.00      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826567                      | CUSIP: 31407CJL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20683 | PA      | $21477.53      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826591                      | CUSIP: 31407CKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165514 | PA      | $171706.08     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826597                      | CUSIP: 31407CKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19541 | PA      | $19869.96      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826744                      | CUSIP: 31407CP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162253 | PA      | $167859.87     | 0.00%             | 2035-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826770                      | CUSIP: 31407CQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274531 | PA      | $279239.88     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826968                      | CUSIP: 31407CW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42268 | PA      | $43776.72      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 827804                      | CUSIP: 31407DU52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16234 | PA      | $16487.14      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828133                      | CUSIP: 31407EBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48877 | PA      | $49735.54      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828185                      | CUSIP: 31407ECW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36941 | PA      | $38383.04      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828346                      | CUSIP: 31407EHX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78570 | PA      | $79904.79      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828700                      | CUSIP: 31407EUZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12314 | PA      | $12529.41      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829886                      | CUSIP: 31407F6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49376 | PA      | $50234.09      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829892                      | CUSIP: 31407F7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38664 | PA      | $39317.42      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829197                      | CUSIP: 31407FGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31060 | PA      | $32156.66      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829479                      | CUSIP: 31407FQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35970 | PA      | $36615.47      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829676                      | CUSIP: 31407FXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145810 | PA      | $151102.68     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830762                      | CUSIP: 31407G5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40665 | PA      | $41330.91      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829936                      | CUSIP: 31407GBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11323 | PA      | $11520.71      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830186                      | CUSIP: 31407GJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23201 | PA      | $23608.49      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830350                      | CUSIP: 31407GQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6335 | PA      | $6577.67       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831115                      | CUSIP: 31407HK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     392799 | PA      | $399708.52     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831116                      | CUSIP: 31407HK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     341178 | PA      | $346966.84     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831544                      | CUSIP: 31407HZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104242 | PA      | $109513.24     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831754                      | CUSIP: 31407JBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23004 | PA      | $24091.82      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832062                      | CUSIP: 31407JMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81176 | PA      | $84240.22      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832085                      | CUSIP: 31407JNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29692 | PA      | $30206.27      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832243                      | CUSIP: 31407JS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19579 | PA      | $20324.83      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                      | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190055 | PA      | $193363.06     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832444                      | CUSIP: 31407JZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21510 | PA      | $22330.11      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832649                      | CUSIP: 31407KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39619 | PA      | $41049.59      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                      | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220016 | PA      | $227212.82     | 0.00%             | 2035-08-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832878                      | CUSIP: 31407KJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100494 | PA      | $102270.06     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833322                      | CUSIP: 31407KYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        732 | PA      | $734.09        | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833348                      | CUSIP: 31407KZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21188 | PA      | $22011.63      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833505                      | CUSIP: 31407LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30470 | PA      | $31649.69      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833705                      | CUSIP: 31407LGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24930 | PA      | $25347.35      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833851                      | CUSIP: 31407LL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17479 | PA      | $18094.21      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835178                      | CUSIP: 31407M2K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116614 | PA      | $120872.47     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835292                      | CUSIP: 31407M7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28749 | PA      | $29741.40      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834657                      | CUSIP: 31407MJA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89615 | PA      | $92926.04      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834668                      | CUSIP: 31407MJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77813 | PA      | $80671.89      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836127                      | CUSIP: 31407N4L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1775 | PA      | $1805.56       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835306                      | CUSIP: 31407NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11644 | PA      | $12071.24      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835715                      | CUSIP: 31407NN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19705 | PA      | $20452.55      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836284                      | CUSIP: 31407PCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30527 | PA      | $31698.25      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836830                      | CUSIP: 31407PVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16073 | PA      | $16654.50      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836937                      | CUSIP: 31407PZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6281 | PA      | $6391.26       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838785                      | CUSIP: 31407R2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20608 | PA      | $21381.13      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838531                      | CUSIP: 31407RSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21088 | PA      | $21916.59      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838532                      | CUSIP: 31407RSV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26440 | PA      | $27457.47      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838578                      | CUSIP: 31407RUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10651 | PA      | $11072.42      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839253                      | CUSIP: 31407SMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90263 | PA      | $91869.06      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839255                      | CUSIP: 31407SMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32711 | PA      | $33985.30      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839257                      | CUSIP: 31407SME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20520 | PA      | $21313.03      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839309                      | CUSIP: 31407SN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76472 | PA      | $79407.66      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840134                      | CUSIP: 31407TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21393 | PA      | $22217.21      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840234                      | CUSIP: 31407TPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30963 | PA      | $32017.25      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840828                      | CUSIP: 31407UD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9068 | PA      | $9400.53       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10038 | PA      | $10427.76      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842404                      | CUSIP: 31407V3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33643 | PA      | $34949.83      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842406                      | CUSIP: 31407V3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6965 | PA      | $7236.04       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842102                      | CUSIP: 31407VRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22194 | PA      | $22957.18      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842756                      | CUSIP: 31407WH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3194 | PA      | $3319.11       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844298                      | CUSIP: 31407X7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24699 | PA      | $25635.94      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843486                      | CUSIP: 31407XCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143279 | PA      | $148750.91     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845183                      | CUSIP: 31407Y6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1182 | PA      | $1206.57       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844595                      | CUSIP: 31407YKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69181 | PA      | $71751.77      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844809                      | CUSIP: 31407YR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     426783 | PA      | $434299.63     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845210                      | CUSIP: 31408AAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56333 | PA      | $57331.90      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845335                      | CUSIP: 31408AEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39591 | PA      | $41118.78      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845619                      | CUSIP: 31408APC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67321 | PA      | $69969.20      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 847712                      | CUSIP: 31408CYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20724 | PA      | $21519.63      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848328                      | CUSIP: 31408DPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $26.82         | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                      | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60788 | PA      | $63101.05      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848368                      | CUSIP: 31408DQV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1864 | PA      | $1907.87       | 0.00%             | 2035-12-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848491                      | CUSIP: 31408DUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29215 | PA      | $30325.67      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848818                      | CUSIP: 31408EAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7349 | PA      | $7620.61       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850580                      | CUSIP: 31408F6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12121 | PA      | $12564.16      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 849772                      | CUSIP: 31408FCH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10838 | PA      | $11195.10      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850281                      | CUSIP: 31408FUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7888 | PA      | $8192.33       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851057                      | CUSIP: 31408GQJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21247 | PA      | $21829.86      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851342                      | CUSIP: 31408GZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33429 | PA      | $35203.87      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852491                      | CUSIP: 31408JC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7904 | PA      | $8206.91       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864459                      | CUSIP: 31408YMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15216 | PA      | $15731.42      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865746                      | CUSIP: 31409AZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1824.99       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866593                      | CUSIP: 31409BXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2402 | PA      | $2493.21       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866955                      | CUSIP: 31409CE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59457 | PA      | $61331.24      | 0.00%             | 2036-02-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 867552                      | CUSIP: 31409CZR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39552 | PA      | $41585.11      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 868395                      | CUSIP: 31409DXY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19420 | PA      | $19755.82      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 869268                      | CUSIP: 31409EW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47305 | PA      | $48088.39      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872819                      | CUSIP: 31409JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21898 | PA      | $23061.04      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878204                      | CUSIP: 31409TU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132185 | PA      | $139282.57     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                      | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82675 | PA      | $85037.74      | 0.00%             | 2036-02-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879060                      | CUSIP: 31409UTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27810 | PA      | $28662.73      | 0.00%             | 2036-04-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 881719                      | CUSIP: 31409XSG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4466 | PA      | $4487.29       | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882153                      | CUSIP: 31409YBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17041 | PA      | $17908.16      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882186                      | CUSIP: 31409YCX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6251 | PA      | $6592.57       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882566                      | CUSIP: 31409YQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22538 | PA      | $23761.24      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3500                      | CUSIP: 3140A33J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11577339 | PA      | $12132950.48   | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA5485                      | CUSIP: 3140A6CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946432 | PA      | $919788.21     | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB0048                      | CUSIP: 3140A9BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     649398 | PA      | $630873.15     | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB2624                      | CUSIP: 3140AB4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36299 | PA      | $35231.71      | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB4841                      | CUSIP: 3140AELX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     889399 | PA      | $862970.66     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB5236                      | CUSIP: 3140AEZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2318898 | PA      | $2385759.54    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB6172                      | CUSIP: 3140AF2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13605695 | PA      | $13732745.16   | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC0395                      | CUSIP: 3140AMNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5138998 | PA      | $5098113.25    | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC2567                      | CUSIP: 3140APZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     971958 | PA      | $943380.40     | 0.00%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC2546                      | CUSIP: 3140APZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451987 | PA      | $448391.15     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3150                      | CUSIP: 3140AQQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17996876 | PA      | $17853698.05   | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3185                      | CUSIP: 3140AQRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9095298 | PA      | $9185487.44    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3457                      | CUSIP: 3140AQZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20326713 | PA      | $20776021.07   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4467                      | CUSIP: 3140AR6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     846840 | PA      | $821676.26     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4264                      | CUSIP: 3140ARW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243984 | PA      | $236734.13     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4876                      | CUSIP: 3140ASM21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17816554 | PA      | $17287147.83   | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6628                      | CUSIP: 3140AULJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     896186 | PA      | $869556.15     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6717                      | CUSIP: 3140AUPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45167040 | PA      | $43824932.78   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6891                      | CUSIP: 3140AUUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5698366 | PA      | $5653031.19    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC8819                      | CUSIP: 3140AWYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     581768 | PA      | $564480.73     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DD8366                      | CUSIP: 3140B9JL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25280769 | PA      | $25079643.17   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7362                      | CUSIP: 3140E0FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1874928 | PA      | $1809142.33    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7821                      | CUSIP: 3140E0VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2644989 | PA      | $2484157.27    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ8971                      | CUSIP: 3140E16H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     951888 | PA      | $890174.67     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9205                      | CUSIP: 3140E2GP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450199 | PA      | $421011.33     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9224                      | CUSIP: 3140E2HA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2160926 | PA      | $2020826.39    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3429045 | PA      | $3359475.04    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9631                      | CUSIP: 3140E2VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     951381 | PA      | $932370.62     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9982                      | CUSIP: 3140E3CU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4193793 | PA      | $3921896.76    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0151                      | CUSIP: 3140E4EZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4701135 | PA      | $4396346.31    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA3510                      | CUSIP: 3140E73U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2958208 | PA      | $2766418.26    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2890                      | CUSIP: 3140E7F88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54836 | PA      | $53724.05      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2882                      | CUSIP: 3140E7FY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334797 | PA      | $328002.68     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4495                      | CUSIP: 3140E87H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1178 | PA      | $1143.19       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4786                      | CUSIP: 3140E9J80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383061 | PA      | $374971.07     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0830                      | CUSIP: 3140EU4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1429170 | PA      | $1291368.61    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0865                      | CUSIP: 3140EU6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182507 | PA      | $178515.52     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0885                      | CUSIP: 3140EU6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4837994 | PA      | $4371512.14    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0048                      | CUSIP: 3140EUBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1204125 | PA      | $1169534.81    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                      | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2744237 | PA      | $2687841.31    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0163                      | CUSIP: 3140EUFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30553 | PA      | $28571.90      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0247                      | CUSIP: 3140EUHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8088202 | PA      | $7799357.26    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0304                      | CUSIP: 3140EUKS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1421451 | PA      | $1328849.85    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0443                      | CUSIP: 3140EUP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4613996 | PA      | $4314857.12    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1187                      | CUSIP: 3140EVJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3066076 | PA      | $2967184.34    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1171                      | CUSIP: 3140EVJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     571782 | PA      | $534533.15     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1941                      | CUSIP: 3140EWEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22776 | PA      | $22277.82      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4409                      | CUSIP: 3140EY3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73374 | PA      | $71748.62      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4437                      | CUSIP: 3140EY4X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2597571 | PA      | $2428351.39    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4575                      | CUSIP: 3140F0CM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57624 | PA      | $59923.61      | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3415816 | PA      | $3301598.89    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6007                      | CUSIP: 3140F1U91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     570093 | PA      | $557466.73     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6037                      | CUSIP: 3140F1V74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2038100 | PA      | $1905327.35    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6065                      | CUSIP: 3140F1W32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4707 | PA      | $4601.27       | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8919                      | CUSIP: 3140F44D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81706 | PA      | $79874.54      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6952432 | PA      | $6273384.49    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9096                      | CUSIP: 3140F5DA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4105808 | PA      | $3835766.58    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0167                      | CUSIP: 3140F7FH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26148 | PA      | $25674.52      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0459                      | CUSIP: 3140F7QM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6618 | PA      | $6469.37       | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3977                      | CUSIP: 3140FBM31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410089 | PA      | $383374.00     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3990                      | CUSIP: 3140FBNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371947 | PA      | $347135.36     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3997                      | CUSIP: 3140FBNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128498 | PA      | $120729.65     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7148                      | CUSIP: 3140FE5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933989 | PA      | $871684.87     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7154                      | CUSIP: 3140FE5Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3704753 | PA      | $3457616.33    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1080984 | PA      | $980808.44     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2198                      | CUSIP: 3140FMNQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50484 | PA      | $49246.26      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2310                      | CUSIP: 3140FMR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9000040 | PA      | $8112563.70    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2527                      | CUSIP: 3140FMYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82104 | PA      | $80003.12      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3625                      | CUSIP: 3140FPA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3499503 | PA      | $3266057.73    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5390545 | PA      | $5025899.11    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1510533 | PA      | $1408352.63    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3581274 | PA      | $3436592.77    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE4217                      | CUSIP: 3140FPVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2701583 | PA      | $2437718.07    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5981                      | CUSIP: 3140FRUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        486 | PA      | $467.60        | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE8052                      | CUSIP: 3140FT5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2455217 | PA      | $2357562.33    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE8353                      | CUSIP: 3140FUH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194533 | PA      | $186613.26     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH0207                      | CUSIP: 3140GNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1621653 | PA      | $1513476.05    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2594                      | CUSIP: 3140GQ3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1732557 | PA      | $1615357.74    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4092                      | CUSIP: 3140GSRN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1174452 | PA      | $1160473.72    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4101                      | CUSIP: 3140GSRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     917027 | PA      | $853561.62     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5387                      | CUSIP: 3140GT6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791687 | PA      | $759703.45     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4554                      | CUSIP: 3140GTBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16004 | PA      | $15598.54      | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4959                      | CUSIP: 3140GTQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232148 | PA      | $216444.58     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5768                      | CUSIP: 3140GUMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1342713 | PA      | $1326313.01    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH6932                      | CUSIP: 3140GVV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93928 | PA      | $92261.43      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH7046                      | CUSIP: 3140GVZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241221 | PA      | $224526.63     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9251                      | CUSIP: 3140GYH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1803800 | PA      | $1666561.25    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9226                      | CUSIP: 3140GYHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     654344 | PA      | $646351.77     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11281093 | PA      | $10500350.93   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2008525 | PA      | $1989641.42    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0037                      | CUSIP: 3140H1BF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1587009 | PA      | $1543595.63    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0639                      | CUSIP: 3140H1V98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704308 | PA      | $675414.41     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0629                      | CUSIP: 3140H1VX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3531560 | PA      | $3399923.11    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0648                      | CUSIP: 3140H1WJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7568647 | PA      | $7044835.62    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0673                      | CUSIP: 3140H1XB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1427169 | PA      | $1388144.02    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1314                      | CUSIP: 3140H2N87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9893 | PA      | $9637.27       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1439                      | CUSIP: 3140H2S58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1272818 | PA      | $1184728.65    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1622                      | CUSIP: 3140H2YU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1556977 | PA      | $1493103.16    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2479                      | CUSIP: 3140H3XH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1639196 | PA      | $1525750.22    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                      | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2463362 | PA      | $2430964.43    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ3120                      | CUSIP: 3140H4PE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     532680 | PA      | $495813.98     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4547                      | CUSIP: 3140H6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231342 | PA      | $221851.64     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4582                      | CUSIP: 3140H6CU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430664 | PA      | $412996.31     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4644                      | CUSIP: 3140H6ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     606028 | PA      | $580787.71     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4882                      | CUSIP: 3140H6M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2859696 | PA      | $2661782.22    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6169                      | CUSIP: 3140H72B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18004 | PA      | $17271.46      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ8790                      | CUSIP: 3140HAXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     373278 | PA      | $358081.20     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9169                      | CUSIP: 3140HBFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     931944 | PA      | $893129.49     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1778741 | PA      | $1704657.47    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0916                      | CUSIP: 3140HEAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137682 | PA      | $139512.63     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0920                      | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2940984 | PA      | $2818493.94    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0922                      | CUSIP: 3140HEAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95953 | PA      | $94690.95      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1382                      | CUSIP: 3140HERC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217201 | PA      | $214344.81     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1958                      | CUSIP: 3140HFE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182573 | PA      | $169708.99     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1991                      | CUSIP: 3140HFF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1848554 | PA      | $1771562.52    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1998                      | CUSIP: 3140HFGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1173215 | PA      | $1124351.22    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2030                      | CUSIP: 3140HFHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19862 | PA      | $19035.02      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK3798                      | CUSIP: 3140HHGG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3036730 | PA      | $2822767.91    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5283                      | CUSIP: 3140HJ2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2446836 | PA      | $2414655.32    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5328                      | CUSIP: 3140HJ4N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     909450 | PA      | $871571.93     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2882352 | PA      | $2762303.99    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4764                      | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15782539 | PA      | $15125205.67   | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                      | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2684527 | PA      | $2720216.12    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                      | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2041880 | PA      | $1956837.07    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7091                      | CUSIP: 3140HL2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1069774 | PA      | $1055704.57    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7097                      | CUSIP: 3140HL3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14265 | PA      | $14454.40      | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7127                      | CUSIP: 3140HL4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     563895 | PA      | $556479.17     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7608                      | CUSIP: 3140HMN26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6612092 | PA      | $6330503.58    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8893                      | CUSIP: 3140HN3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     602835 | PA      | $577162.34     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8925                      | CUSIP: 3140HN4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244465 | PA      | $240358.51     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8288                      | CUSIP: 3140HNF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2881536 | PA      | $2591004.72    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8830                      | CUSIP: 3140HNY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     854470 | PA      | $842431.52     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8834                      | CUSIP: 3140HNY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4306441 | PA      | $4123042.61    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8816                      | CUSIP: 3140HNYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241037 | PA      | $244241.91     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                      | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6527404 | PA      | $6480313.60    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1785                      | CUSIP: 3140J56X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1807295 | PA      | $1748966.06    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8614686 | PA      | $8309731.32    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1164                      | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6564590 | PA      | $6138988.09    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3596460 | PA      | $3565534.69    | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1655                      | CUSIP: 3140J5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1743341 | PA      | $1771984.81    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5323158 | PA      | $5182985.82    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14949838 | PA      | $14355217.13   | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2005                      | CUSIP: 3140J6GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3086049 | PA      | $2961374.01    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30405448 | PA      | $29139078.94   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1020934 | PA      | $1008113.41    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3285                      | CUSIP: 3140J7UK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6492621 | PA      | $6270902.06    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1476456 | PA      | $1458422.11    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1883763 | PA      | $1831210.30    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2287879 | PA      | $2226469.38    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7491593 | PA      | $7307889.39    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3678                      | CUSIP: 3140J8CQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1020732 | PA      | $1005499.28    | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5069365 | PA      | $4910506.71    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3786                      | CUSIP: 3140J8F40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4454890 | PA      | $4220610.60    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3910                      | CUSIP: 3140J8KY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5736 | PA      | $5704.13       | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2371074 | PA      | $2304042.31    | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4588022 | PA      | $4290566.74    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4039                      | CUSIP: 3140J8PZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18751 | PA      | $18638.02      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1917273 | PA      | $1899543.54    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4326                      | CUSIP: 3140J8YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22093 | PA      | $21952.29      | 0.00%             | 2031-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5288                      | CUSIP: 3140J92W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     644962 | PA      | $634128.08     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5298                      | CUSIP: 3140J93G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1881501 | PA      | $1731563.45    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3533605 | PA      | $3289050.82    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                      | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6511863 | PA      | $6087644.09    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4762                      | CUSIP: 3140J9JG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1791 | PA      | $1785.49       | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2756722 | PA      | $2666027.77    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6829728 | PA      | $6139187.55    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5701105 | PA      | $5776897.22    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1913713 | PA      | $1869771.44    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1416977 | PA      | $1400112.52    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1569082 | PA      | $1552368.61    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10151112 | PA      | $9837705.80    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3268110 | PA      | $3041930.41    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5522                      | CUSIP: 3140JAD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11702 | PA      | $11662.60      | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5550                      | CUSIP: 3140JAEY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     720352 | PA      | $721838.70     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                      | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4930170 | PA      | $4608422.31    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                      | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     801746 | PA      | $790450.11     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3383                      | CUSIP: 3140JKXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1805234 | PA      | $1778107.10    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3384                      | CUSIP: 3140JKXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32753 | PA      | $33147.25      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3406                      | CUSIP: 3140JKYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     749483 | PA      | $694802.42     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1416909 | PA      | $1395617.05    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3956                      | CUSIP: 3140JLME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2056082 | PA      | $1968520.25    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4333                      | CUSIP: 3140JLY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10027 | PA      | $9590.56       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1146905 | PA      | $1159822.94    | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7228180 | PA      | $6913577.75    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                      | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8109877 | PA      | $7756899.05    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5258                      | CUSIP: 3140JMZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13596 | PA      | $13004.53      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN8777                      | CUSIP: 3140JRXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25036 | PA      | $24635.93      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO1766                      | CUSIP: 3140JV6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20291 | PA      | $19961.02      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3185                      | CUSIP: 3140JXRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23805631 | PA      | $20376239.47   | 0.01%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4657                      | CUSIP: 3140K0E79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4316225 | PA      | $3694438.11    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4707                      | CUSIP: 3140K0GR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22914227 | PA      | $20411237.02   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6225                      | CUSIP: 3140K14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7082127 | PA      | $6308524.63    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO8810                      | CUSIP: 3140K4YG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1910183 | PA      | $1808885.49    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31009077 | PA      | $25211325.74   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                      | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2660774 | PA      | $2263332.62    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13351000 | PA      | $10988280.30   | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21427500 | PA      | $17602005.33   | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20624853 | PA      | $16942656.68   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                      | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17027612 | PA      | $13854609.81   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2251688 | PA      | $1844060.30    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ5486                      | CUSIP: 3140KRCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36344984 | PA      | $29572296.34   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ7447                      | CUSIP: 3140KTHZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     909138 | PA      | $766805.45     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9190                      | CUSIP: 3140KVF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6979337 | PA      | $5744206.96    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8816245 | PA      | $7220222.86    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2619                      | CUSIP: 3140L04D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17335727 | PA      | $14235327.73   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2695                      | CUSIP: 3140L07H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13920972 | PA      | $11431282.94   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT8069                      | CUSIP: 3140LW6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216857 | PA      | $204775.93     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9828                      | CUSIP: 3140LY4N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1748851 | PA      | $1476147.71    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9377                      | CUSIP: 3140LYM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21165375 | PA      | $17261008.85   | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9482                      | CUSIP: 3140LYRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13847244 | PA      | $11848110.81   | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1104                      | CUSIP: 3140M2GN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20890108 | PA      | $17180139.88   | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8825                      | CUSIP: 3140MAYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     866738 | PA      | $732397.49     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0968                      | CUSIP: 3140MECE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6935916 | PA      | $7025609.47    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2784                      | CUSIP: 3140MGCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165505 | PA      | $140059.00     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4119                      | CUSIP: 3140MHSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1070104 | PA      | $905580.67     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5404                      | CUSIP: 3140MKAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9355881 | PA      | $8936977.16    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5579                      | CUSIP: 3140MKFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3073628 | PA      | $2829211.55    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8024                      | CUSIP: 3140MM4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3399764 | PA      | $3216730.83    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7928                      | CUSIP: 3140MMY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2098685 | PA      | $2046817.07    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5616280 | PA      | $5490201.90    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0128                      | CUSIP: 3140MREA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277918 | PA      | $271136.32     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW9886                      | CUSIP: 3140N26Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48318 | PA      | $47078.66      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX0466                      | CUSIP: 3140N4QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207261 | PA      | $195843.17     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX0983                      | CUSIP: 3140N5CV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1649116 | PA      | $1559301.75    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX5440                      | CUSIP: 3140NABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4909628 | PA      | $4978641.27    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX8617                      | CUSIP: 3140NDSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9929169 | PA      | $9879653.55    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX9804                      | CUSIP: 3140NE3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220489 | PA      | $228485.04     | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY0014                      | CUSIP: 3140NGAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2385831 | PA      | $2445377.84    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY2022                      | CUSIP: 3140NJG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7800181 | PA      | $7767376.07    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4421                      | CUSIP: 3140NL4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     627164 | PA      | $592027.16     | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4493                      | CUSIP: 3140NL7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21827 | PA      | $22079.06      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY5315                      | CUSIP: 3140NM3Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3158368 | PA      | $3241341.17    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25772447 | PA      | $26409242.72   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0855                      | CUSIP: 3140Q75R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3049363 | PA      | $2843087.54    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1480547 | PA      | $1378080.95    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5266757 | PA      | $4902254.84    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0062                      | CUSIP: 3140Q7B89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1077124 | PA      | $1033608.76    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0084                      | CUSIP: 3140Q7CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448944 | PA      | $443601.00     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0241                      | CUSIP: 3140Q7HT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     924649 | PA      | $887293.33     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655558 | PA      | $647755.79     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0324                      | CUSIP: 3140Q7LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1634824 | PA      | $1615366.81    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1704                      | CUSIP: 3140Q83N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1546294 | PA      | $1530789.82    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1976383 | PA      | $1950390.48    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0983                      | CUSIP: 3140Q8CV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1467854 | PA      | $1449925.58    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5666414 | PA      | $5593661.08    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15867324 | PA      | $14769177.78   | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1278                      | CUSIP: 3140Q8M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     595354 | PA      | $578926.00     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1377                      | CUSIP: 3140Q8Q73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3626244 | PA      | $3375278.92    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1564                      | CUSIP: 3140Q8W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247555 | PA      | $244299.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1567                      | CUSIP: 3140Q8W50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     318057 | PA      | $314271.26     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1875                      | CUSIP: 3140Q9CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     907185 | PA      | $843266.91     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1911                      | CUSIP: 3140Q9DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3934825 | PA      | $3883074.71    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5347643 | PA      | $5124916.84    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2474                      | CUSIP: 3140Q9XC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     551300 | PA      | $528339.11     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                      | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320824 | PA      | $306860.25     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1869202 | PA      | $1846955.45    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1362360 | PA      | $1341887.96    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2963                      | CUSIP: 3140QAJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117329 | PA      | $115676.11     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5305242 | PA      | $5377429.69    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3001                      | CUSIP: 3140QAKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694855 | PA      | $682314.03     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5652489 | PA      | $5581681.15    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3099                      | CUSIP: 3140QANR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1388130 | PA      | $1367270.79    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3197                      | CUSIP: 3140QART9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4684 | PA      | $4342.20       | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     985384 | PA      | $996636.40     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1266480 | PA      | $1245073.73    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3228                      | CUSIP: 3140QASS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2065 | PA      | $2035.91       | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3310                      | CUSIP: 3140QAVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     288529 | PA      | $276421.46     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3054294 | PA      | $2918494.03    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8587741 | PA      | $7700665.69    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4488                      | CUSIP: 3140QB7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8928253 | PA      | $8493847.73    | 0.00%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4490                      | CUSIP: 3140QB7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96456 | PA      | $94654.66      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3866                      | CUSIP: 3140QBJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2751782 | PA      | $2545857.92    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1993185 | PA      | $1844028.96    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5218466 | PA      | $4827952.70    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4697585 | PA      | $4212345.20    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4143                      | CUSIP: 3140QBS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2196811 | PA      | $1968517.34    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6095939 | PA      | $5662621.67    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                      | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258875 | PA      | $247850.17     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1348005 | PA      | $1331961.12    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4574                      | CUSIP: 3140QCCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1584954 | PA      | $1514483.98    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6831143 | PA      | $6102034.89    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8147176 | PA      | $7252143.15    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6325386 | PA      | $5666072.10    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5231                      | CUSIP: 3140QCY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19248646 | PA      | $17886409.37   | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6255                      | CUSIP: 3140QD5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33109599 | PA      | $28557177.82   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4051823 | PA      | $3602898.81    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5476                      | CUSIP: 3140QDCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86243 | PA      | $84470.73      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5500                      | CUSIP: 3140QDDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22790203 | PA      | $21617245.79   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5699                      | CUSIP: 3140QDKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8559429 | PA      | $7382546.06    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5986                      | CUSIP: 3140QDUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1651878 | PA      | $1419590.04    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10541700 | PA      | $9733067.51    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12762888 | PA      | $10524187.93   | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6098                      | CUSIP: 3140QDX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25081379 | PA      | $22977164.02   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22062465 | PA      | $18787666.93   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6360                      | CUSIP: 3140QEB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55405677 | PA      | $47804959.98   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6363                      | CUSIP: 3140QEB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39226651 | PA      | $35260522.76   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6334                      | CUSIP: 3140QEBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3227322 | PA      | $2771477.08    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4621084 | PA      | $4564640.48    | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     968183 | PA      | $861820.78     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7420019 | PA      | $6593277.14    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9106738 | PA      | $8143286.14    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6900                      | CUSIP: 3140QEU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23950894 | PA      | $19674893.08   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14326950 | PA      | $11728836.66   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6986                      | CUSIP: 3140QEXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12617898 | PA      | $10278451.34   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9418446 | PA      | $7952742.94    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7216                      | CUSIP: 3140QFAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16168827 | PA      | $13236699.24   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7390                      | CUSIP: 3140QFF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6998631 | PA      | $6505521.72    | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7376                      | CUSIP: 3140QFFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17430301 | PA      | $15613488.74   | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26204099 | PA      | $23407256.88   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7396                      | CUSIP: 3140QFGE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14074622 | PA      | $13104943.63   | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7527                      | CUSIP: 3140QFLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60591148 | PA      | $51161923.40   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40773023 | PA      | $35141433.01   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7606                      | CUSIP: 3140QFNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33696239 | PA      | $30183978.68   | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7607                      | CUSIP: 3140QFNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26042413 | PA      | $23303519.71   | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7645                      | CUSIP: 3140QFP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57209144 | PA      | $51246063.63   | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7739                      | CUSIP: 3140QFS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22467541 | PA      | $19195806.34   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7722                      | CUSIP: 3140QFSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19197003 | PA      | $16545503.14   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8871                      | CUSIP: 3140QG2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12130403 | PA      | $10680267.47   | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                      | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16854169 | PA      | $13913630.50   | 0.00%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8251                      | CUSIP: 3140QGEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24186253 | PA      | $20422376.20   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12471315 | PA      | $10631852.42   | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8512                      | CUSIP: 3140QGN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13271234 | PA      | $10810654.37   | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8817                      | CUSIP: 3140QGYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29600718 | PA      | $24075536.97   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2644776 | PA      | $2155242.52    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16123322 | PA      | $13614202.22   | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24809891 | PA      | $19265971.80   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0153                      | CUSIP: 3140QKE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27686427 | PA      | $22354173.54   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0449                      | CUSIP: 3140QKQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98934903 | PA      | $80437093.37   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1784                      | CUSIP: 3140QL6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5150531 | PA      | $4392460.13    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0987                      | CUSIP: 3140QLCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35858076 | PA      | $30737255.66   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                      | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54812763 | PA      | $46505449.95   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1285                      | CUSIP: 3140QLNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29349332 | PA      | $26024184.46   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1293                      | CUSIP: 3140QLNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42165459 | PA      | $34571691.48   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1404                      | CUSIP: 3140QLR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25712668 | PA      | $23064700.59   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1382                      | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26608886 | PA      | $22817239.17   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1394                      | CUSIP: 3140QLRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73435369 | PA      | $61915525.96   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7704721 | PA      | $7092947.14    | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1989                      | CUSIP: 3140QMF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     309363 | PA      | $291120.32     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1977                      | CUSIP: 3140QMFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15992130 | PA      | $14722314.97   | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2100                      | CUSIP: 3140QMKN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696200 | PA      | $641272.75     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14453511 | PA      | $13360066.83   | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17267172 | PA      | $14125073.10   | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2372                      | CUSIP: 3140QMT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7496668 | PA      | $6440139.83    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2373                      | CUSIP: 3140QMT79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28548880 | PA      | $24525400.60   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2374                      | CUSIP: 3140QMT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78138789 | PA      | $66931108.28   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2404                      | CUSIP: 3140QMU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2613085 | PA      | $2203169.46    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                      | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16143635 | PA      | $13812970.43   | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                      | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17862952 | PA      | $15284068.33   | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3505                      | CUSIP: 3140QN3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20777650 | PA      | $19040991.77   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3540                      | CUSIP: 3140QN5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4831845 | PA      | $4467123.28    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3582                      | CUSIP: 3140QN6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21157465 | PA      | $18742236.68   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3591                      | CUSIP: 3140QN7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58286373 | PA      | $53815342.32   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2750                      | CUSIP: 3140QNBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23612560 | PA      | $20100298.20   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28845622 | PA      | $23605613.23   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2841                      | CUSIP: 3140QNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81615550 | PA      | $66738504.64   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54360030 | PA      | $44281299.73   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2847                      | CUSIP: 3140QNEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47290967 | PA      | $38493333.96   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2901                      | CUSIP: 3140QNGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26287836 | PA      | $24378143.36   | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3120                      | CUSIP: 3140QNPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21565588 | PA      | $18962245.90   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3155                      | CUSIP: 3140QNQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1328932 | PA      | $1077140.19    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3238                      | CUSIP: 3140QNS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20605053 | PA      | $18837747.09   | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25745326 | PA      | $22862688.46   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3274                      | CUSIP: 3140QNT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10449476 | PA      | $9857519.78    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3344                      | CUSIP: 3140QNWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11333343 | PA      | $9186019.82    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3348                      | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17343061 | PA      | $14100437.67   | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17735717 | PA      | $17297391.01   | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26095265 | PA      | $25450339.21   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3606                      | CUSIP: 3140QPAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1748536 | PA      | $1602388.07    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7767493 | PA      | $7361452.11    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3752                      | CUSIP: 3140QPE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37372982 | PA      | $34366026.20   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3755                      | CUSIP: 3140QPE52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9202519 | PA      | $8430468.72    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3744                      | CUSIP: 3140QPES2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8805492 | PA      | $7451687.46    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3772                      | CUSIP: 3140QPFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14001448 | PA      | $13269531.14   | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3908023 | PA      | $3708618.32    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23347707 | PA      | $22207477.79   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11834103 | PA      | $11541631.27   | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3918                      | CUSIP: 3140QPK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2079242 | PA      | $2028504.38    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9897182 | PA      | $9652580.08    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32426868 | PA      | $31696394.08   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4058                      | CUSIP: 3140QPQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15112393 | PA      | $14407408.47   | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7578243 | PA      | $7151307.84    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4123                      | CUSIP: 3140QPSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55103252 | PA      | $52085003.99   | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10968921 | PA      | $10697831.57   | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14192397 | PA      | $13841641.62   | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4302                      | CUSIP: 3140QPX85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28913845 | PA      | $28262508.76   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6874427 | PA      | $6704530.69    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5281                      | CUSIP: 3140QQ2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14543082 | PA      | $14513730.78   | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8403555 | PA      | $8386594.91    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4688                      | CUSIP: 3140QQF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17048821 | PA      | $17302111.93   | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4694                      | CUSIP: 3140QQGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     606109 | PA      | $618208.99     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4808                      | CUSIP: 3140QQKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     422943 | PA      | $398851.79     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9169153 | PA      | $8681244.65    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11742530 | PA      | $11441313.13   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4922                      | CUSIP: 3140QQPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6947950 | PA      | $7195615.49    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18503473 | PA      | $18575994.09   | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15365231 | PA      | $14971085.19   | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5161                      | CUSIP: 3140QQWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15446451 | PA      | $16072960.46   | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5431                      | CUSIP: 3140QRA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4241660 | PA      | $4284794.97    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5461                      | CUSIP: 3140QRB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6630325 | PA      | $6845565.08    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17332682 | PA      | $17389781.54   | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5439                      | CUSIP: 3140QRBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22765921 | PA      | $22826690.35   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5451                      | CUSIP: 3140QRBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9779113 | PA      | $10044621.12   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5542                      | CUSIP: 3140QREQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18162304 | PA      | $18422715.09   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5545                      | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9362041 | PA      | $9722748.71    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11892297 | PA      | $12222371.47   | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5639                      | CUSIP: 3140QRHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23128254 | PA      | $23088804.03   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5687                      | CUSIP: 3140QRJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12572350 | PA      | $12909766.57   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5703                      | CUSIP: 3140QRKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23001963 | PA      | $23800324.38   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5841                      | CUSIP: 3140QRP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4558531 | PA      | $4620557.73    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19054681 | PA      | $19298114.01   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5912                      | CUSIP: 3140QRSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9868515 | PA      | $10167090.05   | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6034                      | CUSIP: 3140QRV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5592948 | PA      | $5817176.93    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6110                      | CUSIP: 3140QRYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18535950 | PA      | $19281977.60   | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7117                      | CUSIP: 3140QS4B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28921504 | PA      | $29843981.59   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23804965 | PA      | $24408025.59   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6300                      | CUSIP: 3140QSAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167584 | PA      | $158404.74     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6317                      | CUSIP: 3140QSAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23565182 | PA      | $23524987.33   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6394                      | CUSIP: 3140QSC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10672839 | PA      | $10392390.49   | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6395                      | CUSIP: 3140QSC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7921890 | PA      | $7900950.75    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6516                      | CUSIP: 3140QSG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30299847 | PA      | $30418601.36   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30504990 | PA      | $31047231.57   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6590                      | CUSIP: 3140QSKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64987 | PA      | $61345.79      | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6599                      | CUSIP: 3140QSKM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36849029 | PA      | $36694053.26   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6750                      | CUSIP: 3140QSQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13210889 | PA      | $13375536.08   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6762                      | CUSIP: 3140QSQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13596243 | PA      | $13939619.74   | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6768                      | CUSIP: 3140QSQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3238310 | PA      | $3365101.93    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18399052 | PA      | $18622610.07   | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22568520 | PA      | $23281310.83   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7229                      | CUSIP: 3140QTA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10684837 | PA      | $10797968.46   | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20555667 | PA      | $20901783.65   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7340                      | CUSIP: 3140QTEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19406713 | PA      | $19886221.98   | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7489                      | CUSIP: 3140QTKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000258 | PA      | $18869738.76   | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7522                      | CUSIP: 3140QTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50765861 | PA      | $52999437.34   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36547149 | PA      | $38346778.15   | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7663                      | CUSIP: 3140QTQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26413426 | PA      | $27740882.52   | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7736                      | CUSIP: 3140QTS26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5501471 | PA      | $5633535.93    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22167455 | PA      | $23033834.39   | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7796                      | CUSIP: 3140QTUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17760507 | PA      | $18698718.53   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7866                      | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10084014 | PA      | $10482717.84   | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8878                      | CUSIP: 3140QU2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49338846 | PA      | $51232105.93   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28038606 | PA      | $29646815.98   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38194969 | PA      | $39359758.75   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8133                      | CUSIP: 3140QUBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6044352 | PA      | $6020820.52    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8172                      | CUSIP: 3140QUCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12662318 | PA      | $13307472.47   | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8293                      | CUSIP: 3140QUGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37136994 | PA      | $37924780.67   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8350                      | CUSIP: 3140QUH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33141067 | PA      | $33959930.11   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8335                      | CUSIP: 3140QUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32923287 | PA      | $33734862.72   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15592503 | PA      | $16232366.09   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8494                      | CUSIP: 3140QUNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12700749 | PA      | $13014563.93   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8547                      | CUSIP: 3140QUP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10199198 | PA      | $10658375.23   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8554                      | CUSIP: 3140QUQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19318567 | PA      | $20224379.81   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8616                      | CUSIP: 3140QUSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     380471 | PA      | $389604.14     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8662                      | CUSIP: 3140QUTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15212253 | PA      | $15286135.45   | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12649707 | PA      | $13155959.43   | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9799                      | CUSIP: 3140QV3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40336229 | PA      | $41002804.88   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9830                      | CUSIP: 3140QV4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21731464 | PA      | $22806439.00   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28170108 | PA      | $28918965.02   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31651985 | PA      | $32411799.89   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9135                      | CUSIP: 3140QVEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20661255 | PA      | $21189934.97   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26768486 | PA      | $27244308.83   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28866749 | PA      | $29550682.93   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9204                      | CUSIP: 3140QVGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10462275 | PA      | $10382309.77   | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9316                      | CUSIP: 3140QVK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20299247 | PA      | $20340744.91   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9308                      | CUSIP: 3140QVKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24730370 | PA      | $24757741.91   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9309                      | CUSIP: 3140QVKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27159675 | PA      | $27155785.73   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9322                      | CUSIP: 3140QVLC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31457657 | PA      | $32095476.51   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9468                      | CUSIP: 3140QVQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20311872 | PA      | $20296267.95   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21945595 | PA      | $22522125.76   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9643                      | CUSIP: 3140QVWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15904317 | PA      | $15936829.87   | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9649                      | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19891616 | PA      | $19832822.77   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27116631 | PA      | $27751174.00   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0790                      | CUSIP: 3140W02Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42319476 | PA      | $34830219.21   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0287                      | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70170757 | PA      | $71707208.44   | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0330                      | CUSIP: 3140W0LL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9684434 | PA      | $10029569.61   | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0366                      | CUSIP: 3140W0MQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20030466 | PA      | $20392777.02   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0424                      | CUSIP: 3140W0PJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8314162 | PA      | $7054083.81    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0652                      | CUSIP: 3140W0WN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40621646 | PA      | $41381798.38   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0727                      | CUSIP: 3140W0YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15289917 | PA      | $16150177.15   | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1713                      | CUSIP: 3140W13X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25414600 | PA      | $25387134.30   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0953                      | CUSIP: 3140W1BX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14970170 | PA      | $13709561.50   | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                      | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55212231 | PA      | $49025949.32   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1316                      | CUSIP: 3140W1PA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23926162 | PA      | $24321553.80   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1367                      | CUSIP: 3140W1QV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19226071 | PA      | $16468417.79   | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1509                      | CUSIP: 3140W1VB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20655138 | PA      | $21073931.23   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1587                      | CUSIP: 3140W1XR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39284861 | PA      | $34956828.12   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2650                      | CUSIP: 3140W25L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33798290 | PA      | $34238002.68   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2046                      | CUSIP: 3140W2HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2799275 | PA      | $2712013.40    | 0.00%             | 2040-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2091                      | CUSIP: 3140W2KD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21445048 | PA      | $22480726.21   | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2188                      | CUSIP: 3140W2NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37025642 | PA      | $31714943.09   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2280                      | CUSIP: 3140W2RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49223543 | PA      | $50452856.76   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2385                      | CUSIP: 3140W2UK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39689275 | PA      | $40704042.56   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2427                      | CUSIP: 3140W2VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24768515 | PA      | $25337935.38   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2453                      | CUSIP: 3140W2WP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37727318 | PA      | $33712358.29   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2516                      | CUSIP: 3140W2YN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38401700 | PA      | $38396201.01   | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2551                      | CUSIP: 3140W2ZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38420433 | PA      | $39636885.63   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2712                      | CUSIP: 3140W3AN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25123825 | PA      | $26319500.48   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2763                      | CUSIP: 3140W3B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10565072 | PA      | $9906519.37    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2780                      | CUSIP: 3140W3CS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24480000 | PA      | $24453544.46   | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1018054 | PA      | $985234.80     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10868869 | PA      | $9685026.60    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1754                      | CUSIP: 3140X45Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3681287 | PA      | $3457420.91    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1077                      | CUSIP: 3140X4FT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     311694 | PA      | $308277.41     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1119                      | CUSIP: 3140X4G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1036961 | PA      | $1020838.33    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1114                      | CUSIP: 3140X4GY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196312 | PA      | $195305.30     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1159                      | CUSIP: 3140X4JD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4349948 | PA      | $4298175.47    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     880051 | PA      | $881592.09     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1232                      | CUSIP: 3140X4LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17048 | PA      | $17000.81      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10778217 | PA      | $9793917.45    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8314272 | PA      | $7598535.53    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1387                      | CUSIP: 3140X4RH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5908826 | PA      | $5987379.25    | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1389                      | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6943001 | PA      | $6832161.10    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                      | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1298303 | PA      | $1277576.85    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1336540 | PA      | $1304009.28    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1974796 | PA      | $1846764.29    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2925875 | PA      | $2867583.09    | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                      | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7998996 | PA      | $7643345.05    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1628                      | CUSIP: 3140X4Y26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3512637 | PA      | $3453631.37    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1665                      | CUSIP: 3140X4Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44701 | PA      | $44552.00      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     656713 | PA      | $646618.35     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20335378 | PA      | $17647386.45   | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2132                      | CUSIP: 3140X5LN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2749511 | PA      | $2450032.57    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9008097 | PA      | $8649805.54    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2207                      | CUSIP: 3140X5NZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2142070 | PA      | $2145822.08    | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1397705 | PA      | $1285478.37    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5720863 | PA      | $5652774.91    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2263                      | CUSIP: 3140X5QR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1134576 | PA      | $1136562.65    | 0.00%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     537555 | PA      | $537242.77     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2330                      | CUSIP: 3140X5SU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5581967 | PA      | $5204371.90    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1433186 | PA      | $1446864.46    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50842905 | PA      | $43852234.13   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4854044 | PA      | $4212422.12    | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3511                      | CUSIP: 3140X63V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19539203 | PA      | $16779378.90   | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3017926 | PA      | $2985779.73    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3576                      | CUSIP: 3140X66N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21066048 | PA      | $18103729.88   | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5371110 | PA      | $4781050.32    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19488464 | PA      | $17444942.41   | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74723148 | PA      | $67097987.07   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18922326 | PA      | $17074173.06   | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2901                      | CUSIP: 3140X6GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7182923 | PA      | $6926407.58    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2903                      | CUSIP: 3140X6GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2586388 | PA      | $2418704.44    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4029353 | PA      | $4076624.18    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17169392 | PA      | $15492449.33   | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14769045 | PA      | $13746908.55   | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11097638 | PA      | $10642364.32   | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3126                      | CUSIP: 3140X6PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6562193 | PA      | $5847435.62    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10666580 | PA      | $9928367.45    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7415958 | PA      | $6888809.10    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10730408 | PA      | $9947539.16    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3228                      | CUSIP: 3140X6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22637870 | PA      | $21444849.80   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5559858 | PA      | $5265018.33    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2424964 | PA      | $2175992.16    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3917944 | PA      | $3747417.99    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2675730 | PA      | $2379271.15    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3557706 | PA      | $3493496.56    | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2896664 | PA      | $2844384.96    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2292353 | PA      | $2253846.43    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5641731 | PA      | $5300023.53    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3075954 | PA      | $3114924.64    | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1121902 | PA      | $1037961.06    | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5322480 | PA      | $5328475.61    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22444641 | PA      | $20739633.97   | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3150163 | PA      | $2828703.48    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26981487 | PA      | $24346191.43   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9424336 | PA      | $8586873.34    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4499                      | CUSIP: 3140X77M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8205065 | PA      | $7943875.95    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7638537 | PA      | $6811317.96    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4426192 | PA      | $4358297.05    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2378266 | PA      | $2346987.86    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10766336 | PA      | $9961928.88    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7016654 | PA      | $6651138.45    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     597105 | PA      | $571237.58     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7940314 | PA      | $7530512.68    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3862                      | CUSIP: 3140X7JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9217445 | PA      | $8921035.44    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9417721 | PA      | $9103348.16    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3361369 | PA      | $3133987.08    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4750451 | PA      | $4604448.25    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3936                      | CUSIP: 3140X7LS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1669733 | PA      | $1602144.37    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                      | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6544531 | PA      | $6420714.12    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6961788 | PA      | $6619620.77    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14565933 | PA      | $13448609.36   | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5309268 | PA      | $5091458.24    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     889722 | PA      | $800015.62     | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4060                      | CUSIP: 3140X7QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3796199 | PA      | $3658257.21    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1341197 | PA      | $1262168.31    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17444249 | PA      | $16861942.67   | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11386596 | PA      | $9325258.14    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4176                      | CUSIP: 3140X7UA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2708203 | PA      | $2621665.50    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4297                      | CUSIP: 3140X7X38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3821634 | PA      | $3623500.52    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21418303 | PA      | $19818034.12   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10906697 | PA      | $8932235.47    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4175417 | PA      | $3832965.63    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4939826 | PA      | $4551800.25    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15713609 | PA      | $13987343.61   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4320                      | CUSIP: 3140X7YS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3321894 | PA      | $3152919.66    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18313214 | PA      | $16478770.38   | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5299                      | CUSIP: 3140X83H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5090750 | PA      | $4671613.02    | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2786901 | PA      | $2714209.78    | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4245302 | PA      | $3805454.39    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21200980 | PA      | $20145713.87   | 0.01%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3550775 | PA      | $3157365.29    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4502                      | CUSIP: 3140X8AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12843923 | PA      | $10570940.22   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8449247 | PA      | $7815321.52    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9542706 | PA      | $8527166.70    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8972130 | PA      | $7994881.50    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                      | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9671276 | PA      | $8614853.71    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23493966 | PA      | $19336250.77   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3239091 | PA      | $3014920.33    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4617                      | CUSIP: 3140X8DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22034436 | PA      | $20710530.16   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3090203 | PA      | $2524983.21    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4661                      | CUSIP: 3140X8FB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8495844 | PA      | $8045308.50    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9034157 | PA      | $8067091.55    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                      | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9150044 | PA      | $7051083.00    | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14155796 | PA      | $12165201.30   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2355002 | PA      | $2311026.77    | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4754                      | CUSIP: 3140X8H83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3776402 | PA      | $3578837.54    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4549421 | PA      | $4429528.49    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4761                      | CUSIP: 3140X8JF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8493257 | PA      | $7008788.37    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4002469 | PA      | $4008438.08    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10651426 | PA      | $10227772.21   | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3912871 | PA      | $3866300.54    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4892                      | CUSIP: 3140X8NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5640567 | PA      | $5236093.56    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3184633 | PA      | $3072355.96    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4955                      | CUSIP: 3140X8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     691385 | PA      | $660644.32     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4971                      | CUSIP: 3140X8QZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3422446 | PA      | $3245977.38    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4996                      | CUSIP: 3140X8RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28881186 | PA      | $23724970.31   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8359355 | PA      | $7822617.31    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5000                      | CUSIP: 3140X8RW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5447393 | PA      | $5036343.33    | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5014                      | CUSIP: 3140X8SC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3588648 | PA      | $3542571.85    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5017                      | CUSIP: 3140X8SF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21374807 | PA      | $18349031.81   | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                      | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16116961 | PA      | $13184165.84   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                      | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2366556 | PA      | $2307581.47    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5055                      | CUSIP: 3140X8TM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704171 | PA      | $683273.37     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5065                      | CUSIP: 3140X8TX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1706627 | PA      | $1595448.21    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11035329 | PA      | $9957503.19    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1384071 | PA      | $1335508.20    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5394303 | PA      | $5110628.16    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17499797 | PA      | $15577304.20   | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8408467 | PA      | $7218181.31    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                      | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38341277 | PA      | $36732403.92   | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8150057 | PA      | $7021820.18    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19741061 | PA      | $16130282.69   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5222                      | CUSIP: 3140X8YU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8964253 | PA      | $7251793.74    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3787008 | PA      | $3286429.86    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12351472 | PA      | $10871048.92   | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18578477 | PA      | $17804694.70   | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13069131 | PA      | $12088586.91   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                      | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18197982 | PA      | $17029526.14   | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4386553 | PA      | $4056070.16    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11145864 | PA      | $10123420.73   | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27050351 | PA      | $24543581.72   | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6056127 | PA      | $5693023.16    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8974037 | PA      | $8303542.05    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5815                      | CUSIP: 3140X9N92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2344713 | PA      | $2219639.53    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20515671 | PA      | $18852873.77   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15886120 | PA      | $14459989.38   | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4213668 | PA      | $3865761.84    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5982                      | CUSIP: 3140X9UG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4845899 | PA      | $3988323.09    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5988                      | CUSIP: 3140X9UN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32939949 | PA      | $26894413.89   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31079951 | PA      | $26680335.20   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14961193 | PA      | $12843316.76   | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                      | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8264787 | PA      | $7457560.76    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11800350 | PA      | $9730485.80    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2594557 | PA      | $2135399.36    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6077                      | CUSIP: 3140X9XF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3982603 | PA      | $3842865.98    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6135                      | CUSIP: 3140X9Y90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26719025 | PA      | $21840278.22   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13562632 | PA      | $11642732.83   | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6109                      | CUSIP: 3140X9YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28698799 | PA      | $24519665.75   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                      | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2149653 | PA      | $2006200.27    | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15737439 | PA      | $13713110.47   | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                      | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15023961 | PA      | $13910835.83   | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6471                      | CUSIP: 3140XAFM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58641450 | PA      | $47310778.64   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6538                      | CUSIP: 3140XAHQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10318862 | PA      | $8515310.28    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6574                      | CUSIP: 3140XAJU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23575847 | PA      | $20142720.35   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3205055 | PA      | $3096556.70    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6797                      | CUSIP: 3140XART1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6398603 | PA      | $6256904.46    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1157920 | PA      | $1082486.42    | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6925                      | CUSIP: 3140XAVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1874604 | PA      | $1763139.02    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23132401 | PA      | $19074815.99   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73493929 | PA      | $63113242.02   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7996                      | CUSIP: 3140XB3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6192753 | PA      | $5975468.20    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7997                      | CUSIP: 3140XB3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6005984 | PA      | $5833404.69    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9158457 | PA      | $8564687.17    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15391284 | PA      | $13647520.47   | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5587137 | PA      | $4992551.12    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3235783 | PA      | $3005774.15    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15832000 | PA      | $13924513.16   | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8052949 | PA      | $7158201.98    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2376950 | PA      | $2218388.17    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18559304 | PA      | $15653696.35   | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7411                      | CUSIP: 3140XBGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15203477 | PA      | $12275370.82   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25705653 | PA      | $22171241.13   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16295935 | PA      | $15078384.47   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13762451 | PA      | $11762657.07   | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3770981 | PA      | $3505285.26    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7530                      | CUSIP: 3140XBLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12925786 | PA      | $11562335.33   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4839119 | PA      | $4322625.03    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7542                      | CUSIP: 3140XBLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8567993 | PA      | $7717511.56    | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7580                      | CUSIP: 3140XBM64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15962826 | PA      | $14912942.94   | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3630963 | PA      | $3347900.69    | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7558                      | CUSIP: 3140XBMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3323783 | PA      | $3070899.36    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6661927 | PA      | $5830903.33    | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22898539 | PA      | $21058870.63   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7623                      | CUSIP: 3140XBPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36973257 | PA      | $31600746.90   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7631                      | CUSIP: 3140XBPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9133856 | PA      | $8524325.92    | 0.00%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7743                      | CUSIP: 3140XBS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177427 | PA      | $174266.43     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7712                      | CUSIP: 3140XBSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6331742 | PA      | $5919257.11    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7713                      | CUSIP: 3140XBSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7083500 | PA      | $6724763.81    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7721                      | CUSIP: 3140XBSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28620372 | PA      | $24568929.75   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7787                      | CUSIP: 3140XBUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7709110 | PA      | $7471195.96    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7790                      | CUSIP: 3140XBUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12528659 | PA      | $11716388.86   | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9850818 | PA      | $8753234.98    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23489837 | PA      | $20909290.42   | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7842                      | CUSIP: 3140XBWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1740114 | PA      | $1687939.59    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9325681 | PA      | $8394436.72    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8938                      | CUSIP: 3140XC4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2791955 | PA      | $2289139.32    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4992779 | PA      | $4267288.56    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15537473 | PA      | $13665472.07   | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11112507 | PA      | $10329542.28   | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8255                      | CUSIP: 3140XCE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1112205 | PA      | $1098968.07    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8247                      | CUSIP: 3140XCEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76825796 | PA      | $65662393.45   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7943798 | PA      | $7411400.35    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8302                      | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13302749 | PA      | $12711283.43   | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9912569 | PA      | $8512463.03    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14900272 | PA      | $12735142.88   | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8341                      | CUSIP: 3140XCHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10296949 | PA      | $9790860.53    | 0.00%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8583                      | CUSIP: 3140XCRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10476897 | PA      | $9597932.29    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16968510 | PA      | $15741126.97   | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8691                      | CUSIP: 3140XCUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17988900 | PA      | $15425562.84   | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6696600 | PA      | $5950461.87    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24549649 | PA      | $20982388.93   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12995738 | PA      | $11107353.38   | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8817                      | CUSIP: 3140XCYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36017234 | PA      | $30783641.87   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9495834 | PA      | $8493543.00    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948290 | PA      | $2785492.70    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16282163 | PA      | $13866880.30   | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23398514 | PA      | $20564766.99   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24578477 | PA      | $21122239.00   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10080943 | PA      | $9011274.16    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5634271 | PA      | $5057558.52    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13849860 | PA      | $12828051.51   | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68806550 | PA      | $58915918.16   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84619796 | PA      | $72482524.54   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10269824 | PA      | $8381772.96    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8446934 | PA      | $7948518.14    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23083801 | PA      | $18883253.38   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13674168 | PA      | $12018116.62   | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34673649 | PA      | $29754480.84   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14593417 | PA      | $13003894.67   | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25887395 | PA      | $22972671.17   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0030                      | CUSIP: 3140XFA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28691 | PA      | $24199.46      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5313834 | PA      | $4844646.78    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4870907 | PA      | $4386030.30    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0093                      | CUSIP: 3140XFC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7479718 | PA      | $7425757.45    | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13335719 | PA      | $12351843.21   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77137103 | PA      | $66863466.96   | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19637059 | PA      | $15132445.49   | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18480901 | PA      | $15117940.59   | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0305                      | CUSIP: 3140XFKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34565818 | PA      | $28962729.77   | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0345                      | CUSIP: 3140XFL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5335274 | PA      | $4391093.31    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0350                      | CUSIP: 3140XFL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5747193 | PA      | $4690603.26    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0322                      | CUSIP: 3140XFLC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2113885 | PA      | $1927238.62    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40961670 | PA      | $35086414.91   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22506744 | PA      | $20339538.13   | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26274278 | PA      | $23379627.57   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                      | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7285569 | PA      | $6523704.51    | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                      | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29412782 | PA      | $27797869.79   | 0.01%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37801299 | PA      | $33223259.15   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                      | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34215941 | PA      | $27861373.80   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17514520 | PA      | $15089932.71   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26313618 | PA      | $23414633.20   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0731                      | CUSIP: 3140XFY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32191445 | PA      | $26434182.24   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                      | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13344304 | PA      | $10916047.53   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27126453 | PA      | $23235624.80   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39060605 | PA      | $33445818.44   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8329780 | PA      | $7699611.19    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                      | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7721578 | PA      | $6834693.40    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1785                      | CUSIP: 3140XG6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9930291 | PA      | $8886567.57    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0916                      | CUSIP: 3140XGAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11713997 | PA      | $10303574.57   | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21341079 | PA      | $19063281.38   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1054                      | CUSIP: 3140XGE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16479739 | PA      | $13362480.97   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35439940 | PA      | $30225998.09   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1153                      | CUSIP: 3140XGH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51306 | PA      | $48248.49      | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                      | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10494666 | PA      | $9400464.58    | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40838365 | PA      | $35892512.44   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15546871 | PA      | $13835279.07   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                      | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12688922 | PA      | $10237175.01   | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                      | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35316660 | PA      | $28757667.20   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1540                      | CUSIP: 3140XGWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6506078 | PA      | $6033278.10    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1541                      | CUSIP: 3140XGWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11626778 | PA      | $10749153.59   | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1542                      | CUSIP: 3140XGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6357214 | PA      | $5869406.21    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1598                      | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10783220 | PA      | $8740128.37    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15854499 | PA      | $15685620.38   | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1584                      | CUSIP: 3140XGXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53339512 | PA      | $43399987.19   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43154848 | PA      | $35113179.56   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9706991 | PA      | $9146726.72    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24771078 | PA      | $21194865.08   | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2604                      | CUSIP: 3140XH3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17754775 | PA      | $17829909.79   | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                      | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65387695 | PA      | $62173928.77   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16194047 | PA      | $16242334.40   | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5364387 | PA      | $4406672.50    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18199661 | PA      | $17789681.29   | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1861                      | CUSIP: 3140XHB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3334487 | PA      | $3198794.88    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1836                      | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13914931 | PA      | $11906025.63   | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1873                      | CUSIP: 3140XHCK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15730098 | PA      | $14047490.47   | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2014                      | CUSIP: 3140XHGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4443265 | PA      | $4268562.36    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2037                      | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3376079 | PA      | $3024080.62    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2043                      | CUSIP: 3140XHHV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5390916 | PA      | $4607572.85    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2060                      | CUSIP: 3140XHJE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5376827 | PA      | $5120960.42    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2099                      | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1553095 | PA      | $1194398.17    | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4056133 | PA      | $3849171.11    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21774573 | PA      | $20758801.95   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2134                      | CUSIP: 3140XHLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7616874 | PA      | $7015937.19    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2140                      | CUSIP: 3140XHLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19156244 | PA      | $17626943.50   | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2198                      | CUSIP: 3140XHNQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5907088 | PA      | $6017655.92    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2433                      | CUSIP: 3140XHV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6111301 | PA      | $6142892.46    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2444                      | CUSIP: 3140XHWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24014953 | PA      | $22984726.26   | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38855494 | PA      | $34820646.10   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2509                      | CUSIP: 3140XHYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19203907 | PA      | $18278050.38   | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4350122 | PA      | $4126799.91    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14701766 | PA      | $13979182.84   | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3535                      | CUSIP: 3140XJ4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4025600 | PA      | $3294321.51    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3581                      | CUSIP: 3140XJ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16506203 | PA      | $17152612.09   | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2726                      | CUSIP: 3140XJA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4206786 | PA      | $3888531.97    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                      | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9144927 | PA      | $7437962.32    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5049893 | PA      | $4940869.23    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17789203 | PA      | $17744405.98   | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2946                      | CUSIP: 3140XJHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16012613 | PA      | $16055355.45   | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2983                      | CUSIP: 3140XJJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2484321 | PA      | $2336273.45    | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12636164 | PA      | $12610661.73   | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2977                      | CUSIP: 3140XJJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14124393 | PA      | $13443429.06   | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31548743 | PA      | $29978423.71   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3015                      | CUSIP: 3140XJK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5483331 | PA      | $5070216.66    | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2989                      | CUSIP: 3140XJKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16585451 | PA      | $15258158.40   | 0.00%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3045                      | CUSIP: 3140XJL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4028122 | PA      | $4041391.36    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7740324 | PA      | $7304258.14    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15389437 | PA      | $15081235.88   | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3069                      | CUSIP: 3140XJMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11782126 | PA      | $11214087.30   | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3142                      | CUSIP: 3140XJP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8928920 | PA      | $8565406.71    | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10270364 | PA      | $10058262.26   | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8950450 | PA      | $8586059.99    | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5912763 | PA      | $6040037.90    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3238                      | CUSIP: 3140XJS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32593131 | PA      | $26336244.01   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3245                      | CUSIP: 3140XJTB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8748289 | PA      | $8884657.05    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3258                      | CUSIP: 3140XJTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4813429 | PA      | $4923056.76    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3266                      | CUSIP: 3140XJTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1767814 | PA      | $1674066.87    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10115167 | PA      | $10228904.89   | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3370                      | CUSIP: 3140XJW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17255097 | PA      | $14747793.53   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3360                      | CUSIP: 3140XJWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20758420 | PA      | $21153359.52   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3418                      | CUSIP: 3140XJYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51768949 | PA      | $52165980.68   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3437                      | CUSIP: 3140XJZB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5885232 | PA      | $6076284.45    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4406                      | CUSIP: 3140XK3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9220741 | PA      | $9251117.19    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4461                      | CUSIP: 3140XK5X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5884367 | PA      | $5898235.18    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26619353 | PA      | $22443562.17   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3619                      | CUSIP: 3140XKAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37363 | PA      | $31618.62      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3659                      | CUSIP: 3140XKB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17263436 | PA      | $17591881.44   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3652                      | CUSIP: 3140XKBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15792706 | PA      | $13497899.66   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3689                      | CUSIP: 3140XKC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9695201 | PA      | $9903895.32    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3720                      | CUSIP: 3140XKD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35865041 | PA      | $35572676.23   | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3708                      | CUSIP: 3140XKDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5352579 | PA      | $5341776.09    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3757                      | CUSIP: 3140XKE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30350641 | PA      | $30947045.92   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3791                      | CUSIP: 3140XKF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7529987 | PA      | $7882466.13    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4511662 | PA      | $3692087.15    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18319680 | PA      | $18864844.30   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3805                      | CUSIP: 3140XKGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13011555 | PA      | $13438768.41   | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                      | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11785074 | PA      | $11933240.71   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3889                      | CUSIP: 3140XKKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27594754 | PA      | $22745817.46   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3890                      | CUSIP: 3140XKKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13363133 | PA      | $10998265.86   | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3903                      | CUSIP: 3140XKKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16337653 | PA      | $16745489.43   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3953                      | CUSIP: 3140XKMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17912732 | PA      | $16561073.49   | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3954                      | CUSIP: 3140XKMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8603972 | PA      | $7935912.01    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3990                      | CUSIP: 3140XKNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5728622 | PA      | $5713480.05    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3995                      | CUSIP: 3140XKNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8768645 | PA      | $9078470.58    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4035                      | CUSIP: 3140XKPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7083937 | PA      | $7082922.09    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4038                      | CUSIP: 3140XKPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21889218 | PA      | $21947646.91   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4098                      | CUSIP: 3140XKRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13426512 | PA      | $13757482.03   | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4140                      | CUSIP: 3140XKS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11319869 | PA      | $10126699.03   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4143                      | CUSIP: 3140XKS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20414872 | PA      | $20675682.65   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4112                      | CUSIP: 3140XKSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4896594 | PA      | $4401509.56    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4135                      | CUSIP: 3140XKSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18677609 | PA      | $18674934.54   | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4151                      | CUSIP: 3140XKTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3015215 | PA      | $2477845.04    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4154                      | CUSIP: 3140XKTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5248767 | PA      | $5446075.12    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4158                      | CUSIP: 3140XKTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22745128 | PA      | $21634326.51   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4203                      | CUSIP: 3140XKU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1732461 | PA      | $1460689.22    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13735623 | PA      | $13340825.05   | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4236                      | CUSIP: 3140XKV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18300295 | PA      | $16375643.55   | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4231                      | CUSIP: 3140XKVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27541601 | PA      | $26058846.96   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4270                      | CUSIP: 3140XKW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11547017 | PA      | $9449420.90    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4330                      | CUSIP: 3140XKY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8210288 | PA      | $7598248.18    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5272                      | CUSIP: 3140XL2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12000972 | PA      | $12473761.49   | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5309                      | CUSIP: 3140XL3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8136994 | PA      | $8543315.24    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5342                      | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34163615 | PA      | $34824271.29   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5375                      | CUSIP: 3140XL6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19375140 | PA      | $15976605.14   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5378                      | CUSIP: 3140XL6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18788526 | PA      | $15375458.36   | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5395                      | CUSIP: 3140XL7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20453603 | PA      | $21481347.14   | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4653                      | CUSIP: 3140XLE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38233626 | PA      | $38698183.22   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4636                      | CUSIP: 3140XLEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4676153 | PA      | $4792884.28    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4665                      | CUSIP: 3140XLFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11752959 | PA      | $11780658.74   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4710                      | CUSIP: 3140XLGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1795827 | PA      | $1515237.20    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4711                      | CUSIP: 3140XLGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1738246 | PA      | $1465566.09    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4712                      | CUSIP: 3140XLGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2584674 | PA      | $2180022.58    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4755                      | CUSIP: 3140XLH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14596410 | PA      | $13790431.38   | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4734                      | CUSIP: 3140XLHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24779183 | PA      | $21341182.86   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4741                      | CUSIP: 3140XLHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5798430 | PA      | $6030896.35    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4767                      | CUSIP: 3140XLJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9983083 | PA      | $8573017.82    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4814                      | CUSIP: 3140XLK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11411893 | PA      | $10233095.79   | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4831                      | CUSIP: 3140XLLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11083608 | PA      | $11179002.05   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4866                      | CUSIP: 3140XLMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14023272 | PA      | $14122055.65   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4910                      | CUSIP: 3140XLN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19051909 | PA      | $19426288.64   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4911                      | CUSIP: 3140XLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7538139 | PA      | $6496967.32    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21089511 | PA      | $21238072.18   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4922                      | CUSIP: 3140XLPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35380565 | PA      | $31659573.18   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4924                      | CUSIP: 3140XLPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62559540 | PA      | $55691759.78   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22235966 | PA      | $22779177.59   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4954                      | CUSIP: 3140XLQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20015660 | PA      | $20150401.13   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4955                      | CUSIP: 3140XLQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30341867 | PA      | $30233221.58   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4965                      | CUSIP: 3140XLQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7499344 | PA      | $7840546.30    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5070                      | CUSIP: 3140XLT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13369922 | PA      | $13800545.37   | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5132                      | CUSIP: 3140XLV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36553413 | PA      | $32183616.66   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5111                      | CUSIP: 3140XLVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17716753 | PA      | $18064896.14   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5112                      | CUSIP: 3140XLVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33298838 | PA      | $33901147.10   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8325237 | PA      | $8674030.58    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5122                      | CUSIP: 3140XLVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6608860 | PA      | $6908462.10    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5129                      | CUSIP: 3140XLVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  159949719 | PA      | $136807713.57  | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5165                      | CUSIP: 3140XLW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11756495 | PA      | $11776854.91   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5170                      | CUSIP: 3140XLW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21336152 | PA      | $21564726.43   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5198                      | CUSIP: 3140XLX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11935437 | PA      | $12222191.70   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5175                      | CUSIP: 3140XLXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15815764 | PA      | $15779148.98   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5187                      | CUSIP: 3140XLXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12914119 | PA      | $11939645.85   | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5229                      | CUSIP: 3140XLY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5871732 | PA      | $5954085.99    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5267                      | CUSIP: 3140XLZ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9913229 | PA      | $10160692.47   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6208                      | CUSIP: 3140XM3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12049669 | PA      | $12342934.25   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6285                      | CUSIP: 3140XM6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43578385 | PA      | $33513695.74   | 0.01%             | 2052-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6286                      | CUSIP: 3140XM6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5210069 | PA      | $4281532.89    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6293                      | CUSIP: 3140XM7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5855515 | PA      | $6078251.60    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5435                      | CUSIP: 3140XMBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11045539 | PA      | $11064667.74   | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5513                      | CUSIP: 3140XMDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11320561 | PA      | $11717016.94   | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13992669 | PA      | $14543922.76   | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5566                      | CUSIP: 3140XMFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9818199 | PA      | $9865883.89    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5597                      | CUSIP: 3140XMGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20623662 | PA      | $18576503.28   | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5651                      | CUSIP: 3140XMH58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6872548 | PA      | $7229152.20    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5652                      | CUSIP: 3140XMH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44327194 | PA      | $44935052.89   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5655                      | CUSIP: 3140XMH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12667376 | PA      | $12649727.90   | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5679                      | CUSIP: 3140XMJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26460486 | PA      | $26765456.82   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7799509 | PA      | $7881261.65    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5749                      | CUSIP: 3140XML79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54357396 | PA      | $56328569.04   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5738                      | CUSIP: 3140XMLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30821336 | PA      | $31982360.05   | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5775                      | CUSIP: 3140XMMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12306268 | PA      | $12698787.74   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5784                      | CUSIP: 3140XMNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12905580 | PA      | $13381742.99   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5787                      | CUSIP: 3140XMND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10362255 | PA      | $10770485.34   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                      | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25611021 | PA      | $26146303.78   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5918                      | CUSIP: 3140XMSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14670994 | PA      | $14986794.26   | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5952                      | CUSIP: 3140XMTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7046856 | PA      | $7342035.61    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5989                      | CUSIP: 3140XMUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26928798 | PA      | $22028577.83   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5996                      | CUSIP: 3140XMUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72926128 | PA      | $74676741.62   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6061                      | CUSIP: 3140XMWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13205941 | PA      | $12497375.32   | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6150                      | CUSIP: 3140XMZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14101320 | PA      | $14374011.18   | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7147                      | CUSIP: 3140XN5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14118918 | PA      | $12142333.15   | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7168                      | CUSIP: 3140XN6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8842655 | PA      | $9332654.99    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6300                      | CUSIP: 3140XNAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44380660 | PA      | $39411472.66   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6304                      | CUSIP: 3140XNAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9838092 | PA      | $8050933.60    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21544650 | PA      | $22773654.01   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6458                      | CUSIP: 3140XNE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12799809 | PA      | $13240069.89   | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6459                      | CUSIP: 3140XNE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29043039 | PA      | $29978469.26   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6460                      | CUSIP: 3140XNFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9766384 | PA      | $10077891.84   | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6508                      | CUSIP: 3140XNGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11632091 | PA      | $12190330.61   | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6572                      | CUSIP: 3140XNJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23916866 | PA      | $25006520.79   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24205964 | PA      | $22137370.60   | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6610                      | CUSIP: 3140XNKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20631374 | PA      | $21365028.09   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6635                      | CUSIP: 3140XNLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21905173 | PA      | $19272817.05   | 0.01%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6773                      | CUSIP: 3140XNQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23437626 | PA      | $24794973.63   | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6793                      | CUSIP: 3140XNRP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31506178 | PA      | $29780446.10   | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6828                      | CUSIP: 3140XNSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26157485 | PA      | $26022951.72   | 0.01%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6925                      | CUSIP: 3140XNVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  137201827 | PA      | $115850410.10  | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6929                      | CUSIP: 3140XNVX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5930292 | PA      | $5114903.17    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7040                      | CUSIP: 3140XNZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14997229 | PA      | $15775407.78   | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8008                      | CUSIP: 3140XP3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13146335 | PA      | $13297852.91   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8053                      | CUSIP: 3140XP5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25526019 | PA      | $25562248.16   | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15715277 | PA      | $15876759.52   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8071                      | CUSIP: 3140XP6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8305303 | PA      | $7421448.87    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7214                      | CUSIP: 3140XPAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9884380 | PA      | $10266757.83   | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20938323 | PA      | $18007051.67   | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                      | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21416581 | PA      | $17512724.14   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7429                      | CUSIP: 3140XPHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9449579 | PA      | $9682516.18    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7468                      | CUSIP: 3140XPJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13732789 | PA      | $14011228.26   | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                      | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5284567 | PA      | $5142402.45    | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7506                      | CUSIP: 3140XPKU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16269984 | PA      | $16589697.42   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7555                      | CUSIP: 3140XPMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5904406 | PA      | $5985619.36    | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7640                      | CUSIP: 3140XPP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6179536 | PA      | $6372775.53    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7629                      | CUSIP: 3140XPPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10666828 | PA      | $10853102.58   | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7635                      | CUSIP: 3140XPPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20060308 | PA      | $19124507.03   | 0.01%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7683                      | CUSIP: 3140XPRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28165317 | PA      | $28657167.60   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24925619 | PA      | $25166164.09   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7791                      | CUSIP: 3140XPUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10593592 | PA      | $9724435.22    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7864                      | CUSIP: 3140XPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7400498 | PA      | $7672332.78    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7878                      | CUSIP: 3140XPXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13449877 | PA      | $13874669.89   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8925                      | CUSIP: 3140XQ4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9546900 | PA      | $9791009.97    | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8928                      | CUSIP: 3140XQ4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30707002 | PA      | $31615803.52   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8130                      | CUSIP: 3140XQA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16696526 | PA      | $17008968.29   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8162                      | CUSIP: 3140XQB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19679514 | PA      | $20238331.99   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8163                      | CUSIP: 3140XQB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27304057 | PA      | $28302931.82   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8136                      | CUSIP: 3140XQBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64738803 | PA      | $66191723.37   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8142                      | CUSIP: 3140XQBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52993344 | PA      | $53504756.52   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8151                      | CUSIP: 3140XQBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15492084 | PA      | $16020107.27   | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62506901 | PA      | $64637349.02   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8221                      | CUSIP: 3140XQD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21696554 | PA      | $22375024.69   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19288210 | PA      | $20112734.80   | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8268                      | CUSIP: 3140XQFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9923676 | PA      | $10194923.46   | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18847686 | PA      | $19442959.85   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8453                      | CUSIP: 3140XQMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30767885 | PA      | $31314800.03   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8546                      | CUSIP: 3140XQP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6964549 | PA      | $7286817.18    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8565                      | CUSIP: 3140XQQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11911318 | PA      | $12190049.00   | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8675                      | CUSIP: 3140XQT98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13831729 | PA      | $14461903.52   | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8763                      | CUSIP: 3140XQWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17735170 | PA      | $18239884.69   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8806                      | CUSIP: 3140XQYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31590176 | PA      | $32161579.44   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9801                      | CUSIP: 3140XR3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21432519 | PA      | $21652749.19   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24804484 | PA      | $25950312.25   | 0.01%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9120                      | CUSIP: 3140XRD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8696296 | PA      | $9169271.37    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61182298 | PA      | $63257571.04   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9403                      | CUSIP: 3140XRNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28645083 | PA      | $29451324.15   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9522                      | CUSIP: 3140XRSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13269039 | PA      | $12720537.65   | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9526                      | CUSIP: 3140XRSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7667147 | PA      | $7692405.11    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9618                      | CUSIP: 3140XRVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18284875 | PA      | $16070430.63   | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9655                      | CUSIP: 3140XRWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17250651 | PA      | $17449473.71   | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9675                      | CUSIP: 3140XRXD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33190050 | PA      | $27160845.22   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0042                      | CUSIP: 3140XTBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23161856 | PA      | $18860247.45   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0051                      | CUSIP: 3140XTBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8472000 | PA      | $6927706.54    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23301542 | PA      | $24357700.89   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0217                      | CUSIP: 3140Y6G38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31092753 | PA      | $31977603.31   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   85043109 | PA      | $87762286.14   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0264                      | CUSIP: 3140Y6JJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33526411 | PA      | $34556479.91   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0405                      | CUSIP: 3140Y6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34188692 | PA      | $35399367.95   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0572                      | CUSIP: 3140Y6T67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17808345 | PA      | $18030290.29   | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0701                      | CUSIP: 3140Y6X70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42869020 | PA      | $43818589.73   | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0732                      | CUSIP: 3140Y6Y61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50971270 | PA      | $53210295.13   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0704                      | CUSIP: 3140Y6YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43837024 | PA      | $44584466.74   | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0714                      | CUSIP: 3140Y6YL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16330709 | PA      | $16717959.42   | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0715                      | CUSIP: 3140Y6YM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16728254 | PA      | $16889689.82   | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0716                      | CUSIP: 3140Y6YN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16415050 | PA      | $17109186.94   | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883204                      | CUSIP: 31410AGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20998 | PA      | $22093.12      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885655                      | CUSIP: 31410C5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133047 | PA      | $140156.22     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884992                      | CUSIP: 31410CF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6241 | PA      | $6566.38       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884993                      | CUSIP: 31410CGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6229 | PA      | $6554.41       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885530                      | CUSIP: 31410CY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67415 | PA      | $71060.63      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885539                      | CUSIP: 31410CZC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63976 | PA      | $67331.01      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885543                      | CUSIP: 31410CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28390 | PA      | $29776.59      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 886607                      | CUSIP: 31410EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27143 | PA      | $28582.77      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887050                      | CUSIP: 31410EQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45260 | PA      | $47619.27      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     527504 | PA      | $545718.68     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     346434 | PA      | $359594.28     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888283                      | CUSIP: 31410F2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     594992 | PA      | $604422.53     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888301                      | CUSIP: 31410F3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40983 | PA      | $42339.46      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888307                      | CUSIP: 31410F3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5439 | PA      | $5611.48       | 0.00%             | 2037-04-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888334                      | CUSIP: 31410F4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57170 | PA      | $60133.00      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888345                      | CUSIP: 31410F5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36150 | PA      | $37297.69      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1536361 | PA      | $1657362.34    | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888368                      | CUSIP: 31410F6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17042 | PA      | $18390.64      | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887621                      | CUSIP: 31410FD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3969 | PA      | $4185.66       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887624                      | CUSIP: 31410FD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17566 | PA      | $18478.99      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887598                      | CUSIP: 31410FDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15229 | PA      | $16055.11      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887615                      | CUSIP: 31410FDU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6501 | PA      | $6821.19       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887632                      | CUSIP: 31410FED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5772 | PA      | $6084.41       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887634                      | CUSIP: 31410FEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38601 | PA      | $40662.88      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887675                      | CUSIP: 31410FFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85156 | PA      | $89490.18      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887678                      | CUSIP: 31410FFT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28867 | PA      | $30381.34      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887812                      | CUSIP: 31410FKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29416 | PA      | $31005.73      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888016                      | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409302 | PA      | $424437.58     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888022                      | CUSIP: 31410FSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170954 | PA      | $173897.73     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888023                      | CUSIP: 31410FSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317849 | PA      | $327658.33     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888029                      | CUSIP: 31410FSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     761078 | PA      | $800801.48     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888209                      | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1080066 | PA      | $1120429.03    | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888222                      | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342368 | PA      | $360239.04     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888268                      | CUSIP: 31410FZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     452551 | PA      | $476170.68     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889224                      | CUSIP: 31410G4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82634 | PA      | $85756.21      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888637                      | CUSIP: 31410GHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1361452 | PA      | $1435302.69    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888772                      | CUSIP: 31410GMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208656 | PA      | $215144.13     | 0.00%             | 2037-10-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888825                      | CUSIP: 31410GPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15736 | PA      | $16226.44      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888893                      | CUSIP: 31410GRN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46741 | PA      | $48507.10      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429931 | PA      | $442634.26     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                      | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267305 | PA      | $276413.26     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889150                      | CUSIP: 31410GZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248974 | PA      | $258684.28     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890071                      | CUSIP: 31410K2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254784 | PA      | $269190.53     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889307                      | CUSIP: 31410KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131193 | PA      | $133188.79     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                      | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344156 | PA      | $363002.20     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     315974 | PA      | $332040.96     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889543                      | CUSIP: 31410KHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21038 | PA      | $21820.48      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889572                      | CUSIP: 31410KJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     886152 | PA      | $920691.77     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2936715 | PA      | $3097594.95    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889645                      | CUSIP: 31410KL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195740 | PA      | $205966.67     | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889637                      | CUSIP: 31410KLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27883 | PA      | $28299.58      | 0.00%             | 2034-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                      | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137163 | PA      | $144895.28     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                      | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287092 | PA      | $291300.12     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889983                      | CUSIP: 31410KXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1328073 | PA      | $1400473.12    | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889995                      | CUSIP: 31410KXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     876972 | PA      | $911413.71     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889996                      | CUSIP: 31410KXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     765854 | PA      | $795240.24     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890006                      | CUSIP: 31410KYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295817 | PA      | $305380.46     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890261                      | CUSIP: 31410LB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     154002 | PA      | $162081.99     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890236                      | CUSIP: 31410LBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720465 | PA      | $1723255.98    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890289                      | CUSIP: 31410LC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706624 | PA      | $707816.97     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890292                      | CUSIP: 31410LC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1370439 | PA      | $1372969.81    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890296                      | CUSIP: 31410LC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50787 | PA      | $52715.70      | 0.00%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890297                      | CUSIP: 31410LDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        235 | PA      | $234.06        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890329                      | CUSIP: 31410LEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23609 | PA      | $23534.26      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890335                      | CUSIP: 31410LEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10881 | PA      | $10843.51      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                      | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5891861 | PA      | $5751161.60    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890446                      | CUSIP: 31410LHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        272 | PA      | $271.49        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890474                      | CUSIP: 31410LJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     867526 | PA      | $869279.77     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3947567 | PA      | $3843797.35    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890517                      | CUSIP: 31410LK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     847929 | PA      | $894897.17     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890504                      | CUSIP: 31410LKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93112 | PA      | $92634.17      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890565                      | CUSIP: 31410LMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4706085 | PA      | $4336420.37    | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890585                      | CUSIP: 31410LNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     272130 | PA      | $276945.66     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890607                      | CUSIP: 31410LNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     595406 | PA      | $606231.05     | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890707                      | CUSIP: 31410LR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891295 | PA      | $864944.37     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890710                      | CUSIP: 31410LR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     993835 | PA      | $973136.72     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1572695 | PA      | $1503666.91    | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890765                      | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4376135 | PA      | $4105508.72    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890818                      | CUSIP: 31410LVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140500 | PA      | $138784.08     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891286                      | CUSIP: 31410MF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35747 | PA      | $37481.50      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891799                      | CUSIP: 31410MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15846 | PA      | $16462.85      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892398                      | CUSIP: 31410NNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12571 | PA      | $13544.46      | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892457                      | CUSIP: 31410NQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26510 | PA      | $27912.59      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893767                      | CUSIP: 31410P6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262195 | PA      | $276209.28     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893282                      | CUSIP: 31410PM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36267 | PA      | $38111.19      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893257                      | CUSIP: 31410PME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16718 | PA      | $17622.03      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893260                      | CUSIP: 31410PMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11809 | PA      | $12452.64      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893290                      | CUSIP: 31410PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23332 | PA      | $24599.11      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893293                      | CUSIP: 31410PNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12676 | PA      | $13293.44      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893294                      | CUSIP: 31410PNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13638 | PA      | $14288.06      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893299                      | CUSIP: 31410PNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37104 | PA      | $39059.47      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893302                      | CUSIP: 31410PNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31879 | PA      | $33572.76      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893452                      | CUSIP: 31410PTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33556 | PA      | $35316.90      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893523                      | CUSIP: 31410PVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8149 | PA      | $8567.37       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893541                      | CUSIP: 31410PWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6316 | PA      | $6837.16       | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893885                      | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8297 | PA      | $8688.16       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893909                      | CUSIP: 31410QDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20571 | PA      | $21676.09      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894101                      | CUSIP: 31410QKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32209 | PA      | $33887.54      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894933                      | CUSIP: 31410RHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1503 | PA      | $1585.31       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894964                      | CUSIP: 31410RJH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17820 | PA      | $18773.94      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 895109                      | CUSIP: 31410RN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14651 | PA      | $15280.26      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896005                      | CUSIP: 31410SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54701 | PA      | $57414.58      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896113                      | CUSIP: 31410SSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26720 | PA      | $27942.18      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 897490                      | CUSIP: 31410UC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30863 | PA      | $32494.61      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898103                      | CUSIP: 31410UX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3729 | PA      | $4035.29       | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898417                      | CUSIP: 31410VDW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75724 | PA      | $79849.10      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898429                      | CUSIP: 31410VEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32293 | PA      | $34053.78      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 899545                      | CUSIP: 31410WL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     456336 | PA      | $473994.08     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 899588                      | CUSIP: 31410WND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6365 | PA      | $6605.38       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900347                      | CUSIP: 31410XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20434 | PA      | $21414.70      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                      | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13676 | PA      | $14402.94      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901567                      | CUSIP: 31410YTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15901 | PA      | $16750.27      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901666                      | CUSIP: 31410YW34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9234 | PA      | $9740.08       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901699                      | CUSIP: 31410YX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91211 | PA      | $96083.86      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901717                      | CUSIP: 31410YYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        851 | PA      | $874.40        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902792                      | CUSIP: 31411A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22488 | PA      | $23680.14      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                      | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50032 | PA      | $51717.01      | 0.00%             | 2036-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                      | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239121 | PA      | $251960.98     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902610                      | CUSIP: 31411AYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22468 | PA      | $23689.42      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902865                      | CUSIP: 31411BCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35214 | PA      | $37118.95      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 904556                      | CUSIP: 31411C5R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49749 | PA      | $52501.93      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903817                      | CUSIP: 31411CDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70646 | PA      | $74347.46      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903818                      | CUSIP: 31411CDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124356 | PA      | $130896.00     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906131                      | CUSIP: 31411EVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5980 | PA      | $6289.16       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                      | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59481 | PA      | $61385.82      | 0.00%             | 2037-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906563                      | CUSIP: 31411FFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76672 | PA      | $80410.58      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 907896                      | CUSIP: 31411GUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1420 | PA      | $1454.62       | 0.00%             | 2036-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908789                      | CUSIP: 31411HUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10984 | PA      | $11443.67      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908852                      | CUSIP: 31411HWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126204 | PA      | $133132.33     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912441                      | CUSIP: 31411NWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24623 | PA      | $25943.57      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914076                      | CUSIP: 31411SQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56007 | PA      | $59102.37      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914725                      | CUSIP: 31411UHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58200 | PA      | $61310.76      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914925                      | CUSIP: 31411UPJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11680 | PA      | $12135.18      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914960                      | CUSIP: 31411UQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16866 | PA      | $17547.74      | 0.00%             | 2037-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914991                      | CUSIP: 31411URL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7283 | PA      | $7568.69       | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915048                      | CUSIP: 31411UTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60993 | PA      | $64313.57      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122948 | PA      | $128233.40     | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915574                      | CUSIP: 31411VFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58236 | PA      | $61266.52      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915640                      | CUSIP: 31411VHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124368 | PA      | $131335.34     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915867                      | CUSIP: 31411VQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5759 | PA      | $5983.53       | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 917069                      | CUSIP: 31411W2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215006 | PA      | $226629.16     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 916335                      | CUSIP: 31411WBC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4442 | PA      | $4608.07       | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 917050                      | CUSIP: 31411WZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4539 | PA      | $4713.42       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918059                      | CUSIP: 31411X5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3917 | PA      | $4064.77       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918884                      | CUSIP: 31411Y2R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171523 | PA      | $180801.06     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918293                      | CUSIP: 31411YGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7339 | PA      | $7752.45       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918402                      | CUSIP: 31411YKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5083 | PA      | $5283.16       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918778                      | CUSIP: 31411YXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12392 | PA      | $12868.33      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 919612                      | CUSIP: 31412AVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3134 | PA      | $3253.64       | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920793                      | CUSIP: 31412B7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124470 | PA      | $129175.28     | 0.00%             | 2036-10-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920936                      | CUSIP: 31412CEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172500 | PA      | $181453.61     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 923384                      | CUSIP: 31412E2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3093 | PA      | $3353.62       | 0.00%             | 2037-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 922886                      | CUSIP: 31412EJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1096 | PA      | $1123.20       | 0.00%             | 2037-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 923107                      | CUSIP: 31412ER40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110146 | PA      | $115763.22     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                      | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61023 | PA      | $64275.01      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928153                      | CUSIP: 31412LE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139443 | PA      | $147183.41     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928147                      | CUSIP: 31412LEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87740 | PA      | $92392.62      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929185                      | CUSIP: 31412MJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45996 | PA      | $47645.80      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929407                      | CUSIP: 31412MR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23187 | PA      | $23602.83      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930606                      | CUSIP: 31412N3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48288 | PA      | $47310.74      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930612                      | CUSIP: 31412N3V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87982 | PA      | $88175.39      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930770                      | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120743 | PA      | $120934.04     | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930866                      | CUSIP: 31412PFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199175 | PA      | $199608.15     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930922                      | CUSIP: 31412PG70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     931665 | PA      | $933688.45     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931135                      | CUSIP: 31412PPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476181 | PA      | $477161.67     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931368                      | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45251 | PA      | $45331.44      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932390                      | CUSIP: 31412Q2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     895864 | PA      | $897542.39     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931638                      | CUSIP: 31412QBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84507 | PA      | $84671.73      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931790                      | CUSIP: 31412QF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175939 | PA      | $176311.58     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931843                      | CUSIP: 31412QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317287 | PA      | $317951.14     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931997                      | CUSIP: 31412QNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321851 | PA      | $327851.18     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932122                      | CUSIP: 31412QSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173322 | PA      | $170858.21     | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384396 | PA      | $391586.99     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932836                      | CUSIP: 31412RLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19936 | PA      | $19870.08      | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932840                      | CUSIP: 31412RLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6067 | PA      | $6048.16       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932842                      | CUSIP: 31412RLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16098 | PA      | $16047.75      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932864                      | CUSIP: 31412RMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4346812 | PA      | $4248388.89    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932865                      | CUSIP: 31412RMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2779151 | PA      | $2716627.93    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933784                      | CUSIP: 31412S2R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7889 | PA      | $8336.36       | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933800                      | CUSIP: 31412S3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17824 | PA      | $18148.53      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933025                      | CUSIP: 31412SA21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53914 | PA      | $56763.50      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933176                      | CUSIP: 31412SFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30543 | PA      | $33206.94      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45251 | PA      | $46867.05      | 0.00%             | 2038-03-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935242                      | CUSIP: 31412UP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91375 | PA      | $91627.75      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259114 | PA      | $260435.51     | 0.00%             | 2037-04-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937466                      | CUSIP: 31412W6B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10226 | PA      | $10620.35      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937632                      | CUSIP: 31412XED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10161 | PA      | $10538.45      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937722                      | CUSIP: 31412XG73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79182 | PA      | $83519.48      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937764                      | CUSIP: 31412XJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19997 | PA      | $21112.82      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937874                      | CUSIP: 31412XMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $37.84         | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937875                      | CUSIP: 31412XMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84206 | PA      | $88889.61      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938197                      | CUSIP: 31412XX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11235 | PA      | $11664.25      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938507                      | CUSIP: 31412YDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     322967 | PA      | $340650.77     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938757                      | CUSIP: 31412YME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49569 | PA      | $52211.58      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938805                      | CUSIP: 31412YNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29737 | PA      | $31186.61      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939428                      | CUSIP: 31413AD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56564 | PA      | $59514.22      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939431                      | CUSIP: 31413AEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24907 | PA      | $26283.56      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939468                      | CUSIP: 31413AFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35445 | PA      | $37322.77      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939956                      | CUSIP: 31413AWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4061 | PA      | $4222.66       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39090 | PA      | $40607.01      | 0.00%             | 2037-07-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940469                      | CUSIP: 31413BJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266401 | PA      | $280865.79     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940766                      | CUSIP: 31413BTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100685 | PA      | $106155.58     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941904                      | CUSIP: 31413C3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6202 | PA      | $6542.64       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941128                      | CUSIP: 31413CA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19978 | PA      | $21736.87      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941136                      | CUSIP: 31413CBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66554 | PA      | $70270.38      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942537                      | CUSIP: 31413DS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9716 | PA      | $10553.83      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942599                      | CUSIP: 31413DUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10023 | PA      | $10913.10      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943727                      | CUSIP: 31413E4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40627 | PA      | $42641.75      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942956                      | CUSIP: 31413EBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147582 | PA      | $155694.22     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                      | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41351 | PA      | $43580.44      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943388                      | CUSIP: 31413ERH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7671 | PA      | $8067.47       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943458                      | CUSIP: 31413ETP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4598 | PA      | $5004.16       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943666                      | CUSIP: 31413EZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3401 | PA      | $3699.32       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 944800                      | CUSIP: 31413GDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21770 | PA      | $22974.60      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 945984                      | CUSIP: 31413HM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50182 | PA      | $54218.88      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946064                      | CUSIP: 31413HQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24006 | PA      | $25327.57      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946254                      | CUSIP: 31413HWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5645 | PA      | $5965.04       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947291                      | CUSIP: 31413J2Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62931 | PA      | $66391.76      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946654                      | CUSIP: 31413JE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98379 | PA      | $103769.68     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946730                      | CUSIP: 31413JHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204190 | PA      | $215467.49     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946887                      | CUSIP: 31413JNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267233 | PA      | $282100.23     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946923                      | CUSIP: 31413JPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114827 | PA      | $121069.79     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947052                      | CUSIP: 31413JTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84842 | PA      | $89511.49      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947624                      | CUSIP: 31413KG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242820 | PA      | $256444.71     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947698                      | CUSIP: 31413KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     297705 | PA      | $314340.73     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 948846                      | CUSIP: 31413LTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8445 | PA      | $9191.34       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                      | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247584 | PA      | $255027.56     | 0.00%             | 2037-08-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950322                      | CUSIP: 31413NG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8465 | PA      | $9196.81       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950372                      | CUSIP: 31413NJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2895 | PA      | $3095.78       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950698                      | CUSIP: 31413NUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1658 | PA      | $1748.83       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950718                      | CUSIP: 31413NVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29229 | PA      | $30787.67      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15770 | PA      | $17041.48      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952319                      | CUSIP: 31413QPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19887 | PA      | $21018.14      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952396                      | CUSIP: 31413QRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4875 | PA      | $5291.75       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952397                      | CUSIP: 31413QRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13384 | PA      | $14530.72      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314564 | PA      | $321605.72     | 0.00%             | 2037-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952452                      | CUSIP: 31413QTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3325 | PA      | $3496.05       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952456                      | CUSIP: 31413QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192775 | PA      | $203158.92     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952613                      | CUSIP: 31413QYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90696 | PA      | $95372.96      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953307                      | CUSIP: 31413RR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7621 | PA      | $8018.40       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953734                      | CUSIP: 31413SBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3637 | PA      | $3838.10       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953927                      | CUSIP: 31413SHC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11614 | PA      | $12273.92      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955429                      | CUSIP: 31413T4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6125 | PA      | $6461.75       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954666                      | CUSIP: 31413TCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8014 | PA      | $8469.35       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954784                      | CUSIP: 31413TFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6287 | PA      | $6792.55       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954877                      | CUSIP: 31413TJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50927 | PA      | $53690.36      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955171                      | CUSIP: 31413TT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     228190 | PA      | $240838.53     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955213                      | CUSIP: 31413TVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81662 | PA      | $86259.50      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955356                      | CUSIP: 31413TZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1119 | PA      | $1178.35       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193607 | PA      | $204298.53     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955802                      | CUSIP: 31413UKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176638 | PA      | $186155.67     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 956017                      | CUSIP: 31413USE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30643 | PA      | $32305.48      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959984                      | CUSIP: 31413Y6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166131 | PA      | $175297.78     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959444                      | CUSIP: 31413YLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53128 | PA      | $56048.92      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959576                      | CUSIP: 31413YQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34046 | PA      | $35927.41      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959663                      | CUSIP: 31413YTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6262 | PA      | $6606.06       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960393                      | CUSIP: 31414ANJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.49          | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960463                      | CUSIP: 31414AQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84549 | PA      | $88964.22      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960483                      | CUSIP: 31414ARC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9777 | PA      | $10334.99      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 961556                      | CUSIP: 31414BWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24887 | PA      | $26280.28      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 962247                      | CUSIP: 31414CP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340975 | PA      | $347199.67     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 963553                      | CUSIP: 31414D5N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         11 | PA      | $11.15         | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965365                      | CUSIP: 31414F6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7326 | PA      | $7739.22       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 969099                      | CUSIP: 31414LDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     281108 | PA      | $292403.58     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 970227                      | CUSIP: 31414MLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6646 | PA      | $6904.43       | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 974152                      | CUSIP: 31414RWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59007 | PA      | $62296.08      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981034                      | CUSIP: 31415ALP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79281 | PA      | $80696.36      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981750                      | CUSIP: 31415BEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115682 | PA      | $120579.23     | 0.00%             | 2038-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 983493                      | CUSIP: 31415LRN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55164 | PA      | $56032.82      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 984998                      | CUSIP: 31415PGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5408 | PA      | $5715.95       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 987367                      | CUSIP: 31415RZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36780 | PA      | $39451.95      | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                      | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     773708 | PA      | $802281.97     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 991862                      | CUSIP: 31415WZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2523 | PA      | $2619.45       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306806 | PA      | $307451.06     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995525                      | CUSIP: 31416B4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     579354 | PA      | $611965.18     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995592                      | CUSIP: 31416B7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     904424 | PA      | $940425.55     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995018                      | CUSIP: 31416BK72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6992761 | PA      | $7257990.47    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042283 | PA      | $1095868.82    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995023                      | CUSIP: 31416BLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     443361 | PA      | $459933.36     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1543221 | PA      | $1597934.34    | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995204                      | CUSIP: 31416BRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28856 | PA      | $29338.08      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995653                      | CUSIP: 31416CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491374 | PA      | $517996.57     | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2861497 | PA      | $2867540.11    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248220 | PA      | $261763.75     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995676                      | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     563700 | PA      | $565213.86     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995685                      | CUSIP: 31416CCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     727861 | PA      | $741053.67     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995724                      | CUSIP: 31416CD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     359938 | PA      | $379244.08     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995838                      | CUSIP: 31416CHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368399 | PA      | $382743.25     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995939                      | CUSIP: 31416CLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     683056 | PA      | $709342.10     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0337                      | CUSIP: 31416HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62423 | PA      | $62537.70      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1125838 | PA      | $1128293.58    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0728                      | CUSIP: 31416HY25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323469 | PA      | $329480.59     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA2794                      | CUSIP: 31416LC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15619 | PA      | $15911.97      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4433                      | CUSIP: 31416M4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285663 | PA      | $286306.97     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4463                      | CUSIP: 31416M5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     581019 | PA      | $582248.60     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4333                      | CUSIP: 31416MY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34770 | PA      | $34821.61      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4590                      | CUSIP: 31416NC42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352986 | PA      | $353689.87     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                      | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1235002 | PA      | $1237789.67    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6083                      | CUSIP: 31416PXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134428 | PA      | $134706.78     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6735                      | CUSIP: 31416QPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140418 | PA      | $140703.63     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6951                      | CUSIP: 31416QWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20551 | PA      | $20592.50      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7706                      | CUSIP: 31416RR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52116 | PA      | $51049.22      | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7680                      | CUSIP: 31416RRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     659435 | PA      | $646034.44     | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1527963 | PA      | $1531172.26    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     251079 | PA      | $251581.95     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7317656 | PA      | $7332947.44    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9357                      | CUSIP: 31416TMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353637 | PA      | $354375.64     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB0523                      | CUSIP: 31416VSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55292 | PA      | $58328.24      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1766                      | CUSIP: 31416W6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6414 | PA      | $6393.72       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1773                      | CUSIP: 31416W6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6739 | PA      | $6716.53       | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161192 | PA      | $163199.57     | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1149                      | CUSIP: 31416WH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     431052 | PA      | $439219.93     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                      | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203030 | PA      | $203385.44     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1349                      | CUSIP: 31416WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     291924 | PA      | $292407.49     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     601251 | PA      | $612609.96     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1470                      | CUSIP: 31416WT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     812301 | PA      | $813573.14     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1515                      | CUSIP: 31416WVH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16217 | PA      | $16244.87      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1560                      | CUSIP: 31416WWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4087553 | PA      | $4093460.88    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1602                      | CUSIP: 31416WX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         44 | PA      | $44.36         | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2052                      | CUSIP: 31416XH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13790 | PA      | $13742.88      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2067                      | CUSIP: 31416XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1177639 | PA      | $1126529.04    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1339443 | PA      | $1310307.83    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2092                      | CUSIP: 31416XKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236295 | PA      | $230584.51     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2130                      | CUSIP: 31416XLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2262 | PA      | $2254.05       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2281                      | CUSIP: 31416XRB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     403656 | PA      | $411326.55     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2297                      | CUSIP: 31416XRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20932 | PA      | $20841.85      | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2514                      | CUSIP: 31416XYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36932 | PA      | $36783.88      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3493                      | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     624803 | PA      | $625441.47     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2786                      | CUSIP: 31416YCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385699 | PA      | $393079.66     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348380 | PA      | $355030.95     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2979                      | CUSIP: 31416YJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     276339 | PA      | $271057.87     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3194                      | CUSIP: 31416YRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91029 | PA      | $91158.76      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1288458 | PA      | $1290049.17    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3395                      | CUSIP: 31416YXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1564102 | PA      | $1566246.05    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204132 | PA      | $203124.07     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3421                      | CUSIP: 31416YYT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340095 | PA      | $340485.83     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4432                      | CUSIP: 31417A4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2226324 | PA      | $2116841.10    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4738166 | PA      | $4501802.10    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3738                      | CUSIP: 31417AEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     861965 | PA      | $819906.52     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3745                      | CUSIP: 31417AET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3615190 | PA      | $3528570.83    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3749                      | CUSIP: 31417AEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140579 | PA      | $140706.28     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1143927 | PA      | $1089140.44    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3900                      | CUSIP: 31417AKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231806 | PA      | $229942.65     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3902                      | CUSIP: 31417AKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225212 | PA      | $223402.13     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                      | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111878 | PA      | $111265.23     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3934                      | CUSIP: 31417ALQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573989 | PA      | $546210.24     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3936                      | CUSIP: 31417ALS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     390835 | PA      | $371812.48     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3955                      | CUSIP: 31417AMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67266 | PA      | $66580.65      | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4085                      | CUSIP: 31417ARF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27508 | PA      | $27286.89      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4089                      | CUSIP: 31417ARK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165022 | PA      | $163695.66     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1602706 | PA      | $1523477.46    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                      | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7507811 | PA      | $7153459.25    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     492672 | PA      | $487406.47     | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5357                      | CUSIP: 31417B5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404676 | PA      | $399606.60     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5388                      | CUSIP: 31417B7A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     664388 | PA      | $646421.13     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3858961 | PA      | $3670245.89    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114489 | PA      | $108669.27     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001985 | PA      | $954265.14     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4937                      | CUSIP: 31417BPX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2969623 | PA      | $2824736.33    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4997                      | CUSIP: 31417BRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8650 | PA      | $8570.08       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4998                      | CUSIP: 31417BRU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49761 | PA      | $49300.67      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5066                      | CUSIP: 31417BTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     599338 | PA      | $593637.14     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5199                      | CUSIP: 31417BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1254059 | PA      | $1221948.74    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                      | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2437894 | PA      | $2320058.46    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5178                      | CUSIP: 31417BXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8782222 | PA      | $8357607.11    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5247                      | CUSIP: 31417BZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2197296 | PA      | $2029236.65    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6230                      | CUSIP: 31417C4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2871076 | PA      | $2722076.61    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6291                      | CUSIP: 31417C7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     507321 | PA      | $502134.52     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5461                      | CUSIP: 31417CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342366 | PA      | $316106.76     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5504                      | CUSIP: 31417CDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3296574 | PA      | $3138699.29    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     652340 | PA      | $619603.93     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1203291 | PA      | $1141327.68    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5716                      | CUSIP: 31417CK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555321 | PA      | $549767.13     | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5764                      | CUSIP: 31417CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476671 | PA      | $470119.33     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5907                      | CUSIP: 31417CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     395173 | PA      | $391232.63     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6801739 | PA      | $6446164.59    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7069                      | CUSIP: 31417D2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290592 | PA      | $267684.07     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8701507 | PA      | $8022458.44    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100015 | PA      | $1014045.97    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9306158 | PA      | $8608822.58    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     519650 | PA      | $512127.33     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     552173 | PA      | $543987.43     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6698241 | PA      | $6348731.89    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825321 | PA      | $1682144.67    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2228535 | PA      | $2063332.91    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6903                      | CUSIP: 31417DU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1235550 | PA      | $1142717.76    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     511074 | PA      | $503674.96     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7059                      | CUSIP: 31417DZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1089958 | PA      | $969405.69     | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1528390 | PA      | $1412944.00    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2079198 | PA      | $1922942.73    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                      | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3107774 | PA      | $2857365.31    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3546900 | PA      | $3264778.19    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     794032 | PA      | $782260.67     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7397                      | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1578597 | PA      | $1453727.72    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     623050 | PA      | $573513.19     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7448                      | CUSIP: 31417EH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     795323 | PA      | $783197.86     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7425                      | CUSIP: 31417EHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     749621 | PA      | $693650.29     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7432                      | CUSIP: 31417EHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3322662 | PA      | $3062221.49    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                      | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5588752 | PA      | $5147032.92    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                      | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4557688 | PA      | $4214216.26    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7473                      | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1594029 | PA      | $1468112.71    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7716                      | CUSIP: 31417ESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1364107 | PA      | $1343308.52    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5309295 | PA      | $4718730.95    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7733                      | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5448396 | PA      | $5015779.87    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7735                      | CUSIP: 31417ESZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1221022 | PA      | $1124038.36    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7821                      | CUSIP: 31417EVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1394935 | PA      | $1285185.63    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7936                      | CUSIP: 31417EZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     733547 | PA      | $674498.00     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7937                      | CUSIP: 31417EZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3283039 | PA      | $3020012.00    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8896                      | CUSIP: 31417F3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575613 | PA      | $529859.92     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8925                      | CUSIP: 31417F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1236606 | PA      | $1141515.11    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213129 | PA      | $216791.51     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8449                      | CUSIP: 31417FL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1047316 | PA      | $1030837.91    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8483                      | CUSIP: 31417FM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353230 | PA      | $335542.93     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8468                      | CUSIP: 31417FMS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15370325 | PA      | $14145257.93   | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8617                      | CUSIP: 31417FSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2681384 | PA      | $2470425.75    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8785                      | CUSIP: 31417FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2150448 | PA      | $1978074.93    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8820                      | CUSIP: 31417FYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5321418 | PA      | $4898790.22    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9838                      | CUSIP: 31417G4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199988 | PA      | $189158.25     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12252634 | PA      | $11586323.92   | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9840                      | CUSIP: 31417G5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8243378 | PA      | $7795094.64    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9023                      | CUSIP: 31417GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639427 | PA      | $587859.55     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9058                      | CUSIP: 31417GB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139967 | PA      | $132607.46     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9148                      | CUSIP: 31417GEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2662715 | PA      | $2520829.57    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2632617 | PA      | $2491064.32    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9663                      | CUSIP: 31417GWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7613713 | PA      | $6989357.35    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                      | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17336 | PA      | $17979.02      | 0.00%             | 2039-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1267                      | CUSIP: 31417KMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     904111 | PA      | $885607.61     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1535                      | CUSIP: 31417KV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90090 | PA      | $88211.86      | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1607                      | CUSIP: 31417KYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69625 | PA      | $69762.24      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                      | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198924 | PA      | $207751.02     | 0.00%             | 2039-08-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1402559 | PA      | $1405486.81    | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185199 | PA      | $192008.86     | 0.00%             | 2039-10-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5442                      | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128299 | PA      | $128551.93     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                      | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26082 | PA      | $27054.28      | 0.00%             | 2039-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6742                      | CUSIP: 31417TP44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11585 | PA      | $11608.60      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                      | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40244 | PA      | $41653.26      | 0.00%             | 2039-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7256                      | CUSIP: 31417UB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     910384 | PA      | $912257.10     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2220166 | PA      | $2224399.71    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                      | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1261397 | PA      | $1285035.32    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4453030 | PA      | $4461386.41    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85185 | PA      | $88575.81      | 0.00%             | 2040-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2217515 | PA      | $2221679.09    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0821                      | CUSIP: 31417Y4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1859027 | PA      | $1861603.51    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0843                      | CUSIP: 31417Y5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1787364 | PA      | $1788931.92    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0848                      | CUSIP: 31417Y5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24230 | PA      | $24105.46      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                      | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1064758 | PA      | $1068984.97    | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63461 | PA      | $63548.66      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0022                      | CUSIP: 31417YAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2269 | PA      | $2271.81       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257344 | PA      | $257777.43     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                      | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267871 | PA      | $270490.90     | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393137 | PA      | $393878.30     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     521235 | PA      | $522319.80     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0389                      | CUSIP: 31417YNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16767 | PA      | $17411.06      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     662549 | PA      | $664308.23     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0511                      | CUSIP: 31417YR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432956 | PA      | $434227.16     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0500                      | CUSIP: 31417YRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454677 | PA      | $463264.35     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0573                      | CUSIP: 31417YT72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1805 | PA      | $1799.86       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0561                      | CUSIP: 31417YTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1798098 | PA      | $1757813.81    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415284 | PA      | $416541.51     | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1565589 | PA      | $1529657.42    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0617                      | CUSIP: 31417YVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46220 | PA      | $46062.98      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     466064 | PA      | $467624.98     | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1686                      | CUSIP: 31418A2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1304105 | PA      | $1266362.31    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                      | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2739665 | PA      | $2684296.22    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0934                      | CUSIP: 31418ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33272 | PA      | $33004.99      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0978                      | CUSIP: 31418ACQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127620 | PA      | $126552.96     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1772677 | PA      | $1684226.23    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1010                      | CUSIP: 31418ADQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2337287 | PA      | $2299878.98    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1015                      | CUSIP: 31418ADV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1885965 | PA      | $1745104.12    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286951 | PA      | $279750.04     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4189538 | PA      | $4121033.53    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1193821 | PA      | $1163661.94    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1029                      | CUSIP: 31418AEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8384364 | PA      | $8248716.01    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1035                      | CUSIP: 31418AEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125466 | PA      | $124305.92     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2183581 | PA      | $2120331.37    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6518644 | PA      | $6409837.96    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1062                      | CUSIP: 31418AFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44779 | PA      | $44364.79      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1082                      | CUSIP: 31418AFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28612 | PA      | $28339.46      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3976749 | PA      | $3858979.92    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5303532 | PA      | $5142025.87    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1112                      | CUSIP: 31418AGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     324453 | PA      | $315990.59     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1758891 | PA      | $1623020.85    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2068149 | PA      | $2032933.86    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3154860 | PA      | $3057837.13    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12850986 | PA      | $12451682.39   | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2794383 | PA      | $2706661.41    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1208                      | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2165630 | PA      | $1998741.53    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     991251 | PA      | $977257.86     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3479946 | PA      | $3369582.26    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1240                      | CUSIP: 31418ALW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177537 | PA      | $174966.30     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250911 | PA      | $1186075.37    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8975115 | PA      | $8681783.58    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3646377 | PA      | $3524812.70    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8395637 | PA      | $8109321.33    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7007035 | PA      | $6768116.63    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1499                      | CUSIP: 31418AUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1462114 | PA      | $1382445.03    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1525                      | CUSIP: 31418AVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2337341 | PA      | $2210081.66    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1527                      | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2974390 | PA      | $2869276.73    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1571                      | CUSIP: 31418AW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     974437 | PA      | $947842.66     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2806115 | PA      | $2706896.01    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                      | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1524468 | PA      | $1494940.56    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7079132 | PA      | $6940411.23    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3123797 | PA      | $2920295.30    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2595                      | CUSIP: 31418B3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1378222 | PA      | $1328142.07    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2596                      | CUSIP: 31418B3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1710518 | PA      | $1672613.16    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6224489 | PA      | $5818991.82    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3709597 | PA      | $3467933.10    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2653                      | CUSIP: 31418B5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285977 | PA      | $275585.44     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14151960 | PA      | $12787420.59   | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2140496 | PA      | $2001052.50    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1891                      | CUSIP: 31418BC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1815 | PA      | $1786.76       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1957                      | CUSIP: 31418BE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18630 | PA      | $17560.36      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     494223 | PA      | $486176.26     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1268300 | PA      | $1194005.09    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2005                      | CUSIP: 31418BGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176244 | PA      | $175578.57     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2928606 | PA      | $2754056.33    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2857999 | PA      | $2769306.85    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     723552 | PA      | $710710.03     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     584081 | PA      | $549294.75     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2420722 | PA      | $2275972.69    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                      | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7270070 | PA      | $6961214.99    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                      | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3646634 | PA      | $3485650.76    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2378                      | CUSIP: 31418BUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     525317 | PA      | $510671.61     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2435                      | CUSIP: 31418BV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3459019 | PA      | $3143272.44    | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2415                      | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2342379 | PA      | $2266250.10    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3726848 | PA      | $3631970.07    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2425                      | CUSIP: 31418BVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1015765 | PA      | $995446.16     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2458                      | CUSIP: 31418BWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1363375 | PA      | $1315538.24    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2496                      | CUSIP: 31418BX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2398760 | PA      | $2301651.09    | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3915644 | PA      | $3759574.69    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1386959 | PA      | $1351216.68    | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409056 | PA      | $400534.61     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2484                      | CUSIP: 31418BXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4681177 | PA      | $4516928.83    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                      | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1732175 | PA      | $1680961.63    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11588504 | PA      | $10837186.48   | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2516                      | CUSIP: 31418BYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2496443 | PA      | $2260415.54    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6429209 | PA      | $6012383.87    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1336514 | PA      | $1307908.01    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                      | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4156836 | PA      | $4008387.61    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5501869 | PA      | $5145166.79    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2558                      | CUSIP: 31418BZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10036 | PA      | $9677.55       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                      | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4575925 | PA      | $4511453.68    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                      | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4586196 | PA      | $4641433.74    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3488                      | CUSIP: 31418C2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1134400 | PA      | $1101179.03    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                      | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4748739 | PA      | $4663033.98    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4849840 | PA      | $4643299.97    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3496                      | CUSIP: 31418C3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1126233 | PA      | $1110365.29    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3501                      | CUSIP: 31418C3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3237161 | PA      | $3276150.47    | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3517                      | CUSIP: 31418C4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217954 | PA      | $1195972.22    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     940877 | PA      | $941936.66     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12626729 | PA      | $12088996.08   | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8469766 | PA      | $8350432.66    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3527                      | CUSIP: 31418C4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1767462 | PA      | $1788750.13    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15966100 | PA      | $15286152.95   | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3537                      | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2017491 | PA      | $1987175.00    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3538                      | CUSIP: 31418C4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2620533 | PA      | $2652095.23    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3541                      | CUSIP: 31418C5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614556 | PA      | $615248.53     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2064665 | PA      | $2033515.58    | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3547                      | CUSIP: 31418C5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     780818 | PA      | $757512.88     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     842953 | PA      | $830235.34     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4292990 | PA      | $4110164.74    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3587                      | CUSIP: 31418C6Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558063 | PA      | $541544.77     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6744397 | PA      | $6450851.14    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3593                      | CUSIP: 31418C7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7007027 | PA      | $6895164.54    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3594                      | CUSIP: 31418C7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4199084 | PA      | $4247034.50    | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12980657 | PA      | $11712830.06   | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11092887 | PA      | $10609148.01   | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1780850 | PA      | $1663722.36    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16226838 | PA      | $14641954.21   | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9261117 | PA      | $8848575.63    | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5024233 | PA      | $4854155.56    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2780                      | CUSIP: 31418CCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148669 | PA      | $145131.62     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5122067 | PA      | $4445017.11    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4743193 | PA      | $4521543.98    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11111348 | PA      | $10730809.15   | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26116410 | PA      | $23565607.50   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2715367 | PA      | $2536775.84    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1874899 | PA      | $1734671.81    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2830                      | CUSIP: 31418CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1940596 | PA      | $1874139.51    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     380731 | PA      | $371684.69     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17191200 | PA      | $16425409.08   | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72687395 | PA      | $65587980.61   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2834                      | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7892042 | PA      | $7372978.54    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4294523 | PA      | $3971709.27    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2863                      | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50545464 | PA      | $45561277.33   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12990618 | PA      | $12403825.41   | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2868                      | CUSIP: 31418CFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7448154 | PA      | $7190112.57    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2871                      | CUSIP: 31418CFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156234 | PA      | $152480.58     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2558965 | PA      | $2457183.39    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5780609 | PA      | $5519495.78    | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2923                      | CUSIP: 31418CG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3062160 | PA      | $2972720.10    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                      | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24150616 | PA      | $21769172.16   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2896                      | CUSIP: 31418CGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     411494 | PA      | $384043.72     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6267519 | PA      | $6018232.26    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2909                      | CUSIP: 31418CGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1341529 | PA      | $1302345.59    | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2388924 | PA      | $2207091.65    | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5394394 | PA      | $5034544.33    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8808517 | PA      | $8458163.98    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2931                      | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2263603 | PA      | $2207425.98    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1239244 | PA      | $1225656.94    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2956                      | CUSIP: 31418CJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5064574 | PA      | $4565166.45    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2959                      | CUSIP: 31418CJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7393697 | PA      | $6872290.13    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10044543 | PA      | $9645026.94    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3931157 | PA      | $3833593.37    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3581211 | PA      | $3541945.72    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2994                      | CUSIP: 31418CKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1527061 | PA      | $1425194.26    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11389827 | PA      | $10936803.93   | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3004                      | CUSIP: 31418CKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163797 | PA      | $161838.10     | 0.00%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3026                      | CUSIP: 31418CLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299852 | PA      | $279568.22     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4078333 | PA      | $3913571.00    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                      | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2077642 | PA      | $2016957.99    | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3029                      | CUSIP: 31418CLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338595 | PA      | $1304682.07    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                      | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2472734 | PA      | $2359493.70    | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20112939 | PA      | $18752389.62   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8763054 | PA      | $8409031.90    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4953569 | PA      | $4888123.30    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4352847 | PA      | $4301039.89    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3087                      | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10667537 | PA      | $9945926.36    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3089                      | CUSIP: 31418CNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1431727 | PA      | $1388566.46    | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3090                      | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     991625 | PA      | $966007.76     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3101                      | CUSIP: 31418CNT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3888003 | PA      | $3841728.62    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3106                      | CUSIP: 31418CNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     779490 | PA      | $701408.05     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2216731 | PA      | $1994679.87    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3147                      | CUSIP: 31418CP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105556 | PA      | $94982.51      | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2602000 | PA      | $2534125.70    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3357038 | PA      | $3199104.68    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2247975 | PA      | $2157157.95    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1430768 | PA      | $1413739.48    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3154                      | CUSIP: 31418CQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2213333 | PA      | $2128771.18    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3155                      | CUSIP: 31418CQH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2783256 | PA      | $2709931.80    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7005983 | PA      | $6297622.34    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11518249 | PA      | $11045719.76   | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4564061 | PA      | $4422196.05    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8391281 | PA      | $7810536.93    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7061469 | PA      | $6776190.25    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6470181 | PA      | $6393174.54    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3912464 | PA      | $3761567.38    | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3679338 | PA      | $3581487.99    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8297792 | PA      | $8039872.12    | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3217                      | CUSIP: 31418CSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142974 | PA      | $137405.92     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2435983 | PA      | $2370587.45    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3275                      | CUSIP: 31418CT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237241 | PA      | $213253.91     | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3244655 | PA      | $3157540.82    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21508842 | PA      | $20020258.09   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11746381 | PA      | $11264493.21   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3551330 | PA      | $3505733.84    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23078333 | PA      | $21481128.12   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7980534 | PA      | $7653137.16    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2260962 | PA      | $2233345.72    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9624987 | PA      | $9361839.78    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                      | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1932225 | PA      | $1900370.97    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14578802 | PA      | $13569832.29   | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3333                      | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5733392 | PA      | $5494599.52    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                      | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6441698 | PA      | $6356977.84    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3312                      | CUSIP: 31418CVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3532180 | PA      | $3435608.79    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3357                      | CUSIP: 31418CWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1817963 | PA      | $1742245.71    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                      | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4149678 | PA      | $4095102.34    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3363                      | CUSIP: 31418CWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001519 | PA      | $973874.53     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2248186 | PA      | $2252826.34    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3383                      | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2886998 | PA      | $2683585.79    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21884301 | PA      | $21596482.67   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7445690 | PA      | $7333357.84    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5467752 | PA      | $5375904.49    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3410                      | CUSIP: 31418CYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1269707 | PA      | $1248378.89    | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8818279 | PA      | $8451003.39    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13101306 | PA      | $12928999.82   | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3422                      | CUSIP: 31418CYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1655029 | PA      | $1669997.66    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3427                      | CUSIP: 31418CYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257495 | PA      | $257945.55     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3461                      | CUSIP: 31418CZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     695068 | PA      | $674908.73     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2106424 | PA      | $2068407.50    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3463                      | CUSIP: 31418CZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216267 | PA      | $216646.09     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2221459 | PA      | $2187944.20    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11241406 | PA      | $10773207.88   | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     369758 | PA      | $370405.72     | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3442                      | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152835 | PA      | $142066.62     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9909775 | PA      | $9497038.49    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3444                      | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15212236 | PA      | $15012167.57   | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3448                      | CUSIP: 31418CZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2015858 | PA      | $2042657.23    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4378                      | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  159254292 | PA      | $129279528.51  | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  172642752 | PA      | $146477361.92  | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51147343 | PA      | $45272661.62   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55131400 | PA      | $50805515.12   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4384                      | CUSIP: 31418D2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6705274 | PA      | $6324547.85    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27447848 | PA      | $23091251.18   | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43477342 | PA      | $37822561.57   | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4397                      | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4133547 | PA      | $3178879.26    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  175808001 | PA      | $142717507.13  | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  145586527 | PA      | $123521724.39  | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17480554 | PA      | $15472772.29   | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4404                      | CUSIP: 31418D3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27492189 | PA      | $25888223.25   | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15085323 | PA      | $13493803.60   | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4412                      | CUSIP: 31418D3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12452859 | PA      | $9576796.29    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4414                      | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42442456 | PA      | $36009961.94   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4416                      | CUSIP: 31418D4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1952654 | PA      | $1797988.09    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43995398 | PA      | $39449569.47   | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28628848 | PA      | $26355645.61   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4419                      | CUSIP: 31418D4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2747183 | PA      | $2586905.11    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20934362 | PA      | $18177065.84   | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14368004 | PA      | $12846802.98   | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  174318027 | PA      | $141507974.79  | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4438                      | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44917432 | PA      | $38067725.38   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                      | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11844313 | PA      | $10483898.50   | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                      | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8898039 | PA      | $7978648.49    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6339192 | PA      | $5835844.73    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60208039 | PA      | $50496091.35   | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15303049 | PA      | $13280267.25   | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82163992 | PA      | $69634353.12   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4468                      | CUSIP: 31418D6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2351019 | PA      | $2165534.25    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753765 | PA      | $631754.44     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67872655 | PA      | $58878449.22   | 0.02%             | 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        |  161522267 | PA      | $136890848.35  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17170788 | PA      | $15183829.41   | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4496                      | CUSIP: 31418D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44022638 | PA      | $39446480.35   | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17285219 | PA      | $15907327.99   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3630                      | CUSIP: 31418DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     426347 | PA      | $431215.59     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3609                      | CUSIP: 31418DAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888415 | PA      | $859869.54     | 0.00%             | 2034-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3610                      | CUSIP: 31418DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1388580 | PA      | $1362651.30    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3614                      | CUSIP: 31418DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1179791 | PA      | $1092609.82    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8075383 | PA      | $7723906.97    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3657                      | CUSIP: 31418DB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4335514 | PA      | $4193499.70    | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3637                      | CUSIP: 31418DBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     995868 | PA      | $922277.85     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3638                      | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13404938 | PA      | $12821495.68   | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2109523 | PA      | $2075846.37    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3688                      | CUSIP: 31418DC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     761157 | PA      | $749005.43     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3692                      | CUSIP: 31418DC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13937796 | PA      | $12894789.04   | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                      | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2287598 | PA      | $2185887.24    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3694                      | CUSIP: 31418DC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23101 | PA      | $22732.14      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3695                      | CUSIP: 31418DC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21735503 | PA      | $21023534.52   | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1538337 | PA      | $1555904.09    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3670                      | CUSIP: 31418DCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1503163 | PA      | $1343195.35    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3683                      | CUSIP: 31418DCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1416466 | PA      | $1361814.03    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3687                      | CUSIP: 31418DCZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1381017 | PA      | $1320909.04    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3755                      | CUSIP: 31418DE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     538843 | PA      | $543986.31     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16968014 | PA      | $15119849.76   | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3745                      | CUSIP: 31418DET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10346162 | PA      | $9571927.98    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3746                      | CUSIP: 31418DEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6850577 | PA      | $6545987.15    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3747                      | CUSIP: 31418DEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184979 | PA      | $181967.93     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17444535 | PA      | $16579414.82   | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11685373 | PA      | $10412596.38   | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                      | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3476648 | PA      | $3322069.23    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3816                      | CUSIP: 31418DG22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250656 | PA      | $234434.57     | 0.00%             | 2034-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3818                      | CUSIP: 31418DG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     789385 | PA      | $796919.13     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3797                      | CUSIP: 31418DGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2754352 | PA      | $2617756.38    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3798                      | CUSIP: 31418DGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     511119 | PA      | $494057.10     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6469364 | PA      | $6076055.36    | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26322938 | PA      | $23455829.99   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4069478 | PA      | $3806121.99    | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9998990 | PA      | $9503113.75    | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8665807 | PA      | $8122716.68    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6540389 | PA      | $5598193.27    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3834                      | CUSIP: 31418DHL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54968463 | PA      | $48964092.80   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3864                      | CUSIP: 31418DJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2028576 | PA      | $1924170.32    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49615396 | PA      | $42359367.57   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43254591 | PA      | $38529762.15   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3896                      | CUSIP: 31418DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1041587 | PA      | $987979.19     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1335546 | PA      | $1289712.54    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3902                      | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4987120 | PA      | $4257776.09    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                      | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388774 | PA      | $381960.42     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28226589 | PA      | $25125672.38   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1747397 | PA      | $1666974.41    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3941                      | CUSIP: 31418DLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614625 | PA      | $572928.44     | 0.00%             | 2035-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3983                      | CUSIP: 31418DM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2330885 | PA      | $2165473.85    | 0.00%             | 2035-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3955                      | CUSIP: 31418DMD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4910601 | PA      | $4651726.16    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3902321 | PA      | $3767180.14    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36609714 | PA      | $32496890.95   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                      | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6872223 | PA      | $6347216.45    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                      | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316815 | PA      | $1293735.90    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11667836 | PA      | $11049089.60   | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1127572 | PA      | $1088522.78    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5485950 | PA      | $4955064.89    | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37852116 | PA      | $32316414.78   | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                      | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40229761 | PA      | $35772484.69   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                      | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9088853 | PA      | $8391664.89    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     710757 | PA      | $698300.19     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4045                      | CUSIP: 31418DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17098681 | PA      | $15000146.06   | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13637964 | PA      | $12320922.21   | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70796675 | PA      | $57714723.71   | 0.02%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4019                      | CUSIP: 31418DPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57838382 | PA      | $49253257.21   | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                      | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9047877 | PA      | $8353832.79    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4026                      | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9011957 | PA      | $8594370.88    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1866012 | PA      | $1833306.92    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15760948 | PA      | $14583368.91   | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22129549 | PA      | $20956016.69   | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  161473378 | PA      | $131636004.45  | 0.04%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37617346 | PA      | $32033690.41   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                      | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23542358 | PA      | $20919256.58   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42641053 | PA      | $37889965.84   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14066813 | PA      | $12987775.74   | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10387501 | PA      | $9836651.03    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67195461 | PA      | $57221437.24   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2520049 | PA      | $2402490.48    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     431871 | PA      | $424166.57     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6063308 | PA      | $5465237.60    | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4111                      | CUSIP: 31418DR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4867199 | PA      | $4387110.02    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8887906 | PA      | $8008284.98    | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21428733 | PA      | $19827685.10   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60346194 | PA      | $51388827.12   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23962389 | PA      | $21292487.46   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4099                      | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24289826 | PA      | $23001734.27   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  153706573 | PA      | $125160265.49  | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  235612164 | PA      | $191854390.68  | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  112961953 | PA      | $96088769.89   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                      | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21151460 | PA      | $18794753.77   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4122                      | CUSIP: 31418DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3129874 | PA      | $2821151.07    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7122058 | PA      | $6589933.21    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17236768 | PA      | $16322700.51   | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4061815 | PA      | $3557535.33    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8769507 | PA      | $7895556.38    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14900177 | PA      | $13786910.50   | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15416173 | PA      | $14593834.33   | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  111716490 | PA      | $86089453.31   | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  157881672 | PA      | $128559967.06  | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4203                      | CUSIP: 31418DU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573494 | PA      | $515976.74     | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24695002 | PA      | $21591544.41   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4205                      | CUSIP: 31418DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56433217 | PA      | $50743332.63   | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28574827 | PA      | $26404140.02   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4207                      | CUSIP: 31418DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1573529 | PA      | $1489101.57    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4124779 | PA      | $3608831.07    | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42854872 | PA      | $38534024.98   | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51737587 | PA      | $47807340.83   | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16374746 | PA      | $15501274.08   | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  101195948 | PA      | $77982254.98   | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  209554657 | PA      | $170505299.51  | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4183                      | CUSIP: 31418DUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35337411 | PA      | $30014872.44   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4184                      | CUSIP: 31418DUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7279852 | PA      | $6466451.98    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18544521 | PA      | $16204068.50   | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12683325 | PA      | $11398539.83   | 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        |  127082912 | PA      | $97930918.21   | 0.03%             | 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        |  289226279 | PA      | $235872852.08  | 0.06%             | 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        |  235315549 | PA      | $191465790.90  | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  137951238 | PA      | $106158319.94  | 0.03%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62015630 | PA      | $52674805.05   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4228                      | CUSIP: 31418DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38491428 | PA      | $34610525.49   | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29335887 | PA      | $27070716.62   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55902018 | PA      | $48812512.57   | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6223485 | PA      | $5590020.94    | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   90057739 | PA      | $69286506.96   | 0.02%             | 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        |  323617110 | PA      | $263211710.83  | 0.07%             | 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        |   77137575 | PA      | $65519074.90   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26253665 | PA      | $23606637.01   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24353135 | PA      | $22472707.87   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53285402 | PA      | $47829637.72   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38594390 | PA      | $35614324.36   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69843017 | PA      | $53734178.75   | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4281                      | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  117639821 | PA      | $95681525.33   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39589768 | PA      | $35536266.29   | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55595403 | PA      | $51250483.28   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4330                      | CUSIP: 31418DY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7575340 | PA      | $7152313.76    | 0.00%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84909218 | PA      | $74001406.54   | 0.02%             | 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        |  265725966 | PA      | $216043315.18  | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4306                      | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  101470432 | PA      | $86091776.18   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  310110040 | PA      | $252128921.20  | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83255292 | PA      | $70637286.06   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63458595 | PA      | $58479316.79   | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4361                      | CUSIP: 31418DZ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10745209 | PA      | $10145168.87   | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18233563 | PA      | $15355136.02   | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4364                      | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49081547 | PA      | $42735185.59   | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                      | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31292897 | PA      | $24075393.72   | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                      | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49957172 | PA      | $40616704.34   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  138078336 | PA      | $117151459.47  | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45410520 | PA      | $40761046.24   | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5268                      | CUSIP: 31418E2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1847024 | PA      | $1907933.90    | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5271                      | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16070720 | PA      | $16225810.50   | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68399565 | PA      | $69977392.37   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5273                      | CUSIP: 31418E2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11153533 | PA      | $11535341.16   | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5274                      | CUSIP: 31418E2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3110957 | PA      | $3253256.71    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5295                      | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21722297 | PA      | $22223383.01   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5326                      | CUSIP: 31418E4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3826612 | PA      | $3717450.61    | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5329                      | CUSIP: 31418E4P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21021004 | PA      | $21740594.71   | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5331                      | CUSIP: 31418E4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15601211 | PA      | $15751770.34   | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13988765 | PA      | $14123764.02   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5354                      | CUSIP: 31418E5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34401515 | PA      | $35195082.12   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5378                      | CUSIP: 31418E6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5729309 | PA      | $5400718.73    | 0.00%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5388                      | CUSIP: 31418E7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46427348 | PA      | $46875394.88   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5389                      | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48204768 | PA      | $49286617.59   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5390                      | CUSIP: 31418E7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30166612 | PA      | $31189848.16   | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29014013 | PA      | $30356567.16   | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68527731 | PA      | $57392529.89   | 0.02%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35966043 | PA      | $31186443.47   | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   96431531 | PA      | $78190831.50   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  104791497 | PA      | $88680275.67   | 0.02%             | 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        |   43138863 | PA      | $38641092.64   | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67300173 | PA      | $61935339.50   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30361947 | PA      | $26305432.60   | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4561                      | CUSIP: 31418EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16129520 | PA      | $12404310.29   | 0.00%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4562                      | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91112231 | PA      | $73849242.47   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36000553 | PA      | $30465629.73   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4535                      | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11506747 | PA      | $10307023.24   | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4536                      | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46332639 | PA      | $42624753.73   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9810929 | PA      | $8752240.85    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                      | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133884695 | PA      | $108517628.59  | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4548                      | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170571 | PA      | $144346.75     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65387076 | PA      | $57779786.66   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19878073 | PA      | $17727702.70   | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126434586 | PA      | $106995837.29  | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                      | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54302095 | PA      | $47899612.23   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73021771 | PA      | $66918392.32   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18039057 | PA      | $16158257.64   | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4582                      | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37492912 | PA      | $34492448.25   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                      | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11210408 | PA      | $9696630.34    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46509179 | PA      | $41449115.18   | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                      | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38911919 | PA      | $35647384.05   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67503155 | PA      | $63873213.67   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4598                      | CUSIP: 31418EDC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     845712 | PA      | $714630.08     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                      | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91266490 | PA      | $80505723.33   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37304134 | PA      | $34186142.96   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4602                      | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28972040 | PA      | $26653479.98   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4603                      | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16334372 | PA      | $15360964.75   | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63628597 | PA      | $58290444.48   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76230900 | PA      | $72126864.85   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64339854 | PA      | $62749739.97   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4628                      | CUSIP: 31418EEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     354569 | PA      | $333439.19     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                      | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8093691 | PA      | $7439757.36    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87339467 | PA      | $82637380.78   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70557611 | PA      | $68813829.28   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33377701 | PA      | $33341629.54   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18132353 | PA      | $16605464.14   | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70105498 | PA      | $66287419.46   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72624584 | PA      | $70829718.06   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60567815 | PA      | $60502359.36   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4782                      | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16863667 | PA      | $15443611.04   | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68525685 | PA      | $66767878.18   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51577830 | PA      | $51473736.11   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11925642 | PA      | $12256641.42   | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4803                      | CUSIP: 31418EKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4597914 | PA      | $4209296.05    | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57038957 | PA      | $55575805.55   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45852081 | PA      | $45788200.36   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64024936 | PA      | $64942925.50   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7960244 | PA      | $8166257.18    | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4850                      | CUSIP: 31418EL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19774231 | PA      | $20077116.44   | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4839                      | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4588541 | PA      | $4338640.49    | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34158050 | PA      | $34067763.12   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34715906 | PA      | $35213662.48   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4876                      | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2589073 | PA      | $2656079.36    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4863                      | CUSIP: 31418EMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16370137 | PA      | $16422637.34   | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4867                      | CUSIP: 31418EMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33654406 | PA      | $32791109.98   | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30064049 | PA      | $30465265.81   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4910                      | CUSIP: 31418EN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     832153 | PA      | $701743.23     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51370215 | PA      | $52699691.75   | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4943                      | CUSIP: 31418EP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5828576 | PA      | $6047679.88    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4916                      | CUSIP: 31418EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254882 | PA      | $240682.12     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31716299 | PA      | $32121490.71   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4920                      | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35092389 | PA      | $36000590.61   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4929                      | CUSIP: 31418EPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5337264 | PA      | $5613837.66    | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4978                      | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75013265 | PA      | $74768106.32   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  108772351 | PA      | $110161972.65  | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4990                      | CUSIP: 31418ERL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13760028 | PA      | $13786957.81   | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4992                      | CUSIP: 31418ERN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4209203 | PA      | $4268414.33    | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4994                      | CUSIP: 31418ERQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5495935 | PA      | $5414534.34    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5037                      | CUSIP: 31418ES35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26741538 | PA      | $26022142.79   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19436685 | PA      | $19148805.91   | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5070                      | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1616559 | PA      | $1572565.60    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5071                      | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4506128 | PA      | $4484360.47    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5060                      | CUSIP: 31418ETS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10395443 | PA      | $10566128.60   | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5061                      | CUSIP: 31418ETT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8612444 | PA      | $8827277.67    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5105                      | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60216333 | PA      | $58577587.30   | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5106                      | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63563953 | PA      | $63256894.70   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                      | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35879014 | PA      | $36292537.18   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5133                      | CUSIP: 31418EV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6495264 | PA      | $6507976.34    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5135                      | CUSIP: 31418EV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375034 | PA      | $354022.90     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5137                      | CUSIP: 31418EV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5045251 | PA      | $5019302.53    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5138                      | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9359746 | PA      | $9467621.62    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5122                      | CUSIP: 31418EVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6920407 | PA      | $7170250.04    | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5164                      | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20641766 | PA      | $20535601.08   | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118833 | PA      | $121685.90     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5168                      | CUSIP: 31418EW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12111515 | PA      | $12270535.27   | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5140                      | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24026836 | PA      | $24881232.20   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5147                      | CUSIP: 31418EWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9477378 | PA      | $9484079.32    | 0.00%             | 2038-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5200                      | CUSIP: 31418EX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11303517 | PA      | $11451929.12   | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5202                      | CUSIP: 31418EX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7846159 | PA      | $8114711.55    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5191                      | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73025591 | PA      | $74760839.54   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5192                      | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36177435 | PA      | $37463908.27   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5232                      | CUSIP: 31418EY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6974901 | PA      | $7066479.65    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5207                      | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26018 | PA      | $24535.67      | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20999397 | PA      | $21503494.21   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5217                      | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49586110 | PA      | $51349397.18   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8563338 | PA      | $8957177.28    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5260                      | CUSIP: 31418EZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6911326 | PA      | $7349724.61    | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5248                      | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37098264 | PA      | $38417481.94   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5249                      | CUSIP: 31418EZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29533316 | PA      | $30884208.73   | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5417                      | CUSIP: 31418FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     783122 | PA      | $738207.56     | 0.00%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5420                      | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30616027 | PA      | $30901919.60   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5421                      | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74371203 | PA      | $76040301.19   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43376706 | PA      | $44848022.11   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5441                      | CUSIP: 31418FBK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1513357 | PA      | $1426562.07    | 0.00%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5443                      | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     982079 | PA      | $974879.55     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  110711842 | PA      | $113196526.06  | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5453                      | CUSIP: 31418FBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25605818 | PA      | $26036968.49   | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5495                      | CUSIP: 31418FC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12439045 | PA      | $12073314.35   | 0.00%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79582432 | PA      | $80325572.56   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5471                      | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46491394 | PA      | $47520263.00   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5497                      | CUSIP: 31418FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39246593 | PA      | $39588548.60   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5498                      | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24221176 | PA      | $24757197.94   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5552                      | CUSIP: 31418FE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84438746 | PA      | $83766976.81   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5553                      | CUSIP: 31418FE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     779988 | PA      | $786783.65     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5557                      | CUSIP: 31418FE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     261961 | PA      | $261655.32     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5528                      | CUSIP: 31418FEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4223938 | PA      | $3981354.06    | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     720312 | PA      | $698908.78     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5530                      | CUSIP: 31418FEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89672597 | PA      | $88959188.54   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36780333 | PA      | $37100799.71   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5550                      | CUSIP: 31418FEY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29716380 | PA      | $28009747.72   | 0.01%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5551                      | CUSIP: 31418FEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1102831 | PA      | $1070060.90    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5584                      | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1126956 | PA      | $1093469.70    | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5585                      | CUSIP: 31418FF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20352704 | PA      | $20190784.26   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5586                      | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18908012 | PA      | $19072757.41   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5561                      | CUSIP: 31418FFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27306488 | PA      | $27160690.95   | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26796432 | PA      | $27077306.92   | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69315383 | PA      | $68763930.89   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40816956 | PA      | $41172594.48   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5645                      | CUSIP: 31418FHX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19955625 | PA      | $19796863.90   | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5673                      | CUSIP: 31418FJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27506369 | PA      | $27746031.73   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5674                      | CUSIP: 31418FJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43629348 | PA      | $44584651.52   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11963765 | PA      | $12515489.65   | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26343702 | PA      | $26920520.72   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5702                      | CUSIP: 31418FKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88600061 | PA      | $91598402.34   | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5710                      | CUSIP: 31418FKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34827567 | PA      | $34786892.34   | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5722                      | CUSIP: 31418FLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     501690 | PA      | $486050.50     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5736                      | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43576818 | PA      | $44530971.56   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5754                      | CUSIP: 31418FMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9822685 | PA      | $9516482.09    | 0.00%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5759                      | CUSIP: 31418FMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15930234 | PA      | $15803498.29   | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5761                      | CUSIP: 31418FMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35170979 | PA      | $35942454.57   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5793                      | CUSIP: 31418FNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77530354 | PA      | $79252178.75   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750744 | PA      | $764839.10     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0009                      | CUSIP: 31418MAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165024 | PA      | $174137.89     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0095                      | CUSIP: 31418MC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450257 | PA      | $475207.25     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0679                      | CUSIP: 31418MXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49986 | PA      | $51898.58      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     386670 | PA      | $401979.44     | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2753497 | PA      | $2758732.34    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     830293 | PA      | $831849.00     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1322146 | PA      | $1324626.93    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247635 | PA      | $252306.77     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3131                      | CUSIP: 31418QPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553747 | PA      | $564211.50     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78355 | PA      | $81636.45      | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74596 | PA      | $77372.72      | 0.00%             | 2040-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3793                      | CUSIP: 31418RGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     541763 | PA      | $551804.15     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                      | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1260443 | PA      | $1284207.39    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4150                      | CUSIP: 31418RTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32010 | PA      | $32100.94      | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4333                      | CUSIP: 31418RY70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62967 | PA      | $64136.43      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4511                      | CUSIP: 31418SAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     936001 | PA      | $937610.53     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD5525                      | CUSIP: 31418TD79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92313 | PA      | $94044.85      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7111                      | CUSIP: 31418U3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384724 | PA      | $392004.03     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2266293 | PA      | $2309231.98    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                      | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     433544 | PA      | $434315.99     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1996141 | PA      | $2033726.54    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1519163 | PA      | $1521918.41    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1209340 | PA      | $1232217.38    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6926                      | CUSIP: 31418UVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753762 | PA      | $755292.44     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6943                      | CUSIP: 31418UWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289912 | PA      | $295372.60     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8038                      | CUSIP: 31418V4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59988 | PA      | $61128.73      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150164 | PA      | $152997.71     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1023046 | PA      | $1042350.02    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7791                      | CUSIP: 31418VUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1416208 | PA      | $1384157.43    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8373                      | CUSIP: 31418WJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8800 | PA      | $8816.88       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3252051 | PA      | $3257443.33    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891238 | PA      | $908094.56     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                      | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109712 | PA      | $113878.92     | 0.00%             | 2040-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0822                      | CUSIP: 31419A4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1265252 | PA      | $1267393.89    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0061                      | CUSIP: 31419AB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448255 | PA      | $473832.64     | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8716842 | PA      | $8534056.32    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1545239 | PA      | $1548039.84    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1401992 | PA      | $1428394.61    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5607418 | PA      | $5491875.84    | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3310409 | PA      | $3237147.53    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0518                      | CUSIP: 31419ASG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1560 | PA      | $1555.44       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0570                      | CUSIP: 31419AT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     411005 | PA      | $417211.29     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0627                      | CUSIP: 31419AVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5528 | PA      | $5511.00       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2560500 | PA      | $2504842.60    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8125573 | PA      | $7940078.76    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                      | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2132256 | PA      | $2135777.66    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1526                      | CUSIP: 31419BVU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266779 | PA      | $267195.79     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1529                      | CUSIP: 31419BVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        248 | PA      | $247.17        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1806                      | CUSIP: 31419CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        673 | PA      | $670.78        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1857                      | CUSIP: 31419CB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172548 | PA      | $175645.74     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1011232 | PA      | $1012990.87    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4369                      | CUSIP: 31419E2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     121511 | PA      | $118916.02     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3700                      | CUSIP: 31419EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     909830 | PA      | $895038.59     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4309                      | CUSIP: 31419EYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694002 | PA      | $678310.10     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4559                      | CUSIP: 31419FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240990 | PA      | $241337.92     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4577                      | CUSIP: 31419FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1543 | PA      | $1537.89       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4995                      | CUSIP: 31419FRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     515157 | PA      | $503722.23     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     872671 | PA      | $874116.38     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5486                      | CUSIP: 31419GCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        958 | PA      | $955.28        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5487                      | CUSIP: 31419GCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10679 | PA      | $10646.21      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116238 | PA      | $120405.69     | 0.00%             | 2040-12-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6061                      | CUSIP: 31419GWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3007142 | PA      | $3011896.25    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6134                      | CUSIP: 31419GY81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2128 | PA      | $2121.46       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                      | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149994 | PA      | $155748.99     | 0.00%             | 2040-10-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6383                      | CUSIP: 31419HCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271029 | PA      | $276206.26     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84514 | PA      | $87728.69      | 0.00%             | 2040-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     121046 | PA      | $125832.51     | 0.00%             | 2040-10-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223812 | PA      | $233743.43     | 0.00%             | 2041-06-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     188118 | PA      | $195590.71     | 0.00%             | 2040-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                      | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     643722 | PA      | $655986.49     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1907056 | PA      | $1910106.16    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7758                      | CUSIP: 31419JTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53665 | PA      | $53498.49      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7929                      | CUSIP: 31419JY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        156 | PA      | $155.20        | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8709                      | CUSIP: 31419KVB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1747 | PA      | $1741.33       | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8728                      | CUSIP: 31419KVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        871 | PA      | $868.10        | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                      | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50302 | PA      | $52227.17      | 0.00%             | 2040-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9743                      | CUSIP: 31419LZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1226 | PA      | $1221.95       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX0790                      | CUSIP: 31425U2Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     881248 | PA      | $855062.61     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX1608                      | CUSIP: 31425VYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197822 | PA      | $192191.00     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QY5801                      | CUSIP: 31426QNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5971465 | PA      | $5923957.34    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QZ3304                      | CUSIP: 31427AU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35680000 | PA      | $36094016.45   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0810                      | CUSIP: 31427M3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9698035 | PA      | $9810569.72    | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0885                      | CUSIP: 31427M6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26399008 | PA      | $27350337.98   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0291                      | CUSIP: 31427MKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37881514 | PA      | $38803474.38   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0392                      | CUSIP: 31427MNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17071663 | PA      | $17527619.66   | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0429                      | CUSIP: 31427MPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6763153 | PA      | $7143670.12    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0455                      | CUSIP: 31427MQH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10811373 | PA      | $8827140.10    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14519975 | PA      | $14969490.69   | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0628                      | CUSIP: 31427MVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40577675 | PA      | $41487086.13   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0655                      | CUSIP: 31427MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26557995 | PA      | $27198366.60   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0659                      | CUSIP: 31427MWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26283391 | PA      | $27384355.07   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0747                      | CUSIP: 31427MZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27928293 | PA      | $29078522.13   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1669                      | CUSIP: 31427N2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40853591 | PA      | $42287514.88   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1701                      | CUSIP: 31427N3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46375775 | PA      | $46779847.23   | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43458795 | PA      | $44563152.29   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1133                      | CUSIP: 31427NHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27866915 | PA      | $28248618.86   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1179                      | CUSIP: 31427NJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32857805 | PA      | $33144094.84   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1235                      | CUSIP: 31427NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31853721 | PA      | $32008427.83   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1254                      | CUSIP: 31427NMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41088012 | PA      | $42347191.61   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1372                      | CUSIP: 31427NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20649657 | PA      | $21243765.81   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27584417 | PA      | $28789445.25   | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35886308 | PA      | $37117010.62   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1398                      | CUSIP: 31427NRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38588321 | PA      | $38281323.72   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1594                      | CUSIP: 31427NXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21435474 | PA      | $21747036.87   | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1802                      | CUSIP: 31427PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57499008 | PA      | $59261117.03   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1867                      | CUSIP: 31427PCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78522777 | PA      | $79820405.14   | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1897                      | CUSIP: 31427PDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39978060 | PA      | $40510663.33   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2066                      | CUSIP: 31427PJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   85616256 | PA      | $88460779.27   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2156                      | CUSIP: 31427PME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39338440 | PA      | $40620838.24   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5666000 | PA      | $5560885.67    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCJ3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5487000 | PA      | $5464521.38    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCK0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    8687000 | PA      | $7754874.62    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $5098625.93    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   12030000 | PA      | $10933326.87   | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    9860000 | PA      | $7366842.38    | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2499000 | PA      | $2271957.29    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   21381000 | PA      | $18562614.46   | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   16666000 | PA      | $14033355.09   | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   11345000 | PA      | $9285322.83    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   15406000 | PA      | $11760157.32   | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   17655000 | PA      | $16182740.10   | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0005                      | CUSIP: 3142GQAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15963958 | PA      | $16550345.68   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17253034 | PA      | $17961040.33   | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0150                      | CUSIP: 3142GQEY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265431 | PA      | $250560.79     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0201                      | CUSIP: 3142GQGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8798921 | PA      | $9166117.95    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0211                      | CUSIP: 3142GQGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9324974 | PA      | $9790704.14    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0319                      | CUSIP: 3142GQK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24123312 | PA      | $25499414.79   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0538                      | CUSIP: 3142GQS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15211708 | PA      | $15947679.05   | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0530                      | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15335814 | PA      | $15899129.19   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16508146 | PA      | $17364878.79   | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18805661 | PA      | $19878420.02   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1787                      | CUSIP: 3142GR6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28005988 | PA      | $29345394.11   | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1790                      | CUSIP: 3142GR7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26954998 | PA      | $28132529.31   | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0934                      | CUSIP: 3142GRBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15473194 | PA      | $15966725.96   | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14877438 | PA      | $15030311.15   | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1061                      | CUSIP: 3142GRFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19092866 | PA      | $19438218.17   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1265                      | CUSIP: 3142GRMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23503794 | PA      | $23774686.52   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1343                      | CUSIP: 3142GRP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10614658 | PA      | $10953222.13   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16195382 | PA      | $16851003.86   | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12978267 | PA      | $13327328.79   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1516                      | CUSIP: 3142GRVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27357807 | PA      | $27792809.60   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1520                      | CUSIP: 3142GRVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27329658 | PA      | $28261146.13   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1527                      | CUSIP: 3142GRVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65687673 | PA      | $67269655.14   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2611                      | CUSIP: 3142GS3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42979614 | PA      | $43461544.92   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37723253 | PA      | $38169821.27   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2694                      | CUSIP: 3142GS7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20072444 | PA      | $20404150.92   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1952                      | CUSIP: 3142GSE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32431482 | PA      | $33089046.08   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36070448 | PA      | $36939147.50   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1981                      | CUSIP: 3142GSFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38458877 | PA      | $40102901.70   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2091                      | CUSIP: 3142GSKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4973539 | PA      | $5021536.14    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32131780 | PA      | $33595707.50   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2288                      | CUSIP: 3142GSRJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35441018 | PA      | $35175674.49   | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2422                      | CUSIP: 3142GSVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37247868 | PA      | $37665528.66   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2736                      | CUSIP: 3142GTBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20450720 | PA      | $20492527.08   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2739                      | CUSIP: 3142GTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30745257 | PA      | $30721638.98   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2747                      | CUSIP: 3142GTBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22081945 | PA      | $22419257.59   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2752                      | CUSIP: 3142GTBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37180137 | PA      | $38226605.83   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27065242 | PA      | $27019076.41   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2841                      | CUSIP: 3142GTEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5482211 | PA      | $5438596.48    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3049                      | CUSIP: 3142GTL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21195765 | PA      | $21991049.54   | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3101                      | CUSIP: 3142GTNT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21419890 | PA      | $22183256.33   | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3254                      | CUSIP: 3142GTTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35809650 | PA      | $36401422.76   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                      | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29494374 | PA      | $29981783.42   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35793574 | PA      | $36351524.19   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3654                      | CUSIP: 3142GUBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37415701 | PA      | $38305106.14   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26346750 | PA      | $27281585.11   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3970                      | CUSIP: 3142GUMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46891212 | PA      | $48668933.11   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3985                      | CUSIP: 3142GUNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34466647 | PA      | $34971600.35   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3998                      | CUSIP: 3142GUNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23821391 | PA      | $24304381.66   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4046                      | CUSIP: 3142GUP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39439310 | PA      | $40949618.88   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4032                      | CUSIP: 3142GUPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43127029 | PA      | $45008001.45   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4035                      | CUSIP: 3142GUPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21584114 | PA      | $22144402.62   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4138                      | CUSIP: 3142GUS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15467323 | PA      | $15834100.02   | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4544                      | CUSIP: 3142GVBN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62210799 | PA      | $64122169.90   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4595                      | CUSIP: 3142GVC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44533515 | PA      | $46684239.31   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4652                      | CUSIP: 3142GVE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63338553 | PA      | $64844167.64   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4723                      | CUSIP: 3142GVG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81137187 | PA      | $85170524.78   | 0.02%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4839                      | CUSIP: 3142GVLV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39400000 | PA      | $39795619.34   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0028                      | CUSIP: 3142J6A60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91905031 | PA      | $93924561.50   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0011                      | CUSIP: 3142J6AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16664700 | PA      | $16169520.29   | 0.00%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0013                      | CUSIP: 3142J6AP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13617139 | PA      | $13735785.43   | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0014                      | CUSIP: 3142J6AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58172224 | PA      | $59445957.25   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0039                      | CUSIP: 3142J6BH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1987749 | PA      | $1971935.26    | 0.00%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0041                      | CUSIP: 3142J6BK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43423810 | PA      | $44388183.63   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0042                      | CUSIP: 3142J6BL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58547289 | PA      | $60546901.44   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0049                      | CUSIP: 3142J6BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82848938 | PA      | $83577271.08   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | FEDEX 2020-1                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16582504 | PA      | $14350312.86   | 0.00%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $9987214.83    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4522404.81    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1865443.35    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    8578000 | PA      | $8405121.26    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $7013261.24    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   21421000 | PA      | $19051647.32   | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   10911000 | PA      | $8216821.29    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    9735000 | PA      | $9779000.25    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   12931000 | PA      | $12270066.05   | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    4759000 | PA      | $4216865.67    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $7489605.28    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   18638000 | PA      | $23061298.96   | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   22169000 | PA      | $22066660.25   | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   18580000 | PA      | $18142809.28   | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   10362000 | PA      | $10071536.54   | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4179000 | PA      | $4165102.70    | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   13018000 | PA      | $13160195.89   | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16935000 | PA      | $17841861.25   | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   13720000 | PA      | $14378871.03   | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   11385000 | PA      | $11567654.07   | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $8120145.21    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A3                | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5413853 | PA      | $5463693.61    | 0.00%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1405000 | PA      | $1434685.96    | 0.00%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    2761000 | PA      | $2670420.28    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   11343000 | PA      | $9883195.19    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7821353.50    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                  | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   11035000 | PA      | $11357463.04   | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | FIRST MERIT BANK               | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5724335.37    | 0.00%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3812224.13    | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | FIRST HORIZON                  | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $8069743.39    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $3196886.59    | 0.00%             | 2035-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $8100988.13    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $5170696.24    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5487082.86    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13948913.74   | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   58139000 | PA      | $56495097.62   | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   31944000 | PA      | $26360549.19   | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   14267000 | PA      | $13863126.25   | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   15234000 | PA      | $14107980.52   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9099000 | PA      | $9553273.79    | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   15759000 | PA      | $16289251.96   | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   14120000 | PA      | $14317567.23   | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   15810000 | PA      | $16000231.22   | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7236000 | PA      | $7263379.42    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13619000 | PA      | $13766559.73   | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   12329000 | PA      | $12259093.44   | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    8051000 | PA      | $7125533.64    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   12921000 | PA      | $11995325.11   | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   19833000 | PA      | $13820166.64   | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   13365000 | PA      | $12015024.84   | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   11965000 | PA      | $12096953.71   | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    5136000 | PA      | $5186665.91    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    9175000 | PA      | $9416297.02    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $5403308.75    | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3018000 | PA      | $3069698.72    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3618874.86    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   10796000 | PA      | $11730621.35   | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7747000 | PA      | $8374142.22    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1983598.86    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $3177695.33    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   19387000 | PA      | $16898048.18   | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9514000 | PA      | $8222086.62    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   10818000 | PA      | $8952995.45    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $4820668.05    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   14144000 | PA      | $11028748.73   | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   15799000 | PA      | $12840657.56   | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $8139256.73    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   17435000 | PA      | $12147607.42   | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   27561000 | PA      | $17836137.92   | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   17489000 | PA      | $15706587.70   | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $6121138.00    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9440000 | PA      | $9257566.37    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7371000 | PA      | $7452825.81    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   13535000 | PA      | $13784314.02   | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9396000 | PA      | $9561987.32    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    8415000 | PA      | $8732352.37    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4926000 | PA      | $5141982.66    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   13145000 | PA      | $13443610.33   | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3486148.80    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4182000 | PA      | $4401814.40    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10592000 | PA      | $11774874.79   | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   12052000 | PA      | $13530976.38   | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2632029.56    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2354598.64    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   13800000 | PA      | $13286898.06   | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   16985000 | PA      | $15538560.80   | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FL ST BRD ADMIN FIN-A          | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   13500000 | PA      | $14065277.40   | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    6067000 | PA      | $6011770.78    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    6795000 | PA      | $6031659.99    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |       1500 | PA      | $1096.22       | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A3                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1426785 | PA      | $1430634.01    | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A4                | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1309449.70    | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A3                | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2847903 | PA      | $2868627.78    | 0.00%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  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        |     800000 | PA      | $811998.64     | 0.00%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A3                | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5165732 | PA      | $5220549.65    | 0.00%             | 2028-09-15      | Fixed         | 5.53%                 | 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        |    2150000 | PA      | $2201824.68    | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7150000 | PA      | $5750376.78    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2200000 | PA      | $1695258.18    | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A3                | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2019905.00    | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $910806.66     | 0.00%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-A                                              | FORDO 2022-A A4                | CUSIP: 345286AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     507407 | PA      | $505009.53     | 0.00%             | 2027-05-15      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    9200000 | PA      | $9201210.72    | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | 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        |    7000000 | PA      | $7098708.40    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A3                | CUSIP: 34529NAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     164548 | PA      | $164647.03     | 0.00%             | 2026-10-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A4                | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800000 | PA      | $1803518.46    | 0.00%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B B                 | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1308028.02    | 0.00%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A3                | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8118019.20    | 0.00%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1276341.38    | 0.00%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $3509259.53    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   18010000 | PA      | $10409966.65   | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B A4                | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3086825.03    | 0.00%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B A3                | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8130000 | PA      | $8127782.14    | 0.00%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                              | FORDL 2025-B A3                | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12054024.00   | 0.00%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                              | FORDL 2025-B A4                | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4521700.80    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A4                | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075693 | PA      | $1075145.95    | 0.00%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A3                | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     586410 | PA      | $586471.83     | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A4                | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4725000 | PA      | $4737040.25    | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A3                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7582451.25    | 0.00%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6430000 | PA      | $6557127.53    | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1618000 | PA      | $1752400.61    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2544765.41    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   36424000 | PA      | $29042567.23   | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3427000 | PA      | $3412984.90    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $2179727.20    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   35455000 | PA      | $30964859.47   | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2091797.66    | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15057000 | PA      | $14939101.24   | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15457000 | PA      | $15206047.34   | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   31726000 | PA      | $29482588.70   | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8253000 | PA      | $7845251.15    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2039538.81    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6211000 | PA      | $5754210.54    | 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        |   15790000 | PA      | $15767611.59   | 0.00%             | 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        |    9794000 | PA      | $10215455.43   | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   18115000 | PA      | $19387124.50   | 0.01%             | 2030-03-06      | 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        |    9485000 | PA      | $9848691.49    | 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        |   22798000 | PA      | $24365638.56   | 0.01%             | 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        |   26948000 | PA      | $28143310.93   | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   26234000 | PA      | $28050423.96   | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5277000 | PA      | $5332401.15    | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8304000 | PA      | $8499662.41    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   14435000 | PA      | $14650475.46   | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4494000 | PA      | $4516022.49    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   17918000 | PA      | $18144215.70   | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   22170000 | PA      | $22248127.29   | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   36254000 | PA      | $36156181.12   | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   36038000 | PA      | $36815992.19   | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   28190000 | PA      | $28680002.80   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1689586.22    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     620000 | PA      | $630695.65     | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6985703.40    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10789113.48   | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11852000 | PA      | $11563426.62   | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   23321000 | PA      | $23157357.77   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    6748000 | PA      | $6671418.79    | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    7695000 | PA      | $6858370.38    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $5957537.87    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   13455000 | PA      | $12881559.60   | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3312578.77    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    4506000 | PA      | $3695863.55    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $10031160.56   | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   77104000 | PA      | $78102259.68   | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   14047000 | PA      | $14102964.98   | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   20996000 | PA      | $20441132.60   | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10636000 | PA      | $10297551.20   | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $7762159.98    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   31385000 | PA      | $38125828.53   | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   17856000 | PA      | $17813869.33   | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    5576000 | PA      | $4267248.85    | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp                                                        | FRANKLIN BSP CAP               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4009744.92    | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   21099000 | PA      | $18431638.00   | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    6853000 | PA      | $4367785.98    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   25601000 | PA      | $24615797.34   | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    9420000 | PA      | $9658696.40    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6224000 | PA      | $6226297.58    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11041019.58   | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    7642000 | PA      | $7596920.49    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   11959000 | PA      | $11835184.56   | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   10842000 | PA      | $10823256.07   | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   10799000 | PA      | $10700279.63   | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1618639.51    | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4201705.12    | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   14206000 | PA      | $14127142.70   | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    7278000 | PA      | $7146902.68    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   10653000 | PA      | $10718454.90   | 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        |    6817000 | PA      | $6899108.06    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4084971.51    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1604000 | PA      | $1399432.18    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    8017000 | PA      | $5172249.20    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6765000 | PA      | $6276772.84    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6237551.19    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     280000 | PA      | $300042.33     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    9440000 | PA      | $10626201.17   | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1706953.66    | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $17314766.01   | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $5036731.29    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE CAP FUNDING                 | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   11733000 | PA      | $11860461.81   | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                      | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1314716 | PA      | $1307177.06    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762904                      | CUSIP: 36176DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472977 | PA      | $471731.18     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770470                      | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2041365 | PA      | $2035830.45    | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770559                      | CUSIP: 36176MZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1496937 | PA      | $1451761.66    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771479                      | CUSIP: 36176N2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $391.65        | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3014863 | PA      | $2849522.70    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778795                      | CUSIP: 36176W7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1325011 | PA      | $1252345.70    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778591                      | CUSIP: 36176WXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8305 | PA      | $8283.35       | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778613                      | CUSIP: 36176WYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1480609 | PA      | $1435000.75    | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     822714 | PA      | $777396.56     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778881                      | CUSIP: 36176XCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        490 | PA      | $475.06        | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2819586 | PA      | $2663597.93    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3002789 | PA      | $2837387.09    | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778974                      | CUSIP: 36176XFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     530194 | PA      | $501245.70     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     597187 | PA      | $550223.23     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779242                      | CUSIP: 36176XP37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     901177 | PA      | $851105.39     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779398                      | CUSIP: 36176XUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1653125 | PA      | $1557770.91    | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268465 | PA      | $245881.99     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1704179 | PA      | $1561968.23    | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1742093 | PA      | $1642011.97    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8386                      | CUSIP: 36178GJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1265774 | PA      | $1221507.12    | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2890                      | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49839 | PA      | $45901.86      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1553694 | PA      | $1430423.00    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2414974 | PA      | $2279640.99    | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5966                      | CUSIP: 36178STX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33988 | PA      | $33657.09      | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3085755 | PA      | $2836655.80    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306054 | PA      | $281453.08     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6092196 | PA      | $5602500.49    | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9211                      | CUSIP: 36178WGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1081771 | PA      | $1019876.17    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4322474 | PA      | $3872884.26    | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2337831 | PA      | $2154746.04    | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6604803 | PA      | $6246200.30    | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0851                      | CUSIP: 36179M5L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3004396 | PA      | $2768167.02    | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9528309 | PA      | $9009033.42    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                      | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405851 | PA      | $415377.78     | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0025                      | CUSIP: 36179MA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     885051 | PA      | $899986.50     | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0007                      | CUSIP: 36179MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     506181 | PA      | $501558.71     | 0.00%             | 2027-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6750739 | PA      | $6399174.12    | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5454281 | PA      | $5301185.88    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2425754 | PA      | $2356990.38    | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0091                      | CUSIP: 36179MC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612038 | PA      | $622199.14     | 0.00%             | 2042-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0073                      | CUSIP: 36179MCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413200 | PA      | $409306.18     | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0088                      | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15662843 | PA      | $14843730.80   | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0153                      | CUSIP: 36179ME22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2650065 | PA      | $2445237.85    | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11496304 | PA      | $10889902.65   | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1549344 | PA      | $1505420.87    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0156                      | CUSIP: 36179ME55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168699 | PA      | $168337.81     | 0.00%             | 2042-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     443229 | PA      | $450661.87     | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376278 | PA      | $371726.25     | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0139                      | CUSIP: 36179MEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347487 | PA      | $344212.47     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0219                      | CUSIP: 36179MG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2826723 | PA      | $2609363.50    | 0.00%             | 2042-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14050226 | PA      | $13306211.55   | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1032397 | PA      | $1002976.59    | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0204                      | CUSIP: 36179MGM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635422 | PA      | $627464.34     | 0.00%             | 2027-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11070758 | PA      | $10217022.49   | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12491788 | PA      | $11827597.01   | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561971 | PA      | $545863.48     | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                      | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275118 | PA      | $289065.15     | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6400820 | PA      | $5906277.10    | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22881307 | PA      | $21659717.53   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0461                      | CUSIP: 36179MQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1667708 | PA      | $1538370.11    | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23341574 | PA      | $22090028.98   | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1333421 | PA      | $1295006.30    | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6105516 | PA      | $5632312.35    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1684542 | PA      | $1635549.08    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23590498 | PA      | $21749264.77   | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6037028 | PA      | $5711949.63    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0626                      | CUSIP: 36179MVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     630694 | PA      | $612429.65     | 0.00%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322006 | PA      | $328774.16     | 0.00%             | 2042-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0697                      | CUSIP: 36179MX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5816295 | PA      | $5213840.10    | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35654388 | PA      | $32872625.83   | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8797239 | PA      | $8323476.08    | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1015340 | PA      | $1000301.10    | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1676                      | CUSIP: 36179N2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603558 | PA      | $554568.69     | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2028706 | PA      | $1912605.41    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     618498 | PA      | $598862.39     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3428537 | PA      | $3416255.10    | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1680                      | CUSIP: 36179N2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     974363 | PA      | $991189.51     | 0.00%             | 2044-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5205621 | PA      | $5186974.70    | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1763                      | CUSIP: 36179N5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     834876 | PA      | $849159.57     | 0.00%             | 2044-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7132916 | PA      | $6569672.86    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9910063 | PA      | $9367956.78    | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19958513 | PA      | $18369845.05   | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13170973 | PA      | $12393718.51   | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2159374 | PA      | $1987004.96    | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2561445 | PA      | $2420211.07    | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     852031 | PA      | $837748.71     | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276168 | PA      | $272824.67     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                      | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737517 | PA      | $754130.51     | 0.00%             | 2043-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10983084 | PA      | $10099694.05   | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25996599 | PA      | $24567927.66   | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2653380 | PA      | $2576937.40    | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29031078 | PA      | $26695356.23   | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5967198 | PA      | $5635399.23    | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     775427 | PA      | $751892.26     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15087119 | PA      | $13867204.52   | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6520450 | PA      | $6154666.10    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1288                      | CUSIP: 36179NND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561222 | PA      | $570931.30     | 0.00%             | 2043-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1240312 | PA      | $1139981.12    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1784798 | PA      | $1684563.50    | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15549496 | PA      | $15061866.57   | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1921184 | PA      | $1915296.06    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120631 | PA      | $110866.65     | 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        |    3774401 | PA      | $3656063.05    | 0.00%             | 2043-11-20      | 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        |    8849406 | PA      | $8569701.86    | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     508715 | PA      | $507185.96     | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1603                      | CUSIP: 36179NX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500947 | PA      | $509606.08     | 0.00%             | 2044-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1634                      | CUSIP: 36179NY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26036 | PA      | $26576.74      | 0.00%             | 2043-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1635                      | CUSIP: 36179NY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     470012 | PA      | $480904.88     | 0.00%             | 2044-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6205053 | PA      | $5668696.49    | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7045014 | PA      | $6622346.96    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7238055 | PA      | $7000568.08    | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3125757 | PA      | $2854034.06    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20196117 | PA      | $18976197.11   | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9516403 | PA      | $9204107.82    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3837351 | PA      | $3825350.98    | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4067419 | PA      | $3832100.59    | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1128230 | PA      | $1092266.46    | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1712739 | PA      | $1707410.10    | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1841                      | CUSIP: 36179QBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1245072 | PA      | $1266592.02    | 0.00%             | 2044-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1274664 | PA      | $1270768.75    | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542556 | PA      | $525256.77     | 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        |    2423387 | PA      | $2345791.53    | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1998                      | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     979627 | PA      | $996256.22     | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676724 | PA      | $665680.96     | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4197175 | PA      | $3950155.51    | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3229035 | PA      | $3124776.30    | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2076                      | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     803009 | PA      | $816848.86     | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2119                      | CUSIP: 36179QK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421969 | PA      | $414953.00     | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1996750 | PA      | $1833151.90    | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8605044 | PA      | $8097217.08    | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2454220 | PA      | $2374663.83    | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1331129 | PA      | $1218240.62    | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27201225 | PA      | $26315903.66   | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2226                      | CUSIP: 36179QPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1058350 | PA      | $1076526.53    | 0.00%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225468 | PA      | $221581.01     | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1670290 | PA      | $1663565.75    | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2306                      | CUSIP: 36179QR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1216869 | PA      | $1238126.49    | 0.00%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2302                      | CUSIP: 36179QRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5797337 | PA      | $5322369.57    | 0.00%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6671604 | PA      | $6275214.91    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6017431 | PA      | $5819988.07    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3038773 | PA      | $2857584.43    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1703305 | PA      | $1647193.80    | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4990076 | PA      | $4962874.79    | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2374                      | CUSIP: 36179QT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237557 | PA      | $241673.42     | 0.00%             | 2044-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1800956 | PA      | $1768818.67    | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6144012 | PA      | $5616188.93    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14198834 | PA      | $13349526.50   | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8794463 | PA      | $8504757.81    | 0.00%             | 2044-12-20      | 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        |     816763 | PA      | $746154.22     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5408360 | PA      | $5083827.82    | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5177805 | PA      | $5007248.20    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7329807 | PA      | $6648547.31    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21944548 | PA      | $20490493.04   | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8078490 | PA      | $7789353.10    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                      | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1039935 | PA      | $1035892.61    | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279718 | PA      | $273584.79     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9408176 | PA      | $8784786.55    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15592697 | PA      | $15034618.36   | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3599                      | CUSIP: 36179R7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4373621 | PA      | $4349780.64    | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79234 | PA      | $72324.07      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16557685 | PA      | $15554325.46   | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2633785 | PA      | $2625543.26    | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11933373 | PA      | $11205611.30   | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3541286 | PA      | $3422255.11    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3245187 | PA      | $3227497.55    | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4650011 | PA      | $4240703.32    | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10594774 | PA      | $9946631.13    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2670982 | PA      | $2580516.61    | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3565010 | PA      | $3551583.86    | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1021088 | PA      | $1001066.56    | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26286199 | PA      | $23965377.27   | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21017760 | PA      | $19728131.51   | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5675883 | PA      | $5481509.21    | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6099483 | PA      | $5558931.15    | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18549899 | PA      | $17407815.12   | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7062343 | PA      | $6818739.87    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269042 | PA      | $267575.24     | 0.00%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2288152 | PA      | $2085299.91    | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13929447 | PA      | $13068777.37   | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10334293 | PA      | $9976419.89    | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22236659 | PA      | $20858570.90   | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12988832 | PA      | $12537240.15   | 0.00%             | 2045-10-20      | 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        |   16421494 | PA      | $14960729.68   | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2498055 | PA      | $2265876.37    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7901018 | PA      | $7377493.16    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7688496 | PA      | $7420275.56    | 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        |    1440746 | PA      | $1306837.21    | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14122358 | PA      | $13186605.33   | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14897419 | PA      | $14364225.17   | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3830155 | PA      | $3474165.42    | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19929789 | PA      | $18609232.95   | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5586174 | PA      | $5386239.41    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19859790 | PA      | $18543872.43   | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1573910 | PA      | $1517578.03    | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2260334 | PA      | $2248012.94    | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3838498 | PA      | $3479333.94    | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4421549 | PA      | $4118903.12    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14615704 | PA      | $14065189.19   | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2702921 | PA      | $2664506.06    | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2666997 | PA      | $2417449.67    | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19097075 | PA      | $17789920.14   | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23278603 | PA      | $22401790.72   | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1203569 | PA      | $1195127.72    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7492986 | PA      | $6796559.71    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37328630 | PA      | $34855220.43   | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3022531 | PA      | $2914351.19    | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33774912 | PA      | $30635743.24   | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26336672 | PA      | $24591593.42   | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2389321 | PA      | $2302311.20    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3738                      | CUSIP: 36179SEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2580929 | PA      | $2571014.45    | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14691138 | PA      | $13316506.30   | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36072178 | PA      | $33682020.85   | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1256825 | PA      | $1211056.74    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3805                      | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435700 | PA      | $433324.53     | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17888551 | PA      | $16214740.75   | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1952103 | PA      | $1822755.55    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3876                      | CUSIP: 36179SJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2263584 | PA      | $2254878.90    | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1159401 | PA      | $1120986.27    | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2399460 | PA      | $2105670.80    | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13012393 | PA      | $11794839.40   | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9907405 | PA      | $9238552.44    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                      | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3345132 | PA      | $3223315.76    | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19290574 | PA      | $17485578.38   | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15988249 | PA      | $14908875.67   | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11636853 | PA      | $10211816.47   | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12734830 | PA      | $11543247.46   | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7741721 | PA      | $7219073.86    | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4070                      | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603550 | PA      | $581571.32     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9434915 | PA      | $8273813.14    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   82106707 | PA      | $74424081.06   | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4127                      | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3608178 | PA      | $3364588.73    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     700874 | PA      | $675350.54     | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62790665 | PA      | $56915418.23   | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5515770 | PA      | $5138227.50    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9921099 | PA      | $9553611.28    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9247875 | PA      | $8382562.47    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18755457 | PA      | $18049014.25   | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3275727 | PA      | $2969221.21    | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28811221 | PA      | $26839153.01   | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14790419 | PA      | $14233323.15   | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2736708 | PA      | $2719224.15    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18140926 | PA      | $17378263.12   | 0.00%             | 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        |   16827076 | PA      | $16666991.77   | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5697856 | PA      | $5293604.63    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26081386 | PA      | $24984898.04   | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15925760 | PA      | $15759320.05   | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5400                      | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1360642 | PA      | $1378320.29    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5034794 | PA      | $4563694.59    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17968530 | PA      | $16721776.34   | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4539725 | PA      | $4368731.68    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606751 | PA      | $602496.03     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7638090 | PA      | $6911468.55    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26263399 | PA      | $24441102.10   | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10103223 | PA      | $9710046.26    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2127724 | PA      | $2112800.85    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10903670 | PA      | $10479343.06   | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4654                      | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1499262 | PA      | $1487809.82    | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18772822 | PA      | $16986939.49   | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34494962 | PA      | $32101515.69   | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2265609 | PA      | $2050079.11    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37339000 | PA      | $34724881.31   | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12381874 | PA      | $11900021.33   | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2116391 | PA      | $2100224.60    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4722                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     883184 | PA      | $900455.23     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8403255 | PA      | $7603842.68    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20332707 | PA      | $18909206.33   | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4779                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     883330 | PA      | $848954.30     | 0.00%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2142463 | PA      | $2126098.17    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17313121 | PA      | $15644460.07   | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53536194 | PA      | $49754643.45   | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4332512 | PA      | $4163908.41    | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1095055 | PA      | $1086690.59    | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16190641 | PA      | $14630165.96   | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28080699 | PA      | $26158634.31   | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5946928 | PA      | $5715497.16    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2653677 | PA      | $2633406.43    | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4935                      | CUSIP: 36179TPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381176 | PA      | $370761.34     | 0.00%             | 2033-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28585161 | PA      | $26566036.30   | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7696356 | PA      | $7387224.19    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4964                      | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1808975 | PA      | $1794026.26    | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5374166 | PA      | $4856196.96    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4755763 | PA      | $4418351.44    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     905450 | PA      | $898533.58     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11779989 | PA      | $10944223.47   | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43511 | PA      | $40424.22      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29825924 | PA      | $28627936.19   | 0.01%             | 2048-04-20      | 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        |   13356984 | PA      | $13238260.80   | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9165301 | PA      | $8517906.60    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6825440 | PA      | $6538491.41    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5179210 | PA      | $5133174.25    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     941607 | PA      | $874801.98     | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5265                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2566131 | PA      | $2541718.06    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11062393 | PA      | $9604213.49    | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4788937 | PA      | $4297442.49    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28257010 | PA      | $26137440.15   | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60377957 | PA      | $54105816.59   | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6285                      | CUSIP: 36179U6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17314516 | PA      | $16532488.10   | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5465                      | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8041888 | PA      | $7471333.19    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30612281 | PA      | $29325309.73   | 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        |    5812669 | PA      | $5751920.99    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5468                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3082840 | PA      | $3120967.94    | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7172866 | PA      | $6655000.52    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5478498 | PA      | $5546255.15    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1222849 | PA      | $1134562.19    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5595                      | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37234 | PA      | $35622.55      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5596                      | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6048744 | PA      | $5979858.06    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5650                      | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3516878 | PA      | $3265164.61    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2980913 | PA      | $2946965.04    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5713                      | CUSIP: 36179UK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1321848 | PA      | $1363411.77    | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5709                      | CUSIP: 36179UKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1433087 | PA      | $1333651.47    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5710                      | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10687 | PA      | $10224.77      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6346043 | PA      | $6267821.49    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9486856 | PA      | $8807854.56    | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7078539 | PA      | $6991288.97    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70745 | PA      | $67549.48      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19292231 | PA      | $19054434.91   | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5819                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505195 | PA      | $511443.00     | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10032323 | PA      | $9298605.42    | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4793983 | PA      | $4734891.95    | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5930                      | CUSIP: 36179UST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8432097 | PA      | $7807507.27    | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23826728 | PA      | $22750569.97   | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5933                      | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2643287 | PA      | $2675979.27    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5984                      | CUSIP: 36179UUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15231241 | PA      | $13763234.19   | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7009803 | PA      | $6490566.59    | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5987                      | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2758785 | PA      | $2724780.32    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17836716 | PA      | $16050702.57   | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23512382 | PA      | $21770751.67   | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                      | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1199991 | PA      | $1185199.79    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34992653 | PA      | $31445052.56   | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6090                      | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6551559 | PA      | $6060124.36    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66132608 | PA      | $59427998.12   | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5339445 | PA      | $4938930.84    | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5844340 | PA      | $5777781.46    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   95870452 | PA      | $79366602.80   | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7138                      | CUSIP: 36179V4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12362561 | PA      | $11408197.12   | 0.00%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132441445 | PA      | $109641994.54  | 0.03%             | 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        |   77774855 | PA      | $66988329.98   | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8438034 | PA      | $7283591.86    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   58271768 | PA      | $52218421.31   | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9790919 | PA      | $9056498.46    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6340                      | CUSIP: 36179VBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240323 | PA      | $229468.42     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15838554 | PA      | $14650497.99   | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40527443 | PA      | $36317399.21   | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17477140 | PA      | $16166172.97   | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23934517 | PA      | $21448167.85   | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14249176 | PA      | $13180339.56   | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44506125 | PA      | $38417059.52   | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65287899 | PA      | $58505706.95   | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6895772 | PA      | $6577852.50    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1261385 | PA      | $1224403.07    | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28899523 | PA      | $25888371.76   | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3352369 | PA      | $3200955.97    | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15640011 | PA      | $13490462.39   | 0.00%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92963285 | PA      | $83277086.71   | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11501809 | PA      | $10624676.39   | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6766                      | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41399708 | PA      | $37086114.66   | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4867981 | PA      | $4496747.23    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11282171 | PA      | $9357603.11    | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  150135789 | PA      | $129438699.34  | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63517105 | PA      | $56899016.81   | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2869283 | PA      | $2650470.43    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  130290767 | PA      | $107902265.80  | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62680959 | PA      | $54066144.78   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6906                      | CUSIP: 36179VU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1464774 | PA      | $1399913.82    | 0.00%             | 2035-10-20      | 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        |     669240 | PA      | $619039.82     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  126707908 | PA      | $104895470.73  | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   46288286 | PA      | $39897535.64   | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340870 | PA      | $314875.20     | 0.00%             | 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        |  172321275 | PA      | $142656615.79  | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  143316522 | PA      | $118611362.07  | 0.03%             | 2050-12-20      | 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        |  155483764 | PA      | $133968449.66  | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7986                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4941208 | PA      | $4091363.72    | 0.00%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  144546643 | PA      | $124533480.64  | 0.03%             | 2052-04-20      | 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        |   72911672 | PA      | $65160927.90   | 0.02%             | 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        |   51104344 | PA      | $46939605.87   | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73813576 | PA      | $70139475.61   | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8041                      | CUSIP: 36179W5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3130521 | PA      | $2592098.85    | 0.00%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65831863 | PA      | $56737704.66   | 0.02%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8043                      | CUSIP: 36179W5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57157246 | PA      | $51081247.81   | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38166668 | PA      | $35056282.57   | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8045                      | CUSIP: 36179W5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8102495 | PA      | $7699189.91    | 0.00%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66686194 | PA      | $59612869.39   | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47374170 | PA      | $43409790.24   | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59032080 | PA      | $56093734.94   | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7253                      | CUSIP: 36179WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9569651 | PA      | $7590415.22    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  246108101 | PA      | $203741231.37  | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51725735 | PA      | $44551939.46   | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35823252 | PA      | $32068301.30   | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7310                      | CUSIP: 36179WDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27363091 | PA      | $21703741.68   | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  189899652 | PA      | $157208920.56  | 0.04%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  144654409 | PA      | $124592418.86  | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17089884 | PA      | $15282520.75   | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97075553 | PA      | $83612231.78   | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26761732 | PA      | $23921474.87   | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7369                      | CUSIP: 36179WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10067244 | PA      | $9274343.95    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  118201750 | PA      | $97853625.80   | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  201866885 | PA      | $173870148.19  | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15740949 | PA      | $14071325.38   | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  153111183 | PA      | $126705643.69  | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  136574965 | PA      | $117633505.65  | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25191698 | PA      | $22527517.15   | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24162478 | PA      | $22259431.81   | 0.01%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  171789287 | PA      | $142162523.75  | 0.04%             | 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        |   76168445 | PA      | $65604711.62   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  123718656 | PA      | $110634628.88  | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73541222 | PA      | $63341856.12   | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   70192087 | PA      | $62768831.57   | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   78373150 | PA      | $64869166.09   | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19163117 | PA      | $16511389.93   | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74389884 | PA      | $66551741.90   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  133042020 | PA      | $114632117.39  | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47765792 | PA      | $42717989.06   | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6455355 | PA      | $5921208.33    | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  186011629 | PA      | $153961137.09  | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18257545 | PA      | $14481442.82   | 0.00%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                      | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  124057712 | PA      | $102682108.82  | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  106676518 | PA      | $91914983.71   | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23848072 | PA      | $21335303.17   | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41519441 | PA      | $34365487.99   | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  175304987 | PA      | $151046878.79  | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54259952 | PA      | $48508902.04   | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11982803 | PA      | $10991288.71   | 0.00%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10207005 | PA      | $8448300.10    | 0.00%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53910557 | PA      | $46459023.72   | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16842888 | PA      | $15470279.91   | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30313880 | PA      | $25100159.67   | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18674048 | PA      | $16092915.68   | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   95353972 | PA      | $85217539.65   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   46514630 | PA      | $42723929.82   | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8877                      | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26012681 | PA      | $25366890.34   | 0.01%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41641643 | PA      | $41662168.37   | 0.01%             | 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        |   78622499 | PA      | $79645086.43   | 0.02%             | 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        |   39003410 | PA      | $39959258.93   | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8944                      | CUSIP: 36179X5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35288354 | PA      | $32429079.79   | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8945                      | CUSIP: 36179X5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30446274 | PA      | $28937935.22   | 0.01%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8946                      | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26100486 | PA      | $25444359.02   | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59825705 | PA      | $59855193.29   | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   80146986 | PA      | $81189401.91   | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8949                      | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5969109 | PA      | $6113527.75    | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36426656 | PA      | $33378390.01   | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43069377 | PA      | $42070796.35   | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8198                      | CUSIP: 36179XDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18775104 | PA      | $16833521.25   | 0.00%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13832878 | PA      | $12675311.24   | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  124483729 | PA      | $121519722.07  | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84345239 | PA      | $84518602.57   | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16164504 | PA      | $14796667.05   | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  128630395 | PA      | $122026780.34  | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   82716529 | PA      | $80747015.12   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   71040797 | PA      | $71164613.65   | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8270                      | CUSIP: 36179XFK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280664 | PA      | $284665.30     | 0.00%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51027909 | PA      | $51723485.89   | 0.01%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8345                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6971401 | PA      | $6381482.85    | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  102118551 | PA      | $96875998.85   | 0.03%             | 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        |  247853278 | PA      | $242106700.35  | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72734216 | PA      | $72860984.94   | 0.02%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8423                      | CUSIP: 36179XLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2291030 | PA      | $1980090.42    | 0.00%             | 2052-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8425                      | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25696477 | PA      | $23514015.65   | 0.01%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   71544557 | PA      | $67871609.22   | 0.02%             | 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        |  121162422 | PA      | $118277496.75  | 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        |  117530428 | PA      | $117735271.60  | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38104483 | PA      | $38623896.29   | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8432                      | CUSIP: 36179XLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     638478 | PA      | $659913.71     | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13080091 | PA      | $11960993.62   | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31974958 | PA      | $30343423.09   | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36318148 | PA      | $35453397.93   | 0.01%             | 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        |   33527511 | PA      | $33585945.63   | 0.01%             | 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        |   38915428 | PA      | $39421574.13   | 0.01%             | 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        |   83015797 | PA      | $85147526.46   | 0.02%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8493                      | CUSIP: 36179XNJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17807809 | PA      | $18365498.03   | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8567                      | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4082861 | PA      | $3874531.36    | 0.00%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8569                      | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68883859 | PA      | $69003917.16   | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63072706 | PA      | $63893048.59   | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   49731320 | PA      | $50977268.43   | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8572                      | CUSIP: 36179XQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18012857 | PA      | $18576967.92   | 0.00%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25278450 | PA      | $22737411.74   | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8647                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23902151 | PA      | $23928870.72   | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48462076 | PA      | $49107533.01   | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8651                      | CUSIP: 36179XTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2303200 | PA      | $2379986.94    | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8724                      | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31646784 | PA      | $30880900.01   | 0.01%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28869239 | PA      | $29244721.16   | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8798                      | CUSIP: 36179XX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25137130 | PA      | $23870208.78   | 0.01%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                      | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74582072 | PA      | $72777111.52   | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63520142 | PA      | $63551450.62   | 0.02%             | 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        |  115325459 | PA      | $116825416.76  | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8802                      | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40041131 | PA      | $41019279.96   | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                      | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   90183075 | PA      | $90961472.59   | 0.02%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9780                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  144093781 | PA      | $146893320.98  | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                      | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7307211 | PA      | $7527488.50    | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9851                      | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  130967163 | PA      | $132097579.43  | 0.04%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  102999463 | PA      | $105000598.68  | 0.03%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9853                      | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33160037 | PA      | $34118202.85   | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97295191 | PA      | $94788526.77   | 0.03%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9016                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   79455022 | PA      | $79494185.09   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9017                      | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29793247 | PA      | $30180747.24   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67300492 | PA      | $68928780.23   | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9104                      | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29307722 | PA      | $28570969.62   | 0.01%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9105                      | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  102385123 | PA      | $102435588.44  | 0.03%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74348126 | PA      | $75268652.12   | 0.02%             | 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        |   13295975 | PA      | $13613506.43   | 0.00%             | 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        |   50656520 | PA      | $50681489.07   | 0.01%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   81364174 | PA      | $82320715.37   | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9172                      | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18442630 | PA      | $18883073.47   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9174                      | CUSIP: 36179YFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2078867 | PA      | $2149149.58    | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9240                      | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  136916194 | PA      | $136940894.01  | 0.04%             | 2053-10-20      | 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        |   67506871 | PA      | $68384885.69   | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9244                      | CUSIP: 36179YHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13607195 | PA      | $14056595.28   | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9304                      | CUSIP: 36179YKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19436185 | PA      | $19433617.04   | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9305                      | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42462902 | PA      | $42965425.36   | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69361004 | PA      | $70957860.46   | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22406508 | PA      | $23146521.23   | 0.01%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40149363 | PA      | $41058015.73   | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9364                      | CUSIP: 36179YMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50852844 | PA      | $52409652.70   | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9365                      | CUSIP: 36179YMN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17790698 | PA      | $18378266.14   | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9366                      | CUSIP: 36179YMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4627369 | PA      | $4754315.71    | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9422                      | CUSIP: 36179YPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29514867 | PA      | $29483297.45   | 0.01%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9424                      | CUSIP: 36179YPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13646010 | PA      | $13937786.72   | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56119849 | PA      | $57837902.54   | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9426                      | CUSIP: 36179YPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7497750 | PA      | $7745376.17    | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9488                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42599288 | PA      | $43050175.81   | 0.01%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32001093 | PA      | $32695334.68   | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                      | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39064553 | PA      | $40254369.81   | 0.01%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7860756 | PA      | $8120370.53    | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9540                      | CUSIP: 36179YS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51012838 | PA      | $50894508.97   | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9542                      | CUSIP: 36179YS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31335337 | PA      | $32002892.05   | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9543                      | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10671808 | PA      | $10996847.21   | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9604                      | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11527616 | PA      | $11493671.40   | 0.00%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9605                      | CUSIP: 36179YU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12517713 | PA      | $12637492.45   | 0.00%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9606                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28441261 | PA      | $29029386.64   | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9607                      | CUSIP: 36179YU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25462832 | PA      | $26238371.32   | 0.01%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9608                      | CUSIP: 36179YU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8060132 | PA      | $8320664.31    | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39539324 | PA      | $39422896.76   | 0.01%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24904075 | PA      | $25134594.85   | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                      | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36584494 | PA      | $37690198.41   | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9723                      | CUSIP: 36179YYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60533447 | PA      | $58803642.78   | 0.02%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68218943 | PA      | $68018065.40   | 0.02%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9725                      | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41251093 | PA      | $41620034.75   | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  121714483 | PA      | $124126778.50  | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9727                      | CUSIP: 36179YYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283339 | PA      | $291902.95     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA8293                      | CUSIP: 3617AMGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118504 | PA      | $116423.49     | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB7097                      | CUSIP: 3617AX3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     453512 | PA      | $446259.96     | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7174                      | CUSIP: 3617BA6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53104 | PA      | $52255.20      | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8961                      | CUSIP: 3617BC5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391174 | PA      | $384307.65     | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8973                      | CUSIP: 3617BC6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63630 | PA      | $62512.70      | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8851                      | CUSIP: 3617BCZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1453536 | PA      | $1428022.26    | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2071                      | CUSIP: 3617JEJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     706873 | PA      | $692918.52     | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2164                      | CUSIP: 3617JEMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415666 | PA      | $407460.40     | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2207                      | CUSIP: 3617JENY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     627549 | PA      | $615161.11     | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL3846                      | CUSIP: 3617JGHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37856 | PA      | $37108.42      | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9905                      | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55378893 | PA      | $55146600.31   | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9906                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  321033029 | PA      | $323703638.85  | 0.09%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74124108 | PA      | $75488955.35   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9908                      | CUSIP: 36180AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32424843 | PA      | $33341499.92   | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15208600 | PA      | $15658610.54   | 0.00%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9962                      | CUSIP: 36180AB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14640909 | PA      | $13776038.48   | 0.00%             | 2054-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9964                      | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39873624 | PA      | $39693909.12   | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  105795010 | PA      | $106642036.96  | 0.03%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9966                      | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29508725 | PA      | $30040542.78   | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1000                      | CUSIP: 36180CDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2487146 | PA      | $2281275.92    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     729371 | PA      | $670743.90     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2102099 | PA      | $1927390.27    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6953                      | CUSIP: 36181AWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372579 | PA      | $343018.19     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2896959 | PA      | $2652302.06    | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5696536 | PA      | $5221170.10    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101496 | PA      | $92992.69      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     795951 | PA      | $724079.93     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7366000 | PA      | $7567933.34    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9795000 | PA      | $9985108.45    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16554000 | PA      | $16029819.26   | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12710000 | PA      | $12150110.99   | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7141000 | PA      | $6415802.63    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7664000 | PA      | $8319496.14    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8881000 | PA      | $8984660.48    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5384074.79    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7505000 | PA      | $7526854.61    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11301600.13   | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4764719 | PA      | $4458516.34    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376905 | PA      | $352683.81     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2025932 | PA      | $1894898.58    | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     791096 | PA      | $761148.56     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8513                      | CUSIP: 36185BN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284171 | PA      | $273603.55     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    9946000 | PA      | $11343062.09   | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4111394 | PA      | $3814559.69    | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0024                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  117028755 | PA      | $113684541.63  | 0.03%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0025                      | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  185054659 | PA      | $184162769.95  | 0.05%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65409594 | PA      | $65933282.89   | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0022                      | CUSIP: 3618N5AY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14799581 | PA      | $13499839.29   | 0.00%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0088                      | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7099427 | PA      | $6475934.86    | 0.00%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0089                      | CUSIP: 3618N5C31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30101438 | PA      | $28313872.81   | 0.01%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0090                      | CUSIP: 3618N5C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69494097 | PA      | $67464799.52   | 0.02%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0091                      | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  130268370 | PA      | $129640528.32  | 0.03%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0092                      | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  133626546 | PA      | $134696399.97  | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0143                      | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30514489 | PA      | $27834617.66   | 0.01%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0145                      | CUSIP: 3618N5ET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60589219 | PA      | $58796287.22   | 0.02%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0146                      | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  106950388 | PA      | $106434930.17  | 0.03%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0147                      | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  142346477 | PA      | $143486145.27  | 0.04%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  140228592 | PA      | $142580561.76  | 0.04%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23544625 | PA      | $24107228.38   | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0203                      | CUSIP: 3618N5GM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2252155 | PA      | $2185510.16    | 0.00%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74238581 | PA      | $73880780.62   | 0.02%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0205                      | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   86221465 | PA      | $86918513.77   | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0206                      | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   76574129 | PA      | $77918280.62   | 0.02%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0207                      | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   80853883 | PA      | $83000675.02   | 0.02%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0255                      | CUSIP: 3618N5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20440025 | PA      | $18644922.83   | 0.00%             | 2055-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0258                      | CUSIP: 3618N5JC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35676979 | PA      | $35505030.30   | 0.01%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43548457 | PA      | $43900520.01   | 0.01%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0260                      | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51197484 | PA      | $52116187.00   | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0305                      | CUSIP: 3618N5KT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34200944 | PA      | $32167256.34   | 0.01%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0306                      | CUSIP: 3618N5KU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26000381 | PA      | $25222863.35   | 0.01%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0308                      | CUSIP: 3618N5KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92690291 | PA      | $93439636.85   | 0.03%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41580602 | PA      | $42329983.76   | 0.01%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0363                      | CUSIP: 3618N5MM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31188688 | PA      | $29334118.48   | 0.01%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0365                      | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  120894169 | PA      | $120311507.20  | 0.03%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97280336 | PA      | $98066789.45   | 0.03%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0367                      | CUSIP: 3618N5MR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43495543 | PA      | $44293029.51   | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0368                      | CUSIP: 3618N5MS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68715701 | PA      | $70695888.27   | 0.02%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0420                      | CUSIP: 3618N5PE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5965475 | PA      | $5441569.39    | 0.00%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0422                      | CUSIP: 3618N5PG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37327427 | PA      | $36211183.86   | 0.01%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0423                      | CUSIP: 3618N5PH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35931214 | PA      | $35758039.97   | 0.01%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0424                      | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  108124767 | PA      | $108998890.40  | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0425                      | CUSIP: 3618N5PK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  120873416 | PA      | $123089618.18  | 0.03%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0485                      | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  114994350 | PA      | $115924010.31  | 0.03%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0486                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   77932534 | PA      | $79385773.50   | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0556                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   90823177 | PA      | $91557427.53   | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0558                      | CUSIP: 3618N5TQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44133563 | PA      | $45491561.50   | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0623                      | CUSIP: 3618N5VR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75120000 | PA      | $75780117.00   | 0.02%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67280000 | PA      | $68687026.64   | 0.02%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV3922                      | CUSIP: 36195ELB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78419 | PA      | $77409.63      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0512                      | CUSIP: 36196PR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70353 | PA      | $69228.42      | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0521                      | CUSIP: 36196PSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420275 | PA      | $413554.94     | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY5213                      | CUSIP: 36196UYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59613 | PA      | $58753.16      | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AZ0991                      | CUSIP: 36197DC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440216 | PA      | $418957.34     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1715065 | PA      | $1653397.81    | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595156                      | CUSIP: 36200AE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19488 | PA      | $20050.65      | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595412                      | CUSIP: 36200AN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25120 | PA      | $25977.23      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595762                      | CUSIP: 36200AZ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6331 | PA      | $6512.17       | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600594                      | CUSIP: 36200GGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31544 | PA      | $33079.74      | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603998                      | CUSIP: 36200K7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5823 | PA      | $6043.16       | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603553                      | CUSIP: 36200KQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46079 | PA      | $47850.51      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54213 | PA      | $54951.98      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604574                      | CUSIP: 36200MT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102658 | PA      | $102701.02     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400126 | PA      | $400297.58     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604734                      | CUSIP: 36200MY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        404 | PA      | $415.65        | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56711 | PA      | $57534.21      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99799 | PA      | $101194.11     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605224                      | CUSIP: 36200NLD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20407 | PA      | $20702.75      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27509 | PA      | $27901.98      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76565 | PA      | $77635.70      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23176 | PA      | $23517.98      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99396 | PA      | $100739.15     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34140 | PA      | $34627.62      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50266 | PA      | $50983.64      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189509 | PA      | $192215.95     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605560                      | CUSIP: 36200NWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20060 | PA      | $20363.87      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605631                      | CUSIP: 36200NY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25234 | PA      | $26283.64      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569680                      | CUSIP: 36200Q2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3535 | PA      | $3655.93       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569708                      | CUSIP: 36200Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3470 | PA      | $3580.67       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569799                      | CUSIP: 36200Q7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        608 | PA      | $629.35        | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569800                      | CUSIP: 36200Q7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4456 | PA      | $4607.83       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569419                      | CUSIP: 36200QSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18494 | PA      | $19064.20      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569804                      | CUSIP: 36200RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3561 | PA      | $3687.12       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569898                      | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8839 | PA      | $9131.78       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569953                      | CUSIP: 36200RE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9467 | PA      | $9786.26       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569959                      | CUSIP: 36200RE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51991 | PA      | $53651.59      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570019                      | CUSIP: 36200RG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2217 | PA      | $2293.54       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570009                      | CUSIP: 36200RGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19151 | PA      | $19797.20      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570036                      | CUSIP: 36200RHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10829 | PA      | $11186.43      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570336                      | CUSIP: 36200RSZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9712 | PA      | $10022.66      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570439                      | CUSIP: 36200RV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5233 | PA      | $5451.49       | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570465                      | CUSIP: 36200RW24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20374 | PA      | $21009.16      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570444                      | CUSIP: 36200RWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1686 | PA      | $1739.26       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570454                      | CUSIP: 36200RWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6164 | PA      | $6356.54       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570505                      | CUSIP: 36200RYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1345 | PA      | $1388.69       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571148                      | CUSIP: 36200SP95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20910 | PA      | $21594.15      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571204                      | CUSIP: 36200SRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6140 | PA      | $6309.52       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571225                      | CUSIP: 36200SSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3947 | PA      | $4078.57       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571257                      | CUSIP: 36200STN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11821 | PA      | $12154.67      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574336                      | CUSIP: 36200WBD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12656 | PA      | $13050.88      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574342                      | CUSIP: 36200WBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6465 | PA      | $6697.61       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574353                      | CUSIP: 36200WBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2726 | PA      | $2808.32       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574355                      | CUSIP: 36200WBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2204 | PA      | $2252.73       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574425                      | CUSIP: 36200WD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3578 | PA      | $3676.48       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574764                      | CUSIP: 36200WQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2390 | PA      | $2485.99       | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574843                      | CUSIP: 36200WS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2690 | PA      | $2778.34       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575430                      | CUSIP: 36200XHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6335 | PA      | $6553.38       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577575                      | CUSIP: 36201AT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4155 | PA      | $4311.77       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578317                      | CUSIP: 36201BPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11095 | PA      | $11492.98      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579139                      | CUSIP: 36201CLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2283 | PA      | $2346.04       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579219                      | CUSIP: 36201CPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4794 | PA      | $4963.38       | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579222                      | CUSIP: 36201CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1279 | PA      | $1324.67       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579727                      | CUSIP: 36201DA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6271 | PA      | $6503.49       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579730                      | CUSIP: 36201DA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10734 | PA      | $11126.16      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579731                      | CUSIP: 36201DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11977 | PA      | $12409.91      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580973                      | CUSIP: 36201EMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3529 | PA      | $3654.38       | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582387                      | CUSIP: 36201F6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10622 | PA      | $11020.60      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582022                      | CUSIP: 36201FSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11799 | PA      | $12231.77      | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582029                      | CUSIP: 36201FSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1682 | PA      | $1728.65       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582105                      | CUSIP: 36201FU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6080 | PA      | $6290.23       | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582107                      | CUSIP: 36201FU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3466 | PA      | $3577.01       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582166                      | CUSIP: 36201FW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        956 | PA      | $991.70        | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582245                      | CUSIP: 36201FZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7039 | PA      | $7263.69       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583605                      | CUSIP: 36201HKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2561 | PA      | $2671.58       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584027                      | CUSIP: 36201HYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10558 | PA      | $10950.06      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584257                      | CUSIP: 36201JB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13510 | PA      | $13886.14      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584308                      | CUSIP: 36201JDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2336 | PA      | $2417.82       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584335                      | CUSIP: 36201JEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16326 | PA      | $16883.08      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586149                      | CUSIP: 36201LEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5043 | PA      | $5254.02       | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586207                      | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62079 | PA      | $64445.05      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45110 | PA      | $45778.13      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587725                      | CUSIP: 36201M4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2197 | PA      | $2275.39       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586970                      | CUSIP: 36201MCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2103 | PA      | $2180.66       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587081                      | CUSIP: 36201MFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5408 | PA      | $5594.98       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587120                      | CUSIP: 36201MG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8399 | PA      | $8660.85       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587170                      | CUSIP: 36201MJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4866 | PA      | $5030.17       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587280                      | CUSIP: 36201MM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3392 | PA      | $3485.95       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587650                      | CUSIP: 36201MZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1464 | PA      | $1516.47       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589438                      | CUSIP: 36201PZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6526 | PA      | $6706.47       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589440                      | CUSIP: 36201PZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1301 | PA      | $1336.78       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590132                      | CUSIP: 36201QSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3012 | PA      | $3116.30       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592586                      | CUSIP: 36201TJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12240 | PA      | $12616.93      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31077 | PA      | $31090.08      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593208                      | CUSIP: 36201UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4155 | PA      | $4246.86       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594898                      | CUSIP: 36201V3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2277 | PA      | $2355.85       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594964                      | CUSIP: 36201V5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4628 | PA      | $4791.16       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594828                      | CUSIP: 36201VYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53332 | PA      | $55074.37      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594859                      | CUSIP: 36201VZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14956 | PA      | $15444.83      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605813                      | CUSIP: 36201XAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52485 | PA      | $53258.70      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607179                      | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6881 | PA      | $7152.30       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2564                        | CUSIP: 36202CZ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        916 | PA      | $942.68        | 0.00%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3600                        | CUSIP: 36202D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8392 | PA      | $8829.15       | 0.00%             | 2034-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2702                        | CUSIP: 36202DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10325 | PA      | $10621.21      | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2796                        | CUSIP: 36202DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1359 | PA      | $1398.22       | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2957                        | CUSIP: 36202DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $813.70        | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2989                        | CUSIP: 36202DKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2168 | PA      | $2255.73       | 0.00%             | 2030-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3080                        | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44068 | PA      | $45469.59      | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3053                        | CUSIP: 36202DMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12652 | PA      | $13037.27      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3068                        | CUSIP: 36202DMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138993 | PA      | $143226.32     | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3095                        | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8878 | PA      | $9160.61       | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3096                        | CUSIP: 36202DNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3335 | PA      | $3463.66       | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38343 | PA      | $38817.41      | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     442839 | PA      | $442985.59     | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4427                        | CUSIP: 36202E4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473575 | PA      | $500358.28     | 0.00%             | 2039-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810339 | PA      | $809330.70     | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     522378 | PA      | $531064.98     | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     860578 | PA      | $859485.93     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1153836 | PA      | $1173044.55    | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295251 | PA      | $294865.51     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2491685 | PA      | $2533026.65    | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4499                        | CUSIP: 36202E7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68660 | PA      | $71645.43      | 0.00%             | 2039-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3662                        | CUSIP: 36202EB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24434 | PA      | $23670.64      | 0.00%             | 2034-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3663                        | CUSIP: 36202EB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145883 | PA      | $145903.75     | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3722                        | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138877 | PA      | $138886.09     | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3726                        | CUSIP: 36202ED71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29531 | PA      | $30983.14      | 0.00%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3704                        | CUSIP: 36202EDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39591 | PA      | $41508.88      | 0.00%             | 2035-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3713                        | CUSIP: 36202EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106014 | PA      | $110939.45     | 0.00%             | 2035-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3762                        | CUSIP: 36202EFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42014 | PA      | $44057.61      | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                        | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98251 | PA      | $103176.80     | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                        | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335652 | PA      | $351710.12     | 0.00%             | 2036-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3833                        | CUSIP: 36202EHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7838 | PA      | $8241.06       | 0.00%             | 2036-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3881                        | CUSIP: 36202EJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13031 | PA      | $13823.00      | 0.00%             | 2036-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3891                        | CUSIP: 36202EKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54682 | PA      | $57478.85      | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3892                        | CUSIP: 36202EKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10775 | PA      | $11423.71      | 0.00%             | 2036-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433556 | PA      | $456042.92     | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3995                        | CUSIP: 36202ENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51566 | PA      | $54329.12      | 0.00%             | 2037-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421945 | PA      | $444820.29     | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     589958 | PA      | $622073.21     | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173855 | PA      | $183354.09     | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                        | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178702 | PA      | $188499.88     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22927 | PA      | $23929.45      | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4223                        | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72897 | PA      | $76990.38      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4224                        | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139007 | PA      | $147855.46     | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4269                        | CUSIP: 36202EW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     912157 | PA      | $963728.04     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4270                        | CUSIP: 36202EW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244575 | PA      | $260281.55     | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4260                        | CUSIP: 36202EWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2376 | PA      | $2434.95       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4292                        | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43266 | PA      | $45713.15      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4293                        | CUSIP: 36202EXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98630 | PA      | $104890.06     | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2827342 | PA      | $2823999.52    | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3259150 | PA      | $3091528.90    | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1371604 | PA      | $1333713.37    | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1213869 | PA      | $1211320.30    | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5300                        | CUSIP: 36202F3H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     614834 | PA      | $609605.08     | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3359443 | PA      | $3266141.11    | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5307                        | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     468961 | PA      | $476852.51     | 0.00%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     798428 | PA      | $738154.57     | 0.00%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3594054 | PA      | $3407663.05    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6935080 | PA      | $6740455.52    | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4518                        | CUSIP: 36202FAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     760932 | PA      | $742626.96     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     742246 | PA      | $741275.13     | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000887 | PA      | $1017614.88    | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4660175 | PA      | $4738202.78    | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     881603 | PA      | $880352.43     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2548172 | PA      | $2590839.60    | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2331719 | PA      | $2328341.29    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     905413 | PA      | $920592.28     | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1876812 | PA      | $1874030.99    | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4599                        | CUSIP: 36202FDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1374106 | PA      | $1397176.59    | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3242553 | PA      | $3237643.42    | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4657                        | CUSIP: 36202FE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     732731 | PA      | $731593.44     | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3370063 | PA      | $3364847.97    | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4952857 | PA      | $5036258.82    | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1376002 | PA      | $1373771.64    | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1122639 | PA      | $1141571.25    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4695                        | CUSIP: 36202FGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     784111 | PA      | $764733.81     | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3276398 | PA      | $3271085.78    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3482348 | PA      | $3541250.37    | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4152650 | PA      | $4145624.48    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2034927 | PA      | $2069395.97    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1400314 | PA      | $1397899.31    | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4488256 | PA      | $4564278.15    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4118961 | PA      | $4013418.19    | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3567049 | PA      | $3560928.70    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2215956 | PA      | $2253594.86    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4814                        | CUSIP: 36202FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        330 | PA      | $329.65        | 0.00%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2809485 | PA      | $2736846.13    | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3363268 | PA      | $3357274.49    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1092831 | PA      | $1111368.91    | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4805                        | CUSIP: 36202FKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35167 | PA      | $36782.19      | 0.00%             | 2040-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6345361 | PA      | $6181532.53    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2363237 | PA      | $2359027.20    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1414036 | PA      | $1437889.94    | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4877                        | CUSIP: 36202FM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9452 | PA      | $9427.34       | 0.00%             | 2025-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     535861 | PA      | $509724.83     | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9342340 | PA      | $9100360.15    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4883                        | CUSIP: 36202FM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3297579 | PA      | $3291366.22    | 0.00%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4884                        | CUSIP: 36202FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     994660 | PA      | $1011335.12    | 0.00%             | 2040-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7131204 | PA      | $6945498.81    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1099042 | PA      | $1097011.30    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394923 | PA      | $401575.15     | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4910                        | CUSIP: 36202FN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22165 | PA      | $22099.74      | 0.00%             | 2026-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4943                        | CUSIP: 36202FP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19386 | PA      | $19334.48      | 0.00%             | 2026-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8467272 | PA      | $8245870.69    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4946                        | CUSIP: 36202FP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4171108 | PA      | $4163114.62    | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1182796 | PA      | $1202968.19    | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10796781 | PA      | $10515876.36   | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3673285 | PA      | $3666371.85    | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4975                        | CUSIP: 36202FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15499 | PA      | $15456.45      | 0.00%             | 2026-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5703536 | PA      | $5554282.93    | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3286162 | PA      | $3342417.00    | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5016                        | CUSIP: 36202FSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     575052 | PA      | $559843.00     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1641008 | PA      | $1669065.59    | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4813344 | PA      | $4803762.08    | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1534338 | PA      | $1493302.39    | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2210977 | PA      | $2206421.05    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5083                        | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1655985 | PA      | $1684366.61    | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1409825 | PA      | $1371971.60    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9407331 | PA      | $9387642.67    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55302 | PA      | $55040.80      | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     622010 | PA      | $632646.66     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5144                        | CUSIP: 36202FWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     689202 | PA      | $655709.15     | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101824 | PA      | $101297.19     | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9461798 | PA      | $8975757.69    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6877481 | PA      | $6690253.15    | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1912394 | PA      | $1908261.94    | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2692242 | PA      | $2618842.68    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4528410 | PA      | $4518793.40    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1897290 | PA      | $1929778.07    | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9797671 | PA      | $9295744.16    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14070744 | PA      | $13684033.23   | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563188 | PA      | $562007.33     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5235                        | CUSIP: 36202FY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1044568 | PA      | $1062369.61    | 0.00%             | 2041-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2180486 | PA      | $2217437.24    | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5208                        | CUSIP: 36202FYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200640 | PA      | $199223.43     | 0.00%             | 2026-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5228                        | CUSIP: 36202FYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61827 | PA      | $61493.91      | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5261                        | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383720 | PA      | $390284.79     | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11940196 | PA      | $11328642.77   | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4023597 | PA      | $3913010.03    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2460481 | PA      | $2455151.51    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25441 | PA      | $25806.64      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 343340                      | CUSIP: 36203ALV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        977 | PA      | $977.64        | 0.00%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 345762                      | CUSIP: 36203DB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $60.67         | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353701                      | CUSIP: 36203M3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        387 | PA      | $388.30        | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353802                      | CUSIP: 36203NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        293 | PA      | $295.89        | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353838                      | CUSIP: 36203NBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $13.61         | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353881                      | CUSIP: 36203NCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        146 | PA      | $145.61        | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353922                      | CUSIP: 36203ND39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3982 | PA      | $4057.46       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516126 | PA      | $500388.10     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366985                      | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246860 | PA      | $246180.94     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 373563                      | CUSIP: 36204L5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $373.11        | 0.00%             | 2026-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377349                      | CUSIP: 36204REW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        958 | PA      | $963.19        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377449                      | CUSIP: 36204RH27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $100.20        | 0.00%             | 2026-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377448                      | CUSIP: 36204RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        364 | PA      | $364.46        | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377662                      | CUSIP: 36204RQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        161 | PA      | $160.82        | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 386122                      | CUSIP: 36205B4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4478 | PA      | $4630.68       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 391164                      | CUSIP: 36205HQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1132 | PA      | $1135.09       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393341                      | CUSIP: 36205K5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $283.24        | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393374                      | CUSIP: 36205K6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $46.96         | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 398477                      | CUSIP: 36205RUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $188.80        | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 398956                      | CUSIP: 36205SE50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $97.36         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 399061                      | CUSIP: 36205SJE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3107 | PA      | $3192.44       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 399307                      | CUSIP: 36205SR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4471 | PA      | $4594.30       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 405579                      | CUSIP: 36206AQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        113 | PA      | $112.72        | 0.00%             | 2026-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410454                      | CUSIP: 36206F5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2239 | PA      | $2274.95       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410205                      | CUSIP: 36206FU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $15.20         | 0.00%             | 2025-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410250                      | CUSIP: 36206FWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         58 | PA      | $57.78         | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410340                      | CUSIP: 36206FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $304.81        | 0.00%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412239                      | CUSIP: 36206H4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1218 | PA      | $1262.64       | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412254                      | CUSIP: 36206H5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3063 | PA      | $3163.08       | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411830                      | CUSIP: 36206HPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        452 | PA      | $456.83        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412390                      | CUSIP: 36206JC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $484.36        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412407                      | CUSIP: 36206JDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10810 | PA      | $11126.90      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412583                      | CUSIP: 36206JJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $52.03         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412571                      | CUSIP: 36206JJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $78.98         | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412663                      | CUSIP: 36206JML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $348.57        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 413643                      | CUSIP: 36206KP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         82 | PA      | $81.91         | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 415137                      | CUSIP: 36206MEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $39.22         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 416805                      | CUSIP: 36206PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         54 | PA      | $53.57         | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417192                      | CUSIP: 36206PNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $7.21          | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417239                      | CUSIP: 36206PPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $15.20         | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417287                      | CUSIP: 36206PRG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.08         | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417333                      | CUSIP: 36206PSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         55 | PA      | $54.98         | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417427                      | CUSIP: 36206PVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $60.19         | 0.00%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 418533                      | CUSIP: 36206Q4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $153.63        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 419152                      | CUSIP: 36206RTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1335 | PA      | $1371.36       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 420653                      | CUSIP: 36206TH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.25         | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421717                      | CUSIP: 36206UPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $227.80        | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421720                      | CUSIP: 36206UPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $188.59        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421780                      | CUSIP: 36206UQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $42.82         | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421767                      | CUSIP: 36206UQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2275 | PA      | $2290.15       | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422463                      | CUSIP: 36206VJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $83.33         | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422511                      | CUSIP: 36206VKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $62.60         | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422580                      | CUSIP: 36206VM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $448.65        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422634                      | CUSIP: 36206VPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $169.97        | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422656                      | CUSIP: 36206VQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $64.54         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422926                      | CUSIP: 36206VYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        252 | PA      | $253.35        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423876                      | CUSIP: 36206W2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        168 | PA      | $168.13        | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423877                      | CUSIP: 36206W2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        401 | PA      | $402.49        | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423906                      | CUSIP: 36206W3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        536 | PA      | $537.72        | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423946                      | CUSIP: 36206W5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $854.04        | 0.00%             | 2026-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423961                      | CUSIP: 36206W5W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         40 | PA      | $40.02         | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423986                      | CUSIP: 36206W6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        224 | PA      | $224.83        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423999                      | CUSIP: 36206W7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        200 | PA      | $200.97        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423713                      | CUSIP: 36206WVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245000 | PA      | $244634.10     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423795                      | CUSIP: 36206WXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $13.32         | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423836                      | CUSIP: 36206WY90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        153 | PA      | $153.28        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423823                      | CUSIP: 36206WYU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        146 | PA      | $145.93        | 0.00%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423865                      | CUSIP: 36206WZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        371 | PA      | $372.27        | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423840                      | CUSIP: 36206WZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $45.11         | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424026                      | CUSIP: 36206XA37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $94.22         | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424090                      | CUSIP: 36206XC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4515 | PA      | $4639.89       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424441                      | CUSIP: 36206XP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        984 | PA      | $996.19        | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425470                      | CUSIP: 36206YT35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        132 | PA      | $132.51        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425832                      | CUSIP: 36207AA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1096.07       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 426035                      | CUSIP: 36207AHL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $70.49         | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 426037                      | CUSIP: 36207AHN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.41         | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427208                      | CUSIP: 36207BR51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4726 | PA      | $4806.21       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427315                      | CUSIP: 36207BVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1737 | PA      | $1745.62       | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 428124                      | CUSIP: 36207CSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266086 | PA      | $270496.55     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429670                      | CUSIP: 36207EJP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39813 | PA      | $41403.13      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 431191                      | CUSIP: 36207F7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $100.54        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 431199                      | CUSIP: 36207F7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        397 | PA      | $399.74        | 0.00%             | 2026-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 432996                      | CUSIP: 36207H7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $154.70        | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 432701                      | CUSIP: 36207HU21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $36.66         | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433820                      | CUSIP: 36207J4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        238 | PA      | $237.86        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433627                      | CUSIP: 36207JVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2400 | PA      | $2433.66       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434764                      | CUSIP: 36207K5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $177.14        | 0.00%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434765                      | CUSIP: 36207K6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        440 | PA      | $451.13        | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434766                      | CUSIP: 36207K6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        266 | PA      | $268.61        | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434069                      | CUSIP: 36207KFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        171 | PA      | $173.43        | 0.00%             | 2028-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434220                      | CUSIP: 36207KK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1147 | PA      | $1168.08       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434249                      | CUSIP: 36207KL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1717 | PA      | $1764.36       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434228                      | CUSIP: 36207KLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2254 | PA      | $2316.35       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434329                      | CUSIP: 36207KPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $844.57        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434358                      | CUSIP: 36207KQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3633 | PA      | $3710.36       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434504                      | CUSIP: 36207KU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        909 | PA      | $915.69        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434505                      | CUSIP: 36207KU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        737 | PA      | $762.59        | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434543                      | CUSIP: 36207KWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3100 | PA      | $3205.53       | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434577                      | CUSIP: 36207KXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7725 | PA      | $8003.67       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434587                      | CUSIP: 36207KXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7669 | PA      | $7936.16       | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434644                      | CUSIP: 36207KZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        951 | PA      | $984.43        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434648                      | CUSIP: 36207KZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        386 | PA      | $399.45        | 0.00%             | 2029-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434812                      | CUSIP: 36207LAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2919 | PA      | $3037.52       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434846                      | CUSIP: 36207LBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6042 | PA      | $6408.47       | 0.00%             | 2030-08-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434911                      | CUSIP: 36207LDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5440 | PA      | $5670.39       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 435071                      | CUSIP: 36207LJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9018 | PA      | $9284.51       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436017                      | CUSIP: 36207MK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        607 | PA      | $613.69        | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436442                      | CUSIP: 36207MZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $121.49        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436444                      | CUSIP: 36207MZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $67.55         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 437479                      | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1053 | PA      | $1056.95       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436753                      | CUSIP: 36207NE26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $158.84        | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 439497                      | CUSIP: 36207RGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $409.88        | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 440437                      | CUSIP: 36207SHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        220 | PA      | $219.70        | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 440666                      | CUSIP: 36207SQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        392 | PA      | $396.52        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 441306                      | CUSIP: 36207TGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        527 | PA      | $528.88        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442137                      | CUSIP: 36207UEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $587.36        | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442138                      | CUSIP: 36207UEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $235.38        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442366                      | CUSIP: 36207UMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3970 | PA      | $4023.70       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443710                      | CUSIP: 36207V3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $278.79        | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443773                      | CUSIP: 36207V6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1464 | PA      | $1485.84       | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443231                      | CUSIP: 36207VLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1826 | PA      | $1846.21       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443664                      | CUSIP: 36207VZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $724.75        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443831                      | CUSIP: 36207WA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1496.51       | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445465                      | CUSIP: 36207XZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2062 | PA      | $2082.28       | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445672                      | CUSIP: 36207YCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4694 | PA      | $4845.67       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445796                      | CUSIP: 36207YGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1524.59       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445892                      | CUSIP: 36207YKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3462 | PA      | $3557.19       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446811                      | CUSIP: 36208CKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3464 | PA      | $3500.33       | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446887                      | CUSIP: 36208CNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1890 | PA      | $1906.56       | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447585                      | CUSIP: 36208DF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        631 | PA      | $638.39        | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447689                      | CUSIP: 36208DKA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $552.36        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447980                      | CUSIP: 36208DUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1254 | PA      | $1272.56       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3668 | PA      | $3769.12       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448352                      | CUSIP: 36208EBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3359 | PA      | $3466.54       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448805                      | CUSIP: 36208ER21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $374.30        | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449219                      | CUSIP: 36208FAU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        642 | PA      | $643.87        | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449486                      | CUSIP: 36208FJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2374 | PA      | $2402.67       | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449487                      | CUSIP: 36208FJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $264.81        | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449517                      | CUSIP: 36208FK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $47.25         | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449494                      | CUSIP: 36208FKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1479 | PA      | $1498.26       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449499                      | CUSIP: 36208FKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1335 | PA      | $1350.83       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449545                      | CUSIP: 36208FL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1333 | PA      | $1351.51       | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449538                      | CUSIP: 36208FLT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1775 | PA      | $1808.13       | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449539                      | CUSIP: 36208FLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11735 | PA      | $11921.70      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 450325                      | CUSIP: 36208GHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1412.85       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451326                      | CUSIP: 36208HLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $315.89        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451363                      | CUSIP: 36208HML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $236.49        | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451441                      | CUSIP: 36208HP26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $249.63        | 0.00%             | 2027-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451438                      | CUSIP: 36208HPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $421.77        | 0.00%             | 2027-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451459                      | CUSIP: 36208HQL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $420.69        | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451465                      | CUSIP: 36208HQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $486.33        | 0.00%             | 2027-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451506                      | CUSIP: 36208HR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1230 | PA      | $1248.87       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451522                      | CUSIP: 36208HSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1728 | PA      | $1754.37       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451524                      | CUSIP: 36208HSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        112 | PA      | $112.48        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452782                      | CUSIP: 36208J6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3721 | PA      | $3823.82       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453441                      | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9862 | PA      | $10134.12      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454105                      | CUSIP: 36208LNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2737 | PA      | $2775.72       | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454375                      | CUSIP: 36208LXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $581.77        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455301                      | CUSIP: 36208MX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $461.07        | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456860                      | CUSIP: 36208PQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2430 | PA      | $2497.25       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457076                      | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2499 | PA      | $2567.45       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457638                      | CUSIP: 36208QLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1330 | PA      | $1344.12       | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457775                      | CUSIP: 36208QQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5399 | PA      | $5548.03       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1917 | PA      | $1945.76       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459004                      | CUSIP: 36208R3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3269 | PA      | $3359.65       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458312                      | CUSIP: 36208RDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        594 | PA      | $610.13        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458481                      | CUSIP: 36208RJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9672 | PA      | $9939.05       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458719                      | CUSIP: 36208RSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $760.10        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458841                      | CUSIP: 36208RWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3346 | PA      | $3401.04       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458863                      | CUSIP: 36208RWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6777 | PA      | $6880.73       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458939                      | CUSIP: 36208RZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1013 | PA      | $1040.48       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459240                      | CUSIP: 36208SEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4835 | PA      | $5000.15       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460833                      | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $661.48        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460837                      | CUSIP: 36208T4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $490.21        | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460132                      | CUSIP: 36208TED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2739 | PA      | $2778.01       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460983                      | CUSIP: 36208UCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $408.15        | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461010                      | CUSIP: 36208UDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1567 | PA      | $1587.17       | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461086                      | CUSIP: 36208UF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        548 | PA      | $552.10        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461592                      | CUSIP: 36208UXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1591 | PA      | $1635.01       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462572                      | CUSIP: 36208V2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2320 | PA      | $2349.10       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462619                      | CUSIP: 36208V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1888 | PA      | $1918.91       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462364                      | CUSIP: 36208VTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1383 | PA      | $1404.84       | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462422                      | CUSIP: 36208VVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1095 | PA      | $1115.79       | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462444                      | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        446 | PA      | $457.83        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462482                      | CUSIP: 36208VXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4230 | PA      | $4313.59       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462509                      | CUSIP: 36208VYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3710 | PA      | $3746.78       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462763                      | CUSIP: 36208WB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        414 | PA      | $425.50        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6291 | PA      | $6464.36       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3910 | PA      | $4017.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463750                      | CUSIP: 36208XEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        986 | PA      | $986.31        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463983                      | CUSIP: 36208XM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7823 | PA      | $7951.59       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464704                      | CUSIP: 36208YGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4113 | PA      | $4197.46       | 0.00%             | 2028-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465218                      | CUSIP: 36208YYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3118 | PA      | $3187.14       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465506                      | CUSIP: 36209ADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        931 | PA      | $937.43        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466047                      | CUSIP: 36209AWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3374 | PA      | $3440.29       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466440                      | CUSIP: 36209BEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2172 | PA      | $2232.21       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467764                      | CUSIP: 36209CTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2116 | PA      | $2148.90       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467961                      | CUSIP: 36209CZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4369 | PA      | $4559.24       | 0.00%             | 2031-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468259                      | CUSIP: 36209DE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        220 | PA      | $220.19        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468615                      | CUSIP: 36209DSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6613 | PA      | $6864.72       | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469790                      | CUSIP: 36209E2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1008 | PA      | $1035.65       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $455.89        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469701                      | CUSIP: 36209EX64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        241 | PA      | $241.37        | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469691                      | CUSIP: 36209EXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1760 | PA      | $1808.61       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469949                      | CUSIP: 36209FBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3385 | PA      | $3440.68       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470004                      | CUSIP: 36209FDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1454 | PA      | $1494.30       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470018                      | CUSIP: 36209FDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1382 | PA      | $1404.14       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470120                      | CUSIP: 36209FG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        719 | PA      | $738.79        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1743 | PA      | $1790.99       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470333                      | CUSIP: 36209FPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1686 | PA      | $1722.11       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470477                      | CUSIP: 36209FUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        672 | PA      | $690.36        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470614                      | CUSIP: 36209FYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3863 | PA      | $3969.54       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470617                      | CUSIP: 36209FYN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3689 | PA      | $3791.04       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470640                      | CUSIP: 36209FZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2665 | PA      | $2717.73       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471674                      | CUSIP: 36209G6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        427 | PA      | $438.39        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471676                      | CUSIP: 36209G6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2984 | PA      | $3029.35       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471308                      | CUSIP: 36209GR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5528 | PA      | $5708.88       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471313                      | CUSIP: 36209GSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7422 | PA      | $7650.39       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472065                      | CUSIP: 36209HMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3937 | PA      | $4012.93       | 0.00%             | 2028-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472902                      | CUSIP: 36209JKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10645 | PA      | $10938.42      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472909                      | CUSIP: 36209JKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1810 | PA      | $1859.61       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472942                      | CUSIP: 36209JLX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1311 | PA      | $1329.82       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472964                      | CUSIP: 36209JMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2593 | PA      | $2642.29       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472967                      | CUSIP: 36209JMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3704 | PA      | $3776.77       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473534                      | CUSIP: 36209KBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1445 | PA      | $1468.90       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474770                      | CUSIP: 36209LMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2177 | PA      | $2213.00       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475698                      | CUSIP: 36209MNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4401 | PA      | $4522.73       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477011                      | CUSIP: 36209N3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2848 | PA      | $2922.07       | 0.00%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476861                      | CUSIP: 36209NWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1238 | PA      | $1258.08       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477607                      | CUSIP: 36209PR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        960 | PA      | $977.13        | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478800                      | CUSIP: 36209Q3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5565 | PA      | $5674.30       | 0.00%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478874                      | CUSIP: 36209Q6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $700.20        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478458                      | CUSIP: 36209QQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5677 | PA      | $5833.26       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478616                      | CUSIP: 36209QVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1838 | PA      | $1888.23       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479686                      | CUSIP: 36209R2T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7363 | PA      | $7608.52       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478957                      | CUSIP: 36209RB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3709 | PA      | $3849.98       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478992                      | CUSIP: 36209RC50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2798 | PA      | $2901.10       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479087                      | CUSIP: 36209RF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        763 | PA      | $776.58        | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479237                      | CUSIP: 36209RLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1686 | PA      | $1748.29       | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479289                      | CUSIP: 36209RNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        249 | PA      | $256.81        | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479341                      | CUSIP: 36209RP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4827 | PA      | $4980.76       | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479445                      | CUSIP: 36209RTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3387 | PA      | $3498.86       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1357232 | PA      | $1314794.59    | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479515                      | CUSIP: 36209RVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3860 | PA      | $3976.85       | 0.00%             | 2030-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480643                      | CUSIP: 36209S5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3629 | PA      | $3729.13       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481528                      | CUSIP: 36209T4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        101 | PA      | $103.33        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481534                      | CUSIP: 36209T4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4548 | PA      | $4673.42       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481627                      | CUSIP: 36209UA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11529 | PA      | $11945.80      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482837                      | CUSIP: 36209VLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1568 | PA      | $1611.49       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482878                      | CUSIP: 36209VM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $173.79        | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484563                      | CUSIP: 36209XJG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8132 | PA      | $8356.67       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485980                      | CUSIP: 36209Y2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2577 | PA      | $2660.34       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486034                      | CUSIP: 36209Y4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2115 | PA      | $2185.86       | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485230                      | CUSIP: 36209YA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3910 | PA      | $3988.25       | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485545                      | CUSIP: 36209YL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7548 | PA      | $7859.12       | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485610                      | CUSIP: 36209YN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2872 | PA      | $2964.79       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485682                      | CUSIP: 36209YRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11606 | PA      | $11972.45      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9116 | PA      | $9393.28       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485778                      | CUSIP: 36209YUB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4360 | PA      | $4499.68       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485782                      | CUSIP: 36209YUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1873 | PA      | $1937.96       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485792                      | CUSIP: 36209YUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1693 | PA      | $1748.62       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485793                      | CUSIP: 36209YUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8150 | PA      | $8404.29       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716783                      | CUSIP: 3620A2J49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302923 | PA      | $307928.49     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716785                      | CUSIP: 3620A2J64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     633929 | PA      | $632838.63     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716848                      | CUSIP: 3620A2L53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457645 | PA      | $456857.85     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717099                      | CUSIP: 3620A2UY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364586 | PA      | $370638.15     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719228                      | CUSIP: 3620A5A58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132021 | PA      | $131743.44     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719230                      | CUSIP: 3620A5A74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     769558 | PA      | $767854.05     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                      | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201510 | PA      | $201048.50     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1467609 | PA      | $1464247.50    | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720161                      | CUSIP: 3620A6B63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200939 | PA      | $200562.73     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720164                      | CUSIP: 3620A6B97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61622 | PA      | $61511.75      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721748                      | CUSIP: 3620A7ZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     696353 | PA      | $694863.87     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320670 | PA      | $320008.81     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722687                      | CUSIP: 3620A82U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     997263 | PA      | $995396.71     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     412189 | PA      | $411495.64     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723625                      | CUSIP: 3620A94J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230744 | PA      | $230303.11     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252309 | PA      | $251817.89     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723337                      | CUSIP: 3620A9S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     713976 | PA      | $712667.44     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399689 | PA      | $388735.81     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358537 | PA      | $364479.98     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396028 | PA      | $402629.95     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723455                      | CUSIP: 3620A9WQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56215 | PA      | $56107.22      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723517                      | CUSIP: 3620A9YN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137912 | PA      | $137648.74     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     748707 | PA      | $747277.62     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268785 | PA      | $268261.19     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     754913 | PA      | $767497.78     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726311                      | CUSIP: 3620AC3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391221 | PA      | $397733.79     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     544532 | PA      | $553558.15     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726328                      | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48889 | PA      | $47522.11      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726398                      | CUSIP: 3620AC7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11177 | PA      | $11361.75      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371167 | PA      | $370472.41     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1333254 | PA      | $1355569.12    | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728627                      | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73732 | PA      | $73580.40      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729350                      | CUSIP: 3620AGH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121050 | PA      | $117340.00     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451334 | PA      | $437856.00     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732207                      | CUSIP: 3620AKNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86782 | PA      | $84501.30      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                      | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401453 | PA      | $400624.96     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                      | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500710 | PA      | $499735.55     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138769 | PA      | $141147.15     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733663                      | CUSIP: 3620AMB84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293369 | PA      | $292547.84     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1094219 | PA      | $1091255.69    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734023                      | CUSIP: 3620AMPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     750333 | PA      | $727926.20     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734035                      | CUSIP: 3620AMPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3894 | PA      | $3886.34       | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734107                      | CUSIP: 3620AMR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110204 | PA      | $106989.38     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734104                      | CUSIP: 3620AMRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452960 | PA      | $429459.62     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734207                      | CUSIP: 3620AMU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2712 | PA      | $2704.90       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 737158                      | CUSIP: 3620AQ5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58027 | PA      | $59789.54      | 0.00%             | 2033-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737186                      | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165396 | PA      | $160932.75     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     821587 | PA      | $835372.05     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2109812 | PA      | $2104978.64    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1309207 | PA      | $1306408.61    | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                      | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145302 | PA      | $148994.13     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736638                      | CUSIP: 3620AQLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56148 | PA      | $56988.39      | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736639                      | CUSIP: 3620AQLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160134 | PA      | $163526.63     | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736640                      | CUSIP: 3620AQLV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77448 | PA      | $78278.31      | 0.00%             | 2029-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2104447 | PA      | $2100028.54    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738009                      | CUSIP: 3620AR3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562083 | PA      | $545464.97     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472947 | PA      | $459026.70     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737268                      | CUSIP: 3620ARCD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     539245 | PA      | $524542.90     | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131650 | PA      | $131383.30     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     802016 | PA      | $800423.69     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     545866 | PA      | $555014.09     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737424                      | CUSIP: 3620ARG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58959 | PA      | $57254.74      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737425                      | CUSIP: 3620ARHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36197 | PA      | $35146.25      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737429                      | CUSIP: 3620ARHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407756 | PA      | $406884.28     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                      | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1107900 | PA      | $1105446.61    | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737555                      | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291188 | PA      | $290565.03     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737839                      | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9024 | PA      | $8999.12       | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737911                      | CUSIP: 3620ARYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2387544 | PA      | $2260104.83    | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737941                      | CUSIP: 3620ARZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12267 | PA      | $12226.79      | 0.00%             | 2026-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737942                      | CUSIP: 3620ARZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12685 | PA      | $12650.98      | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737946                      | CUSIP: 3620ARZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14879 | PA      | $14838.83      | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     932272 | PA      | $903991.61     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     526234 | PA      | $510353.26     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738904                      | CUSIP: 3620AS3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204376 | PA      | $198144.07     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                      | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28352 | PA      | $28284.35      | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738419                      | CUSIP: 3620ASK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364996 | PA      | $364075.69     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738546                      | CUSIP: 3620ASP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401684 | PA      | $389688.93     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738535                      | CUSIP: 3620ASPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1873824 | PA      | $1819416.03    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738536                      | CUSIP: 3620ASPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40101 | PA      | $39973.66      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2912215 | PA      | $2825247.80    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738711                      | CUSIP: 3620ASVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     819695 | PA      | $795216.39     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738793                      | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61742 | PA      | $61529.05      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742507                      | CUSIP: 3620AW3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333974 | PA      | $333221.90     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742550                      | CUSIP: 3620AW5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133738 | PA      | $133400.51     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741864                      | CUSIP: 3620AWFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34248 | PA      | $34823.43      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745230                      | CUSIP: 3620C04P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     458549 | PA      | $445234.44     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                      | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528664 | PA      | $527371.90     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745068                      | CUSIP: 3620C0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198518 | PA      | $198123.62     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745138                      | CUSIP: 3620C0ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87757 | PA      | $87579.53      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745311                      | CUSIP: 3620C1AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1830728 | PA      | $1778552.36    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748511                      | CUSIP: 3620C4R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111594 | PA      | $108208.94     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748487                      | CUSIP: 3620C4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474304 | PA      | $473217.94     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486894                      | CUSIP: 36210A3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        132 | PA      | $131.76        | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486977                      | CUSIP: 36210A6N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5301 | PA      | $5446.95       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3800 | PA      | $3904.38       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486630                      | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1837 | PA      | $1887.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486794                      | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        226 | PA      | $232.00        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486845                      | CUSIP: 36210AZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2501 | PA      | $2569.60       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486846                      | CUSIP: 36210AZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16467 | PA      | $16807.62      | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487782                      | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438600 | PA      | $437845.69     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     998003 | PA      | $1014520.39    | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193391 | PA      | $193043.65     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487111                      | CUSIP: 36210BDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        349 | PA      | $353.48        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487221                      | CUSIP: 36210BG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1365 | PA      | $1391.82       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487201                      | CUSIP: 36210BGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1358 | PA      | $1387.02       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487249                      | CUSIP: 36210BH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1867 | PA      | $1918.98       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487225                      | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        869 | PA      | $893.36        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487583                      | CUSIP: 36210BUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2744 | PA      | $2819.39       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487625                      | CUSIP: 36210BVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3298 | PA      | $3388.91       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487698                      | CUSIP: 36210BX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262608 | PA      | $262185.77     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488230                      | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2085 | PA      | $2142.16       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488255                      | CUSIP: 36210CMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        285 | PA      | $292.39        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488893                      | CUSIP: 36210DC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3415 | PA      | $3509.32       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489003                      | CUSIP: 36210DGL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6550 | PA      | $6730.93       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489087                      | CUSIP: 36210DJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2644 | PA      | $2706.36       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490187                      | CUSIP: 36210ERG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1339 | PA      | $1367.63       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490194                      | CUSIP: 36210ERP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12841 | PA      | $13112.25      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491195                      | CUSIP: 36210FUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $592.18        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491252                      | CUSIP: 36210FWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $947.04        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491254                      | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2372 | PA      | $2437.75       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491506                      | CUSIP: 36210GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8622 | PA      | $8804.86       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491536                      | CUSIP: 36210GBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3492 | PA      | $3549.24       | 0.00%             | 2029-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492139                      | CUSIP: 36210GV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3512 | PA      | $3608.37       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492140                      | CUSIP: 36210GV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4048 | PA      | $4160.00       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492170                      | CUSIP: 36210GW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2059 | PA      | $2115.42       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493524                      | CUSIP: 36210JG93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1013 | PA      | $1042.99       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493530                      | CUSIP: 36210JHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3285 | PA      | $3387.77       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494334                      | CUSIP: 36210KEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7992 | PA      | $8212.21       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494473                      | CUSIP: 36210KJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1301 | PA      | $1336.89       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494516                      | CUSIP: 36210KK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1445.17       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494503                      | CUSIP: 36210KKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4254 | PA      | $4371.02       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9715 | PA      | $9982.84       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494875                      | CUSIP: 36210KXC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2680 | PA      | $2748.46       | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495925                      | CUSIP: 36210L4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $281.22        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498186                      | CUSIP: 36210PNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1631 | PA      | $1676.14       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498274                      | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2403 | PA      | $2478.06       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498288                      | CUSIP: 36210PRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8317 | PA      | $8476.18       | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498475                      | CUSIP: 36210PXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3848 | PA      | $3954.02       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499965                      | CUSIP: 36210RMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1985 | PA      | $2044.66       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500003                      | CUSIP: 36210RNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12098 | PA      | $12542.73      | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501296                      | CUSIP: 36210S3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1060 | PA      | $1089.71       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500913                      | CUSIP: 36210SN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2286 | PA      | $2348.87       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500928                      | CUSIP: 36210SPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4052 | PA      | $4143.49       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502738                      | CUSIP: 36210UPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2394 | PA      | $2451.51       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503393                      | CUSIP: 36210VGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1721 | PA      | $1768.47       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503946                      | CUSIP: 36210VZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6346 | PA      | $6520.96       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505085                      | CUSIP: 36210XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $358.41        | 0.00%             | 2029-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505575                      | CUSIP: 36210XT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2567 | PA      | $2637.67       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505578                      | CUSIP: 36210XUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1642 | PA      | $1687.59       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505730                      | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5725 | PA      | $5882.93       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506465                      | CUSIP: 36210YTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8102 | PA      | $8277.34       | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506601                      | CUSIP: 36210YX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1339 | PA      | $1376.37       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507669                      | CUSIP: 36211A6E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1903 | PA      | $1951.19       | 0.00%             | 2030-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507219                      | CUSIP: 36211APC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        958 | PA      | $966.38        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507220                      | CUSIP: 36211APD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2484 | PA      | $2552.43       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507525                      | CUSIP: 36211AYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1088 | PA      | $1113.42       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508471                      | CUSIP: 36211B2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1134 | PA      | $1169.89       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508473                      | CUSIP: 36211B2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7633 | PA      | $7967.20       | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507860                      | CUSIP: 36211BE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10760 | PA      | $11056.62      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        846 | PA      | $869.55        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508378                      | CUSIP: 36211BXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1569 | PA      | $1629.29       | 0.00%             | 2030-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509403                      | CUSIP: 36211C3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12832 | PA      | $13206.41      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509419                      | CUSIP: 36211C4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $572.87        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508807                      | CUSIP: 36211CGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        553 | PA      | $556.42        | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509366                      | CUSIP: 36211CZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7883 | PA      | $8157.30       | 0.00%             | 2029-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510285                      | CUSIP: 36211D2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1894 | PA      | $1939.43       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510302                      | CUSIP: 36211D3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1230.37       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510082                      | CUSIP: 36211DUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $692.98        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                      | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10548 | PA      | $10839.01      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510095                      | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3896 | PA      | $4003.41       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510099                      | CUSIP: 36211DUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2574 | PA      | $2633.33       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510566                      | CUSIP: 36211EFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5633 | PA      | $5783.69       | 0.00%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510705                      | CUSIP: 36211EKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $485.26        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510706                      | CUSIP: 36211EKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11766 | PA      | $12080.55      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510863                      | CUSIP: 36211EQQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5011 | PA      | $5145.32       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512983                      | CUSIP: 36211G2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14542 | PA      | $14942.99      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513034                      | CUSIP: 36211G4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3836 | PA      | $3932.20       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513443                      | CUSIP: 36211HLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3411 | PA      | $3539.07       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514254                      | CUSIP: 36211JH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5098 | PA      | $5238.10       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514256                      | CUSIP: 36211JH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        618 | PA      | $619.60        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 517153                      | CUSIP: 36211MQE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2449 | PA      | $2494.81       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518019                      | CUSIP: 36211NPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1002 | PA      | $1027.82       | 0.00%             | 2029-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518024                      | CUSIP: 36211NPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2117 | PA      | $2163.92       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518154                      | CUSIP: 36211NTK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2518 | PA      | $2572.17       | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518318                      | CUSIP: 36211NYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6375 | PA      | $6661.35       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518698                      | CUSIP: 36211PGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2388 | PA      | $2478.50       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518740                      | CUSIP: 36211PHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2290 | PA      | $2375.46       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 519620                      | CUSIP: 36211QG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2417 | PA      | $2490.41       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8273 | PA      | $8395.67       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31098 | PA      | $31554.21      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30225 | PA      | $30663.43      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521765                      | CUSIP: 36211STW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2534 | PA      | $2599.20       | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523018                      | CUSIP: 36211UAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1287 | PA      | $1307.11       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523183                      | CUSIP: 36211UFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4825 | PA      | $4999.88       | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523228                      | CUSIP: 36211UHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1296 | PA      | $1337.31       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529218                      | CUSIP: 36212B4B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2697 | PA      | $2793.03       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530181                      | CUSIP: 36212C6S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7187 | PA      | $7419.16       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529568                      | CUSIP: 36212CJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3462 | PA      | $3576.25       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529987                      | CUSIP: 36212CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3275 | PA      | $3371.52       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530246                      | CUSIP: 36212DBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2182 | PA      | $2244.54       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530459                      | CUSIP: 36212DJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1548 | PA      | $1593.91       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530552                      | CUSIP: 36212DL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7389 | PA      | $7580.84       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530613                      | CUSIP: 36212DN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5516 | PA      | $5690.67       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531247                      | CUSIP: 36212EEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15824 | PA      | $16769.93      | 0.00%             | 2030-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 532807                      | CUSIP: 36212F3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7735 | PA      | $7979.16       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 532697                      | CUSIP: 36212FX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3887 | PA      | $3997.80       | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533675                      | CUSIP: 36212G2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10285 | PA      | $10571.23      | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533205                      | CUSIP: 36212GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4532 | PA      | $4669.49       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534009                      | CUSIP: 36212HGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1392 | PA      | $1442.54       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534011                      | CUSIP: 36212HGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4544 | PA      | $4706.79       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535365                      | CUSIP: 36212JW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8493 | PA      | $8863.99       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535388                      | CUSIP: 36212JXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1328 | PA      | $1385.72       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535649                      | CUSIP: 36212KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2839 | PA      | $2956.01       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 536274                      | CUSIP: 36212KXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2588 | PA      | $2686.59       | 0.00%             | 2030-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 536334                      | CUSIP: 36212KY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1214 | PA      | $1265.21       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537394                      | CUSIP: 36212L7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1542 | PA      | $1611.72       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538242                      | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2881 | PA      | $2970.39       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538243                      | CUSIP: 36212M5C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4255 | PA      | $4391.28       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538256                      | CUSIP: 36212M5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        658 | PA      | $676.07        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538271                      | CUSIP: 36212M6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11306 | PA      | $11671.67      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538285                      | CUSIP: 36212M6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5532 | PA      | $5706.51       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537404                      | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $199.11        | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537480                      | CUSIP: 36212MCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7626 | PA      | $7858.20       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537756                      | CUSIP: 36212MMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2176 | PA      | $2272.92       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537957                      | CUSIP: 36212MTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2060 | PA      | $2123.14       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538055                      | CUSIP: 36212MWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4760 | PA      | $4967.64       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538089                      | CUSIP: 36212MXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1440 | PA      | $1482.90       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539084                      | CUSIP: 36212N2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5894 | PA      | $6151.76       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538722                      | CUSIP: 36212NPF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3337 | PA      | $3478.29       | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538857                      | CUSIP: 36212NTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2183 | PA      | $2245.62       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539814                      | CUSIP: 36212PVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $341.21        | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539894                      | CUSIP: 36212PXX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6025 | PA      | $6177.44       | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539919                      | CUSIP: 36212PYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3539 | PA      | $3693.94       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539955                      | CUSIP: 36212PZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4122 | PA      | $4305.04       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540352                      | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5479 | PA      | $5631.89       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540621                      | CUSIP: 36212QSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2497 | PA      | $2609.56       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540819                      | CUSIP: 36212QYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        899 | PA      | $926.30        | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541020                      | CUSIP: 36212RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13112 | PA      | $13708.99      | 0.00%             | 2031-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542736                      | CUSIP: 36212S4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1362 | PA      | $1395.66       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542793                      | CUSIP: 36212S7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11671 | PA      | $11993.35      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542820                      | CUSIP: 36212TAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11274 | PA      | $11607.34      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544525                      | CUSIP: 36212U4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1161 | PA      | $1198.82       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543737                      | CUSIP: 36212UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2142 | PA      | $2200.68       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543863                      | CUSIP: 36212UFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2509 | PA      | $2622.71       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543874                      | CUSIP: 36212UFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9543 | PA      | $9971.69       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543880                      | CUSIP: 36212UFV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $670.75        | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543923                      | CUSIP: 36212UG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5566 | PA      | $5777.82       | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543927                      | CUSIP: 36212UHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5376 | PA      | $5604.01       | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543992                      | CUSIP: 36212UKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        107 | PA      | $111.10        | 0.00%             | 2031-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544007                      | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6343 | PA      | $6524.62       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544459                      | CUSIP: 36212UZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5874 | PA      | $5989.63       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545219                      | CUSIP: 36212VVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1700 | PA      | $1752.64       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545222                      | CUSIP: 36212VVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5930 | PA      | $6104.16       | 0.00%             | 2030-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545224                      | CUSIP: 36212VVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5428 | PA      | $5665.94       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545229                      | CUSIP: 36212VVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3568 | PA      | $3680.92       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545241                      | CUSIP: 36212VWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2783 | PA      | $2867.03       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545278                      | CUSIP: 36212VXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7718 | PA      | $7925.78       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545287                      | CUSIP: 36212VXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5564 | PA      | $5732.69       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545843                      | CUSIP: 36212WLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10242 | PA      | $10565.94      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548496                      | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1038.70       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1651.17       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550613                      | CUSIP: 36213CVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154435 | PA      | $156794.27     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603651 | PA      | $613021.53     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550680                      | CUSIP: 36213CXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49840 | PA      | $50592.08      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550684                      | CUSIP: 36213CXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15612 | PA      | $15615.38      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73199 | PA      | $74335.30      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145894 | PA      | $148113.50     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551094                      | CUSIP: 36213DGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3169 | PA      | $3267.76       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551100                      | CUSIP: 36213DGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $277.78        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551116                      | CUSIP: 36213DGZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3034 | PA      | $3131.68       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551231                      | CUSIP: 36213DLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1732 | PA      | $1780.72       | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552570                      | CUSIP: 36213E2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7150 | PA      | $7373.56       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552615                      | CUSIP: 36213E3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10727 | PA      | $11084.90      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552659                      | CUSIP: 36213E5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3752 | PA      | $3875.71       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552660                      | CUSIP: 36213E5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2230 | PA      | $2303.87       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551829                      | CUSIP: 36213EA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1998 | PA      | $2064.02       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552114                      | CUSIP: 36213EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11575 | PA      | $12132.27      | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552481                      | CUSIP: 36213EXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2527 | PA      | $2604.97       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552521                      | CUSIP: 36213EYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2129 | PA      | $2204.33       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552568                      | CUSIP: 36213EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8882 | PA      | $9126.84       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553495                      | CUSIP: 36213F3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7357 | PA      | $7597.47       | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553550                      | CUSIP: 36213F5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7465 | PA      | $7709.20       | 0.00%             | 2031-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553580                      | CUSIP: 36213F6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19047 | PA      | $19626.35      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553598                      | CUSIP: 36213F7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12642 | PA      | $13041.66      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552706                      | CUSIP: 36213FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9679 | PA      | $9977.24       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552714                      | CUSIP: 36213FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1678 | PA      | $1720.84       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553132                      | CUSIP: 36213FPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1803 | PA      | $1871.20       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554041                      | CUSIP: 36213GP21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10013 | PA      | $10336.80      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554168                      | CUSIP: 36213GTZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $927.44        | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554748                      | CUSIP: 36213HHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5468.70       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2414 | PA      | $2492.36       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555514                      | CUSIP: 36213JDT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4738 | PA      | $4901.58       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555581                      | CUSIP: 36213JFW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6717 | PA      | $6949.84       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555687                      | CUSIP: 36213JJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13102 | PA      | $13480.54      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555732                      | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6130 | PA      | $6320.92       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555965                      | CUSIP: 36213JTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3397 | PA      | $3495.29       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555998                      | CUSIP: 36213JUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1035 | PA      | $1067.17       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557521                      | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1790 | PA      | $1839.25       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557731                      | CUSIP: 36213LSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15846 | PA      | $16327.08      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558841                      | CUSIP: 36213MZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2299 | PA      | $2365.50       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559854                      | CUSIP: 36213N5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2373 | PA      | $2444.11       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559265                      | CUSIP: 36213NJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4218 | PA      | $4317.24       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559433                      | CUSIP: 36213NPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8147 | PA      | $8371.70       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561958                      | CUSIP: 36213RJB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16260 | PA      | $16767.63      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561962                      | CUSIP: 36213RJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4860 | PA      | $4977.55       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562070                      | CUSIP: 36213RMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4097 | PA      | $4231.46       | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562395                      | CUSIP: 36213RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15555 | PA      | $16190.82      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563381                      | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        466 | PA      | $479.29        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563302                      | CUSIP: 36213SX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2001 | PA      | $2066.20       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563314                      | CUSIP: 36213SYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1180 | PA      | $1219.89       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563321                      | CUSIP: 36213SYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4365 | PA      | $4502.97       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563365                      | CUSIP: 36213SZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2914 | PA      | $3002.91       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564344                      | CUSIP: 36213T5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1241 | PA      | $1275.28       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564360                      | CUSIP: 36213T5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6152 | PA      | $6322.14       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563577                      | CUSIP: 36213TCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20882 | PA      | $21601.45      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563612                      | CUSIP: 36213TDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12503 | PA      | $12873.53      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563646                      | CUSIP: 36213TET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2334 | PA      | $2415.80       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564090                      | CUSIP: 36213TUP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2731 | PA      | $2822.44       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564150                      | CUSIP: 36213TWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4051 | PA      | $4183.46       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564402                      | CUSIP: 36213UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8385 | PA      | $8662.01       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564458                      | CUSIP: 36213UB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6369 | PA      | $6544.96       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564460                      | CUSIP: 36213UB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3300 | PA      | $3410.31       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564436                      | CUSIP: 36213UBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3366 | PA      | $3465.58       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564525                      | CUSIP: 36213UD64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4378 | PA      | $4520.88       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564555                      | CUSIP: 36213UE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        779 | PA      | $800.55        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8755 | PA      | $9011.52       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564706                      | CUSIP: 36213UKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1710 | PA      | $1737.55       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564745                      | CUSIP: 36213UL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9979 | PA      | $10294.28      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564760                      | CUSIP: 36213UMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3161 | PA      | $3249.04       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564989                      | CUSIP: 36213UUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1255 | PA      | $1288.83       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566254                      | CUSIP: 36213WBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1315 | PA      | $1360.97       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566309                      | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8069 | PA      | $8321.19       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 153137                      | CUSIP: 362154BE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1180.01       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 158771                      | CUSIP: 36216AJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        101 | PA      | $102.91        | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193705                      | CUSIP: 36217HDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1685 | PA      | $1731.54       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193709                      | CUSIP: 36217HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4063 | PA      | $4174.91       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193710                      | CUSIP: 36217HDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15303 | PA      | $15724.77      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780798                      | CUSIP: 36225A3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2670 | PA      | $2710.28       | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780799                      | CUSIP: 36225A3G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1881 | PA      | $1906.74       | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6498 | PA      | $6677.41       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780421                      | CUSIP: 36225APE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $118.48        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780453                      | CUSIP: 36225AQE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.63          | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780497                      | CUSIP: 36225ARS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2323 | PA      | $2334.92       | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780501                      | CUSIP: 36225ARW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         82 | PA      | $82.86         | 0.00%             | 2026-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780532                      | CUSIP: 36225ASV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        397 | PA      | $401.18        | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780601                      | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        819 | PA      | $823.49        | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780580                      | CUSIP: 36225AUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        237 | PA      | $239.44        | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780584                      | CUSIP: 36225AUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $435.51        | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780585                      | CUSIP: 36225AUJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        112 | PA      | $113.38        | 0.00%             | 2027-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780588                      | CUSIP: 36225AUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $115.45        | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780615                      | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $315.31        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780651                      | CUSIP: 36225AWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        966 | PA      | $974.54        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780678                      | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $271.90        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780731                      | CUSIP: 36225AY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        492 | PA      | $500.33        | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780732                      | CUSIP: 36225AY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1497 | PA      | $1512.81       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2188 | PA      | $2247.90       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780751                      | CUSIP: 36225AZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $898.41        | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781704                      | CUSIP: 36225B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6054 | PA      | $6250.09       | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781759                      | CUSIP: 36225B5U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29007 | PA      | $29944.31      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188547 | PA      | $191182.28     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781774                      | CUSIP: 36225B6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36710 | PA      | $37923.11      | 0.00%             | 2034-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781797                      | CUSIP: 36225B7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9041 | PA      | $9326.44       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780910                      | CUSIP: 36225BAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        697 | PA      | $710.51        | 0.00%             | 2028-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780912                      | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        939 | PA      | $965.07        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780977                      | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        308 | PA      | $312.45        | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2824 | PA      | $2901.64       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4367 | PA      | $4487.57       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781039                      | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4466 | PA      | $4589.31       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781079                      | CUSIP: 36225BFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1678 | PA      | $1726.96       | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781080                      | CUSIP: 36225BFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        530 | PA      | $546.52        | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781094                      | CUSIP: 36225BGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1132 | PA      | $1161.25       | 0.00%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781113                      | CUSIP: 36225BGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1209 | PA      | $1234.71       | 0.00%             | 2029-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781129                      | CUSIP: 36225BHE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8579 | PA      | $8714.73       | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781135                      | CUSIP: 36225BHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6286 | PA      | $6482.50       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781190                      | CUSIP: 36225BKB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        859 | PA      | $888.95        | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781205                      | CUSIP: 36225BKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        749 | PA      | $774.62        | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781222                      | CUSIP: 36225BLB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        297 | PA      | $308.58        | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781226                      | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5412 | PA      | $5561.61       | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781277                      | CUSIP: 36225BM21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        391 | PA      | $397.32        | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15169 | PA      | $15587.27      | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9769 | PA      | $10022.78      | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7736 | PA      | $7949.28       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781287                      | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14148 | PA      | $14535.27      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5169 | PA      | $5315.07       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781319                      | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24245 | PA      | $24971.29      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                      | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13687 | PA      | $14085.03      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781419                      | CUSIP: 36225BSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12576 | PA      | $13120.24      | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781448                      | CUSIP: 36225BTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8795 | PA      | $9079.88       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316455 | PA      | $325965.50     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15307 | PA      | $15778.54      | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39901 | PA      | $41175.51      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23185 | PA      | $23917.24      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113095 | PA      | $116707.38     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781649                      | CUSIP: 36225BZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19260 | PA      | $19875.48      | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11690 | PA      | $12063.26      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 80290                       | CUSIP: 36225CKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10394 | PA      | $10505.67      | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38132 | PA      | $39043.35      | 0.00%             | 2040-11-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207824 | PA      | $212372.18     | 0.00%             | 2040-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82122                       | CUSIP: 36225ELC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66994 | PA      | $68376.98      | 0.00%             | 2038-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61861 | PA      | $63055.61      | 0.00%             | 2038-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54276 | PA      | $55356.38      | 0.00%             | 2039-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                       | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30658 | PA      | $31310.41      | 0.00%             | 2039-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     281528 | PA      | $288059.04     | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382779 | PA      | $391660.18     | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787636 | PA      | $805905.68     | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377330 | PA      | $386545.79     | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156936 | PA      | $160775.31     | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80540 | PA      | $82633.19      | 0.00%             | 2041-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                       | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107505 | PA      | $110302.73     | 0.00%             | 2041-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184686 | PA      | $189230.78     | 0.00%             | 2041-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279725 | PA      | $286626.24     | 0.00%             | 2041-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345614 | PA      | $352941.64     | 0.00%             | 2041-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409195 | PA      | $417856.19     | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                       | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302823 | PA      | $309236.74     | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                       | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182482 | PA      | $186343.82     | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4361965 | PA      | $4234731.91    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784494                      | CUSIP: 3622A27F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4752155 | PA      | $4456807.94    | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403272 | PA      | $402547.67     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783635                      | CUSIP: 3622A2BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101473 | PA      | $100599.50     | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1587538 | PA      | $1460479.10    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783718                      | CUSIP: 3622A2DX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3099801 | PA      | $3006741.93    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783757                      | CUSIP: 3622A2E65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     728073 | PA      | $758091.80     | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783771                      | CUSIP: 3622A2FL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     706714 | PA      | $718295.99     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783776                      | CUSIP: 3622A2FR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157492 | PA      | $159638.44     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783946                      | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3791660 | PA      | $3477811.12    | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2693799 | PA      | $2592181.84    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784114                      | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3547244 | PA      | $3312202.25    | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1667167 | PA      | $1603835.19    | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5409164 | PA      | $5173357.90    | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2620689 | PA      | $2614986.78    | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5064487 | PA      | $4778280.72    | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2720143 | PA      | $2647216.12    | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785191                      | CUSIP: 3622AAUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27832669 | PA      | $23772533.95   | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785223                      | CUSIP: 3622AAVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20443710 | PA      | $17461450.70   | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786317                      | CUSIP: 3622AB4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13607048 | PA      | $13635015.77   | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37900760 | PA      | $36995367.39   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786371                      | CUSIP: 3622AB6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19397166 | PA      | $19437034.62   | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787172                      | CUSIP: 3622AC2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8458819 | PA      | $8853250.30    | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786545                      | CUSIP: 3622ACES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16245466 | PA      | $16258550.41   | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786577                      | CUSIP: 3622ACFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20822783 | PA      | $20839553.81   | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786578                      | CUSIP: 3622ACFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21646431 | PA      | $21650335.53   | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786597                      | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5027532 | PA      | $4979702.19    | 0.00%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20417539 | PA      | $21059872.67   | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786630                      | CUSIP: 3622ACHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11396989 | PA      | $11605768.01   | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786642                      | CUSIP: 3622ACHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18589694 | PA      | $19116431.34   | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786681                      | CUSIP: 3622ACJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11119527 | PA      | $11298899.57   | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47991188 | PA      | $47969850.69   | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15056376 | PA      | $15261613.63   | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786714                      | CUSIP: 3622ACK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42440865 | PA      | $43218330.44   | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786757                      | CUSIP: 3622ACME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9624474 | PA      | $9800782.87    | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786788                      | CUSIP: 3622ACND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22317837 | PA      | $23082722.66   | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786826                      | CUSIP: 3622ACPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26507420 | PA      | $27017855.20   | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786858                      | CUSIP: 3622ACQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7679373 | PA      | $7925765.05    | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786862                      | CUSIP: 3622ACQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29159890 | PA      | $25884685.83   | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786914                      | CUSIP: 3622ACSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5836185 | PA      | $6016143.55    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786927                      | CUSIP: 3622ACSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12797349 | PA      | $13231946.14   | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787108                      | CUSIP: 3622ACYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45870415 | PA      | $47994999.56   | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787109                      | CUSIP: 3622ACYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13203795 | PA      | $13852491.75   | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31065816 | PA      | $32592067.19   | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356393 | PA      | $355535.55     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     825602 | PA      | $801739.82     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1954333 | PA      | $1896810.88    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759078                      | CUSIP: 36230UCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420189 | PA      | $397760.62     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3838466 | PA      | $3725488.78    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                      | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2681925 | PA      | $2601835.01    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759100                      | CUSIP: 36230UDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     981503 | PA      | $930088.76     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2378091 | PA      | $2307784.60    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759192                      | CUSIP: 36230UF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7537 | PA      | $7517.26       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759219                      | CUSIP: 36230UG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371078 | PA      | $359938.26     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161585 | PA      | $157338.66     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782628                      | CUSIP: 36241K4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83324 | PA      | $81110.36      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782694                      | CUSIP: 36241K7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29567 | PA      | $30058.63      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1603356 | PA      | $1629892.12    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     557912 | PA      | $565711.30     | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781807                      | CUSIP: 36241KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50439 | PA      | $50461.92      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533565 | PA      | $533792.84     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781844                      | CUSIP: 36241KBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10972 | PA      | $11274.34      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781881                      | CUSIP: 36241KCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100539 | PA      | $102006.10     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781885                      | CUSIP: 36241KCW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212098 | PA      | $215143.62     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74271 | PA      | $75381.29      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781918                      | CUSIP: 36241KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105128 | PA      | $106653.85     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781958                      | CUSIP: 36241KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126346 | PA      | $128207.66     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     497246 | PA      | $504843.29     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50559 | PA      | $51953.85      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148145 | PA      | $150408.11     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782114                      | CUSIP: 36241KK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204194 | PA      | $207388.08     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201616 | PA      | $204721.66     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89393 | PA      | $89438.03      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7854 | PA      | $8203.95       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782371                      | CUSIP: 36241KT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     700404 | PA      | $711754.78     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782487                      | CUSIP: 36241KXQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464282 | PA      | $471659.44     | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782510                      | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347905 | PA      | $365648.37     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782528                      | CUSIP: 36241KYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     804768 | PA      | $817809.43     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782562                      | CUSIP: 36241KZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1040241 | PA      | $1057457.36    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782557                      | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271756 | PA      | $275872.73     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4154226 | PA      | $3925399.33    | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                      | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130184 | PA      | $129529.96     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783533                      | CUSIP: 36241L4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     566300 | PA      | $534834.70     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783547                      | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2096654 | PA      | $2035220.20    | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783579                      | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1295720 | PA      | $1224660.95    | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783584                      | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85982 | PA      | $85801.65      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783590                      | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     850560 | PA      | $848807.19     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782734                      | CUSIP: 36241LBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2127201 | PA      | $2162406.85    | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70699 | PA      | $71870.38      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782899                      | CUSIP: 36241LGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472241 | PA      | $478896.81     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2008941 | PA      | $2042240.57    | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459513 | PA      | $467183.57     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1046104 | PA      | $1044146.61    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     964467 | PA      | $980327.49     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783069                      | CUSIP: 36241LMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3046302 | PA      | $3097374.87    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783114                      | CUSIP: 36241LN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1122979 | PA      | $1141506.36    | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1289224 | PA      | $1252307.66    | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2611561 | PA      | $2536079.99    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783158                      | CUSIP: 36241LQK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395791 | PA      | $402504.48     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783185                      | CUSIP: 36241LRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3101211 | PA      | $3096403.08    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783188                      | CUSIP: 36241LRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86248 | PA      | $89509.87      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783198                      | CUSIP: 36241LRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1151370 | PA      | $1117939.10    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1560968 | PA      | $1514819.30    | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1455669 | PA      | $1452445.78    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     599959 | PA      | $598630.92     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     569867 | PA      | $568648.58     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31209 | PA      | $31104.54      | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259600 | PA      | $264009.91     | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783295                      | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1064492 | PA      | $1061321.98    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783298                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190738 | PA      | $190365.41     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783314                      | CUSIP: 36241LVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14115 | PA      | $14349.41      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783324                      | CUSIP: 36241LVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148842 | PA      | $144860.89     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                      | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270084 | PA      | $274619.80     | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85120 | PA      | $86537.08      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783361                      | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77939 | PA      | $75611.76      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783363                      | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32862 | PA      | $33766.71      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4047422 | PA      | $3833386.98    | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783382                      | CUSIP: 36241LXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372931 | PA      | $372105.14     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     738786 | PA      | $751211.59     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413399 | PA      | $420261.26     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1010270 | PA      | $979622.90     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B               | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    1589711 | PA      | $1514263.39    | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    2253132 | PA      | $2230600.73    | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                            | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11450000 | PA      | $11310398.17   | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A4               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3908529.35    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS               | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2878483.14    | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8350000 | PA      | $8248017.28    | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS               | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3202154.45    | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | 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        |    3150000 | PA      | $3088225.98    | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                            | GSMS 2016-GS2 A4               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4425000 | PA      | $4394690.52    | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5              | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406238 | PA      | $393106.80     | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675000 | PA      | $1612187.50    | 0.00%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12250000 | PA      | $12064977.23   | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS               | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $570183.00     | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $705711.90     | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 B                 | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     818619 | PA      | $819213.23     | 0.00%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A3                | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1007619.40    | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A4                | CUSIP: 362549AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $606909.06     | 0.00%             | 2031-05-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4               | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13194000 | PA      | $12918166.24   | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS               | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3519000 | PA      | $3393486.42    | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                            | GSMS 2017-GS8 A3               | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9809686.00    | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     966974 | PA      | $961555.69     | 0.00%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A3              | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525000 | PA      | $2404041.64    | 0.00%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7970000 | PA      | $7551189.25    | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16200000 | PA      | $15207701.40   | 0.00%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS              | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3775000 | PA      | $3499976.53    | 0.00%             | 2052-09-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2382331 | PA      | $2386615.96    | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A4                | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4125000 | PA      | $4148401.54    | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A3                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     338517 | PA      | $338098.28     | 0.00%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $647174.65     | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | 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        |    4270000 | PA      | $3907277.16    | 0.00%             | 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        |    7370000 | PA      | $6904962.58    | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS              | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $1949713.64    | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4              | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7675000 | PA      | $7334999.80    | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4              | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7164000 | PA      | $6792749.34    | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   12624000 | PA      | $11251988.95   | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5830507.74    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $8559176.03    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   25949000 | PA      | $25691116.41   | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   12204000 | PA      | $11890140.80   | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   29595000 | PA      | $28040157.13   | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   11337000 | PA      | $9035057.87    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $6345236.16    | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS              | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $944597.06     | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A3                | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2205713 | PA      | $2209677.25    | 0.00%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1610862.40    | 0.00%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A3                | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     528572 | PA      | $528158.28     | 0.00%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1739000 | PA      | $1735437.66    | 0.00%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10606370.14   | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    8485000 | PA      | $8625772.78    | 0.00%             | 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        |   11005000 | PA      | $11404652.89   | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1585269 | PA      | $1598288.44    | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1294000 | PA      | $1316417.39    | 0.00%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   23205000 | PA      | $23921792.61   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15555000 | PA      | $16485338.12   | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   23055000 | PA      | $24799038.71   | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   14844000 | PA      | $16367560.46   | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A3                | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1308204.17    | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  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        |     800000 | PA      | $811807.92     | 0.00%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A3                | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4661375 | PA      | $4676320.44    | 0.00%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A4                | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1309049.82    | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  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        |    1300000 | PA      | $1311668.41    | 0.00%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5034228.50    | 0.00%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A4                | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5066447.00    | 0.00%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  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        |    5000000 | PA      | $5064630.50    | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A3                | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4338565.41    | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1313278.20    | 0.00%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65043 | PA      | $65070.38      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615300                      | CUSIP: 36290RRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62404 | PA      | $64822.06      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49414 | PA      | $49436.87      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97370 | PA      | $97416.91      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76213 | PA      | $76244.94      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615789                      | CUSIP: 36290SC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8276 | PA      | $8577.63       | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616031                      | CUSIP: 36290SLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27911 | PA      | $28947.65      | 0.00%             | 2033-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622080                      | CUSIP: 36291ACR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26986 | PA      | $26997.89      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626755                      | CUSIP: 36291FH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3426 | PA      | $3457.93       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63090 | PA      | $64001.29      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631189                      | CUSIP: 36291LF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         46 | PA      | $45.74         | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635384                      | CUSIP: 36291Q2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4233 | PA      | $4408.88       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122701 | PA      | $124526.42     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636074                      | CUSIP: 36291RT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2933 | PA      | $3058.79       | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636222                      | CUSIP: 36291RYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23398 | PA      | $24332.89      | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636224                      | CUSIP: 36291RYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19450 | PA      | $20241.09      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641782                      | CUSIP: 36291X6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23587 | PA      | $23956.20      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642141                      | CUSIP: 36291YLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21844 | PA      | $22860.15      | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643349                      | CUSIP: 36292AWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29786 | PA      | $30250.42      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644844                      | CUSIP: 36292CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40135 | PA      | $41883.29      | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647714                      | CUSIP: 36292FSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2540 | PA      | $2652.82       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647763                      | CUSIP: 36292FTU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6819 | PA      | $7007.19       | 0.00%             | 2035-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650340                      | CUSIP: 36292JPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7944 | PA      | $8023.62       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651332                      | CUSIP: 36292KSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3675 | PA      | $3826.57       | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651718                      | CUSIP: 36292LAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24986 | PA      | $25376.92      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12869 | PA      | $13068.41      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28861 | PA      | $30170.37      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A3                | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3539338.60    | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $762676.80     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664368                      | CUSIP: 36295ACD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71786 | PA      | $75447.59      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664444                      | CUSIP: 36295AER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12596 | PA      | $13149.48      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70811 | PA      | $74365.63      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675363                      | CUSIP: 36295NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7836 | PA      | $8048.70       | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676940                      | CUSIP: 36295QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249455 | PA      | $253513.32     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677132                      | CUSIP: 36295QHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55100 | PA      | $54990.67      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677142                      | CUSIP: 36295QHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217984 | PA      | $217517.64     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677232                      | CUSIP: 36295QLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1303 | PA      | $1367.65       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     892237 | PA      | $907225.77     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678620                      | CUSIP: 36295R4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14364 | PA      | $14604.18      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684255                      | CUSIP: 36295YE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57772 | PA      | $58720.80      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 A3                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2119378.59    | 0.00%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 A4                | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1518420.90    | 0.00%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244215 | PA      | $256783.28     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688101                      | CUSIP: 36296DNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $228.55        | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690045                      | CUSIP: 36296FTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49349 | PA      | $49344.29      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17206 | PA      | $18014.74      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1405897 | PA      | $1403479.76    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     916822 | PA      | $915245.49     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     599192 | PA      | $583360.88     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     822244 | PA      | $820799.12     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698402                      | CUSIP: 36296Q3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228539 | PA      | $228154.80     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4529173 | PA      | $4521213.17    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698479                      | CUSIP: 36296Q6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     641199 | PA      | $624258.32     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698482                      | CUSIP: 36296Q6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20036 | PA      | $19999.11      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698484                      | CUSIP: 36296Q6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32948 | PA      | $33496.50      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697936                      | CUSIP: 36296QLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $42.72         | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216746 | PA      | $216372.87     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698199                      | CUSIP: 36296QUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3626957 | PA      | $3620857.14    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698233                      | CUSIP: 36296QV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     402529 | PA      | $401882.02     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698236                      | CUSIP: 36296QV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25207 | PA      | $25626.62      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698221                      | CUSIP: 36296QVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389202 | PA      | $370545.79     | 0.00%             | 2039-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698336                      | CUSIP: 36296QY94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90211 | PA      | $90055.57      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699126                      | CUSIP: 36296RVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112431 | PA      | $118300.71     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700761                      | CUSIP: 36296TQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11864 | PA      | $12492.05      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     751960 | PA      | $750638.24     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701297                      | CUSIP: 36296UDA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259970 | PA      | $259571.73     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27500 | PA      | $27452.03      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701811                      | CUSIP: 36296UVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     685721 | PA      | $684670.48     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     661743 | PA      | $660605.06     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701961                      | CUSIP: 36296UZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1234466 | PA      | $1232343.70    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704067                      | CUSIP: 36296XFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117475 | PA      | $123448.25     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704480                      | CUSIP: 36296XUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     867486 | PA      | $881907.49     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705142                      | CUSIP: 36296YLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192550 | PA      | $186934.04     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705983                      | CUSIP: 36297AJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49182 | PA      | $51756.77      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705997                      | CUSIP: 36297AKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20766 | PA      | $21106.44      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711063                      | CUSIP: 36297F5Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1826148 | PA      | $1822730.64    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711073                      | CUSIP: 36297F6J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1979888 | PA      | $1976032.64    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710718                      | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.54         | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172063 | PA      | $171773.65     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711557                      | CUSIP: 36297GQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     844027 | PA      | $818291.28     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232339 | PA      | $226069.13     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   12720000 | PA      | $8995174.07    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $6167144.95    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9932180.20    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   24275000 | PA      | $26418948.75   | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   15884000 | PA      | $15697663.55   | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   26017000 | PA      | $26058314.65   | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    9327000 | PA      | $8761544.94    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $5266574.91    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3704000 | PA      | $3263466.17    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   11005000 | PA      | $11155118.97   | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5124578.79    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $8398249.75    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    9545000 | PA      | $9713166.09    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7988000 | PA      | $9095391.88    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   50461000 | PA      | $51335468.07   | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   22043000 | PA      | $21425425.29   | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    9320000 | PA      | $8383808.52    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   12596000 | PA      | $13585283.36   | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   22575000 | PA      | $24161090.27   | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $2077720.82    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   17734000 | PA      | $16979715.93   | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   18698000 | PA      | $17052697.25   | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    8874000 | PA      | $9020891.17    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4082000 | PA      | $4216370.15    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2946000 | PA      | $3057974.07    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   23440000 | PA      | $24309000.70   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   17455000 | PA      | $18360096.77   | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   11635000 | PA      | $11905055.45   | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   27077000 | PA      | $27014885.94   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   26478000 | PA      | $26505764.14   | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9507000 | PA      | $9427384.87    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17720000 | PA      | $16884160.55   | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17869000 | PA      | $17367365.87   | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10023000 | PA      | $8879905.41    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $16886493.09   | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17448000 | PA      | $15587995.55   | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     823000 | PA      | $778596.32     | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1024978.71    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15353000 | PA      | $15232792.50   | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6484000 | PA      | $6544215.19    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2339376.37    | 0.00%             | 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        |    9518000 | PA      | $9955116.29    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18649000 | PA      | $19321779.65   | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4602000 | PA      | $4783257.13    | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14844000 | PA      | $15613732.64   | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $9980214.22    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11482000 | PA      | $11962662.13   | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   45200000 | PA      | $46693278.94   | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $12939958.90   | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5902000 | PA      | $6012222.72    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13606000 | PA      | $14078772.98   | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   27979000 | PA      | $28279154.61   | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1852644.30    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   37482000 | PA      | $38394736.29   | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30379000 | PA      | $31320406.05   | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5116000 | PA      | $5198561.42    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8476356.33    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3735220.39    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16238000 | PA      | $16729532.36   | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1767523.83    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                          | GEN LUX/GEN USA                | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6160000 | PA      | $6418214.78    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $5334156.76    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    7344000 | PA      | $7798612.40    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   18136000 | PA      | $18478822.91   | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $6132046.45    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    8309000 | PA      | $7718780.54    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   13562000 | PA      | $11185538.27   | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    4132000 | PA      | $3696100.60    | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $8421729.39    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    9523000 | PA      | $6258587.36    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $3940411.36    | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    8385000 | PA      | $9513556.72    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    5868000 | PA      | $7154545.34    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    7607000 | PA      | $7261339.58    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3273000 | PA      | $2862666.47    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8099000 | PA      | $8011665.44    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   13538000 | PA      | $12819666.81   | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3144000 | PA      | $2396919.62    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   11080000 | PA      | $7734479.82    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   13203000 | PA      | $13404090.61   | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   25607000 | PA      | $26118470.78   | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    7543000 | PA      | $7648976.60    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    9345000 | PA      | $9636904.26    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   13734000 | PA      | $13953521.28   | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   10053000 | PA      | $10318299.79   | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   21758000 | PA      | $22316668.64   | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    7638000 | PA      | $7637775.95    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6828016.78    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                 | GERDAU TRADE INC               | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    6400000 | PA      | $6626064.37    | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $15476683.96   | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   25856000 | PA      | $24128347.52   | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   27478000 | PA      | $24578590.20   | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   24855000 | PA      | $22854602.48   | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   18608000 | PA      | $18393528.19   | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15199000 | PA      | $14131640.11   | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   22544000 | PA      | $19010158.38   | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15034000 | PA      | $14824463.41   | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   17938000 | PA      | $13165793.38   | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   14010000 | PA      | $9043199.01    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7715000 | PA      | $7314268.02    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   13670000 | PA      | $14329506.94   | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15310000 | PA      | $15458727.23   | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7459000 | PA      | $7648906.58    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   11604000 | PA      | $11921983.06   | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8074000 | PA      | $8127293.58    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10727666.22   | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $7075781.30    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   36029000 | PA      | $40501274.71   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5146550.03    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   31567000 | PA      | $31531461.44   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    7181000 | PA      | $7268646.17    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $15024959.07   | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   16857000 | PA      | $16453841.44   | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    7475000 | PA      | $7527760.71    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $4362880.86    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $1673607.59    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   16215000 | PA      | $15008969.34   | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   12552500 | PA      | $12233330.34   | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   13795000 | PA      | $12358778.44   | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4732000 | PA      | $4787719.34    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   12990000 | PA      | $13288539.90   | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11187000 | PA      | $10992998.46   | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                 | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    6590000 | PA      | $5920923.86    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A3                | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360448 | PA      | $360848.71     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A4                | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $526601.72     | 0.00%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 B                 | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $1029754.98    | 0.00%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A3                | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2819363 | PA      | $2851854.59    | 0.00%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3075000 | PA      | $3155003.81    | 0.00%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A3                | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6250000 | PA      | $6307510.63    | 0.00%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3125000 | PA      | $3183731.25    | 0.00%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A3                | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2010387.20    | 0.00%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  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        |     500000 | PA      | $504373.15     | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 A3                | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4900000 | PA      | $4918369.61    | 0.00%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 A4                | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $752631.53     | 0.00%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A3                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1850000 | PA      | $1853312.98    | 0.00%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A4                | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1604691.04    | 0.00%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1474172 | PA      | $1477750.95    | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | 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        |     800000 | PA      | $804919.20     | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A3                | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8607748.55    | 0.00%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A4                | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7425000 | PA      | $7578341.84    | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A4                | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     725772 | PA      | $720450.68     | 0.00%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2019302.40    | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3650000 | PA      | $3237827.04    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4700000 | PA      | $3678618.09    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4615000 | PA      | $4126438.10    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2552860.20    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4700000 | PA      | $3686788.57    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8625000 | PA      | $6391957.31    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3125000 | PA      | $2847278.13    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5700000 | PA      | $4780073.01    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30935000 | PA      | $28708291.40   | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16419000 | PA      | $17473389.97   | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2541784.26    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27396000 | PA      | $28660492.59   | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2597206.83    | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5949000 | PA      | $6123218.97    | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11789000 | PA      | $11941240.15   | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   36435000 | PA      | $36681939.57   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   40235000 | PA      | $40831311.35   | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   57965000 | PA      | $59825601.02   | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   80309000 | PA      | $83896470.21   | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31116000 | PA      | $32273248.97   | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11028165.78   | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6462000 | PA      | $6682140.07    | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10407000 | PA      | $11462669.55   | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17013000 | PA      | $17432217.80   | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   64996000 | PA      | $72772819.13   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26164000 | PA      | $28744872.88   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   36185000 | PA      | $36091445.24   | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   38659000 | PA      | $38378140.17   | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   88335000 | PA      | $87563033.70   | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27063000 | PA      | $27092642.86   | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   59244200 | PA      | $54769936.28   | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   73230000 | PA      | $72044000.52   | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30589000 | PA      | $26985700.90   | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22530000 | PA      | $20422939.88   | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30708000 | PA      | $23719592.67   | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20764000 | PA      | $20250237.25   | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   21364000 | PA      | $19056222.41   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1398547.06    | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   40673000 | PA      | $39722098.10   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43233000 | PA      | $38881643.16   | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   29421000 | PA      | $28805504.83   | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   34583000 | PA      | $31721951.83   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2304206.67    | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   35375000 | PA      | $35103139.02   | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13113000 | PA      | $13193563.64   | 0.00%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   17907000 | PA      | $19152813.61   | 0.01%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   21657000 | PA      | $23811444.49   | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   71767000 | PA      | $71303387.40   | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                            | GOLDMAN SACHS BD               | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    7941000 | PA      | $7989485.21    | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   42164000 | PA      | $39626463.76   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   64647000 | PA      | $57896930.64   | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1384985.48    | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $11016312.36   | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5112578.93    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    9823000 | PA      | $10386602.84   | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   24524000 | PA      | $25062277.72   | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6734615.92    | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8140459.06    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    5968000 | PA      | $4749878.91    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4740218.27    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   20012000 | PA      | $19748844.88   | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $3523456.93    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   27320000 | PA      | $19249988.91   | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    4115000 | PA      | $4468437.31    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    7751000 | PA      | $7117851.68    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   14658000 | PA      | $10217570.30   | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    7438000 | PA      | $5990550.29    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    9094000 | PA      | $6430590.34    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3233557.42    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7823000 | PA      | $7705060.73    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $250533.78     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9092000 | PA      | $9413689.47    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12945000 | PA      | $13527903.88   | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5327000 | PA      | $5414551.20    | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   15930000 | PA      | $16364692.01   | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10498285.70   | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8759000 | PA      | $8776137.28    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   26482000 | PA      | $25284573.47   | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6326422.69    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   30640000 | PA      | $30372668.04   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15443000 | PA      | $14859393.64   | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   24895000 | PA      | $22722448.83   | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   44085000 | PA      | $42105748.80   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8805000 | PA      | $6026498.28    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11479000 | PA      | $10182545.60   | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13212000 | PA      | $13028146.90   | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5142688.77    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   25686000 | PA      | $24106757.45   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   26265000 | PA      | $21676046.85   | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13595000 | PA      | $13922756.33   | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $17464932.86   | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16149000 | PA      | $15946779.81   | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9208000 | PA      | $7889825.74    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17570000 | PA      | $18265555.72   | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23290000 | PA      | $24184244.15   | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   32059000 | PA      | $32123968.63   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9360000 | PA      | $9395805.66    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9480920.57    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10116533.89   | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10203836.77   | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $21070132.33   | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19810000 | PA      | $20453185.00   | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17179381.00   | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   22986000 | PA      | $23714922.94   | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18263000 | PA      | $18724177.77   | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6930000 | PA      | $6908062.16    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2640825.28    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17322000 | PA      | $16796614.05   | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9518000 | PA      | $10360578.68   | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   34044000 | PA      | $33192558.16   | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37122000 | PA      | $37011724.83   | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35010000 | PA      | $35248661.70   | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   44060000 | PA      | $43401578.01   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20868000 | PA      | $21401960.16   | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20710000 | PA      | $19258678.21   | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20641000 | PA      | $18679574.88   | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   59569000 | PA      | $57070905.78   | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   49756000 | PA      | $45072930.85   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   29820000 | PA      | $28142754.00   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20946000 | PA      | $20466983.94   | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   45576000 | PA      | $41057152.08   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19732000 | PA      | $19648056.78   | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   47726000 | PA      | $48137067.08   | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26904000 | PA      | $27357916.62   | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12025000 | PA      | $12474774.81   | 0.00%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DJ5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2040000 | PA      | $2256563.83    | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8010000 | PA      | $8935649.37    | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22939000 | PA      | $24778351.69   | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   47014000 | PA      | $50494184.99   | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13793000 | PA      | $15387693.46   | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20652000 | PA      | $20703878.22   | 0.01%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23828000 | PA      | $25312545.18   | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25802000 | PA      | $30269708.33   | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22900000 | PA      | $23869929.01   | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   29902000 | PA      | $32551394.87   | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32524000 | PA      | $35732779.80   | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15264000 | PA      | $16463790.38   | 0.00%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   28300000 | PA      | $32224294.32   | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   18219000 | PA      | $19209605.62   | 0.01%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21844000 | PA      | $22299223.52   | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13765000 | PA      | $14470612.15   | 0.00%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   28213000 | PA      | $29179467.46   | 0.01%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6230000 | PA      | $6339824.43    | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   29855000 | PA      | $30809042.93   | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15660000 | PA      | $15881156.82   | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8200000 | PA      | $8396665.13    | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31092000 | PA      | $32122044.27   | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26148000 | PA      | $27559117.35   | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8371000 | PA      | $8525194.97    | 0.00%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   15374000 | PA      | $15642395.89   | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    5035000 | PA      | $5104204.02    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    5109000 | PA      | $5461996.76    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   15083000 | PA      | $17771453.53   | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   22225000 | PA      | $21806320.38   | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9181000 | PA      | $8757150.15    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   12279000 | PA      | $11072693.04   | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9321427.57    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    8967000 | PA      | $8696771.37    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $11931227.40   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $14384641.23   | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   19900000 | PA      | $21118444.69   | 0.01%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5792700.63    | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   12467000 | PA      | $12998697.79   | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2550478.02    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   14808000 | PA      | $15060401.12   | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     950000 | PA      | $955810.40     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $8008326.84    | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    7643000 | PA      | $7603750.16    | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   10899000 | PA      | $10890590.72   | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    3946000 | PA      | $3368035.28    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $5440176.64    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    6398000 | PA      | $4568775.44    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    8592000 | PA      | $5553717.86    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   13560000 | PA      | $15200026.61   | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   24196000 | PA      | $28960455.31   | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    6456000 | PA      | $5717068.25    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   11606000 | PA      | $10394371.16   | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   16840000 | PA      | $16586190.57   | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   29692000 | PA      | $27021558.73   | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   19075000 | PA      | $17976200.03   | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   12523000 | PA      | $12746433.38   | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    2759000 | PA      | $2491005.99    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1511969.91    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |   11335000 | PA      | $9216722.63    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A3                | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1150000 | PA      | $1154235.68    | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A4                | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3014159.70    | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A2A               | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2508914.50    | 0.00%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     968081 | PA      | $964536.50     | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2021-B                                          | HDMOT 2021-B A4                | CUSIP: 41285AAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     694134 | PA      | $693131.86     | 0.00%             | 2029-05-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A3                | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1777300 | PA      | $1783210.63    | 0.00%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A4                | CUSIP: 41285JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4125000 | PA      | $4165684.88    | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A3                | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4907121 | PA      | $4947701.18    | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | 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        |    2050000 | PA      | $2100275.02    | 0.00%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A3                | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2527181.00    | 0.00%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   12762000 | PA      | $12714499.41   | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    9652000 | PA      | $9295049.28    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5084000 | PA      | $5116840.37    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    6091000 | PA      | $6468740.80    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $4456722.29    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $6478272.78    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5473000 | PA      | $4752412.16    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7981000 | PA      | $7559490.09    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   17821000 | PA      | $13436675.13   | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $3786018.43    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    5588000 | PA      | $4082805.24    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    7384000 | PA      | $7710166.58    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3541931.91    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   10056000 | PA      | $9916326.11    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    8822000 | PA      | $8749632.53    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   12085000 | PA      | $11777107.41   | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    5252000 | PA      | $5872615.63    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     675000 | PA      | $640320.90     | 0.00%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    9452000 | PA      | $9380938.64    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    5462000 | PA      | $5145520.81    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $9916328.49    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4293187.62    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20251000 | PA      | $19133998.86   | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10697000 | PA      | $9853693.90    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4581000 | PA      | $4287477.83    | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4448000 | PA      | $4577365.18    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5149282.92    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    8430000 | PA      | $8743871.48    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   12395000 | PA      | $10950534.05   | 0.00%             | 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        |    6930000 | PA      | $6973985.35    | 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        |    9850000 | PA      | $9825149.46    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5460935.24    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                             | HERCULES CAPITAL               | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9590598.37    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     915000 | PA      | $686771.49     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6831000 | PA      | $4699964.22    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    4689000 | PA      | $4400705.16    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    5773000 | PA      | $5169477.00    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    4796000 | PA      | $2989593.28    | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3591075.62    | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6911000 | PA      | $6934022.24    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2683646.99    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   14583000 | PA      | $15859666.65   | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   19263000 | PA      | $19994285.47   | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   14546000 | PA      | $14591300.66   | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   10819000 | PA      | $11257883.91   | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   11595000 | PA      | $11982382.37   | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   14038000 | PA      | $14771829.61   | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   14980000 | PA      | $15394807.48   | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   16781000 | PA      | $16850029.13   | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8128000 | PA      | $8162306.07    | 0.00%             | 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        |   37527000 | PA      | $37700793.18   | 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        |   21946000 | PA      | $22164467.95   | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   40167000 | PA      | $39838154.65   | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   25937000 | PA      | $24813925.53   | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    9836000 | PA      | $9823941.83    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   13437000 | PA      | $13351751.89   | 0.00%             | 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        |   10377000 | PA      | $10360923.96   | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1503744.38    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    7128000 | PA      | $7059307.90    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    4964000 | PA      | $4909358.40    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    5227000 | PA      | $5118115.50    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    9565000 | PA      | $8867349.90    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   11404000 | PA      | $10084962.75   | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   28480000 | PA      | $29350453.71   | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   43696000 | PA      | $44155815.50   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $6111200.86    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $2231696.86    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    2288000 | PA      | $2315209.47    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    5757000 | PA      | $5884052.04    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5403921.14    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   71692000 | PA      | $78026502.81   | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13827000 | PA      | $14235442.07   | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $2845032.69    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8077000 | PA      | $7035236.92    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $2124536.81    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3139000 | PA      | $2767898.19    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13012000 | PA      | $11176560.66   | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3829000 | PA      | $3770525.43    | 0.00%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10847000 | PA      | $7753297.27    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   20564000 | PA      | $16628233.13   | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   24954000 | PA      | $24480205.44   | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6263000 | PA      | $6268386.16    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4164000 | PA      | $3664561.81    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   29692000 | PA      | $28639294.54   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   34200000 | PA      | $23708093.35   | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   21325000 | PA      | $20907980.04   | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   31273000 | PA      | $29459472.01   | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10755000 | PA      | $8811851.97    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   33874000 | PA      | $24451224.36   | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $4045964.56    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18172000 | PA      | $15660627.77   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $3705021.08    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6553000 | PA      | $6131292.91    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15434000 | PA      | $13486092.14   | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12442000 | PA      | $7847803.38    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   38724000 | PA      | $36265854.59   | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   45411000 | PA      | $34000899.84   | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   14074000 | PA      | $14291996.91   | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8342000 | PA      | $7778613.93    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CV2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $9637892.16    | 0.00%             | 2026-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1389340.74    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18113000 | PA      | $18556804.92   | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   11745000 | PA      | $12110860.98   | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   21443000 | PA      | $21960909.98   | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7949000 | PA      | $7782880.73    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1627705.33    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7789000 | PA      | $7759460.68    | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6412000 | PA      | $6360277.93    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   14167000 | PA      | $14033985.52   | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A3                | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7357413 | PA      | $7426961.50    | 0.00%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1017587.80    | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A3                | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1254306.38    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A4                | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $752916.90     | 0.00%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A3                | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1802912 | PA      | $1811120.73    | 0.00%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A4                | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $782760.85     | 0.00%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9900000 | PA      | $10034574.66   | 0.00%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A3                | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750559 | PA      | $1771271.03    | 0.00%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A4                | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $921108.60     | 0.00%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     941000 | PA      | $920275.88     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   14731000 | PA      | $13413695.18   | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   20500000 | PA      | $20619651.19   | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   26010000 | PA      | $26236043.03   | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   15890000 | PA      | $16191780.65   | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                        | HAROT 2025-3 A3                | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6370000 | PA      | $6383294.19    | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                        | HAROT 2025-3 A4                | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     749000 | PA      | $751469.23     | 0.00%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A3                | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8825000 | PA      | $8895044.03    | 0.00%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A3                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9604191.25    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A4                | CUSIP: 43814VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3048698.40    | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A3                | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1045589 | PA      | $1048641.32    | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A4                | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1310628.67    | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170343 | PA      | $170278.14     | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A4                | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $774050.47     | 0.00%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A3                | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5383169 | PA      | $5423168.65    | 0.00%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A4                | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1060000 | PA      | $1075921.41    | 0.00%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4490000 | PA      | $4514408.09    | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1410220.00    | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4869000 | PA      | $5185748.01    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    9124000 | PA      | $9685478.13    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    9479000 | PA      | $9783664.55    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   25040000 | PA      | $24637591.06   | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5991000 | PA      | $4709621.34    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    9661000 | PA      | $9200965.28    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   13603000 | PA      | $12321884.67   | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   18034000 | PA      | $17323559.79   | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   22350000 | PA      | $19357088.59   | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    7018000 | PA      | $7169926.26    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   24910000 | PA      | $25605618.06   | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   10514000 | PA      | $10566832.86   | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    8679000 | PA      | $8599815.83    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   20034000 | PA      | $20721828.83   | 0.01%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   23335000 | PA      | $23699057.74   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   16567000 | PA      | $15937273.19   | 0.00%             | 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        |    6434000 | PA      | $6183842.16    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    9560000 | PA      | $9674561.96    | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   12720000 | PA      | $12967506.01   | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   13960000 | PA      | $14200975.27   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                       | HORACE MANN EDUC               | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    4718000 | PA      | $4671985.55    | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   14588000 | PA      | $13099723.94   | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    9916000 | PA      | $9339463.55    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    8890000 | PA      | $5949120.48    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5436558.45    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $2900538.09    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10259452.76   | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   14885000 | PA      | $13978492.15   | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    7476000 | PA      | $6651600.19    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $11199490.97   | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    8585000 | PA      | $8643020.08    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    1330000 | PA      | $1141651.25    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    9445000 | PA      | $10060250.13   | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $3944111.17    | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $12502238.27   | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   10315000 | PA      | $10584505.60   | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3852704.18    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   13756000 | PA      | $13562296.34   | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3552621.01    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   12222000 | PA      | $10584940.95   | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    7287000 | PA      | $6487715.98    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5340144.61    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3123000 | PA      | $2663569.30    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9048000 | PA      | $8610250.04    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4259000 | PA      | $3157193.16    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9759000 | PA      | $9881435.63    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   11284000 | PA      | $10862377.99   | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   14642000 | PA      | $12478989.78   | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     597000 | PA      | $583355.07     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5863000 | PA      | $6050007.45    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   10220000 | PA      | $10749956.18   | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   11170000 | PA      | $10319353.40   | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $13405119.90   | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $6166329.39    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   17525000 | PA      | $18031230.27   | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   13266000 | PA      | $12660584.61   | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6578000 | PA      | $6511703.82    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8862980.86    | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   21862000 | PA      | $25867178.74   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   19325000 | PA      | $17889976.63   | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10099000 | PA      | $10160148.59   | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   20660000 | PA      | $21738523.25   | 0.01%             | 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        |   16471000 | PA      | $17156976.61   | 0.00%             | 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        |   14840000 | PA      | $15292617.29   | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   14210000 | PA      | $14785061.50   | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   12591000 | PA      | $12392073.96   | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    9806000 | PA      | $9664629.25    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    8514000 | PA      | $8002565.42    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2123027.00    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   52231000 | PA      | $54741168.96   | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   22868000 | PA      | $23007449.05   | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $8143503.11    | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   12538000 | PA      | $12552165.57   | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   21115000 | PA      | $21949270.56   | 0.01%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7689100.48    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    7409000 | PA      | $7601927.80    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    7543000 | PA      | $7722456.05    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   10510000 | PA      | $10750731.63   | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $4139677.23    | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3668405.15    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    5316000 | PA      | $6220388.49    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A A3                 | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6564510.55    | 0.00%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A A4                 | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1783626.78    | 0.00%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1380000 | PA      | $1392805.30    | 0.00%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A3                 | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1717395 | PA      | $1719484.07    | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A4                 | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1675000 | PA      | $1680820.79    | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A3                 | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2488158 | PA      | $2514534.94    | 0.00%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  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        |    1300000 | PA      | $1333935.46    | 0.00%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2022-B                                            | HART 2022-B A3                 | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     189454 | PA      | $189404.01     | 0.00%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   10759000 | PA      | $10297947.96   | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A3                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125239 | PA      | $2140915.90    | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | 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        |     906000 | PA      | $921172.96     | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A3                 | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5560338.85    | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A4                 | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3557293.25    | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A A4                 | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $4142110.69    | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2021-C                                            | HART 2021-C A4                 | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     266273 | PA      | $265565.42     | 0.00%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B A3                 | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3533270.65    | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B A4                 | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1011921.80    | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $1687884.00    | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9877582.55    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1886628.88    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2578383.57    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    7489000 | PA      | $7606271.38    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5510666.41    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6807540.29    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   89596824 | PA      | $91145424.03   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    6469231 | PA      | $6847237.50    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    4980000 | PA      | $5332238.39    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   10307000 | PA      | $9996307.24    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   18070000 | PA      | $15411095.15   | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   18861000 | PA      | $18612511.89   | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    6626000 | PA      | $5921316.08    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    7296000 | PA      | $7503824.52    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5399275.79    | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    7009000 | PA      | $7604875.93    | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $5743138.34    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    6192000 | PA      | $4721762.38    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   10585000 | PA      | $10522101.70   | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   14655000 | PA      | $9870867.20    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    5225000 | PA      | $3833231.90    | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5510000 | PA      | $4466172.44    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2569102.00    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   18211000 | PA      | $18003288.93   | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   30406000 | PA      | $26283086.92   | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   20537000 | PA      | $20538045.11   | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   22767000 | PA      | $23146396.75   | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13910000 | PA      | $13879255.29   | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   11582000 | PA      | $11279579.74   | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13520000 | PA      | $10331242.86   | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   15520000 | PA      | $14647049.37   | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   10222000 | PA      | $7507428.11    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   21732000 | PA      | $21293160.98   | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   22029500 | PA      | $18168975.35   | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14479000 | PA      | $11782679.31   | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   18651000 | PA      | $16322801.89   | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   23105000 | PA      | $15497290.53   | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   11870000 | PA      | $7764266.45    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    8559000 | PA      | $7536821.75    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    7776000 | PA      | $4980786.84    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14405000 | PA      | $13579677.70   | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    9765000 | PA      | $8074124.89    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    5132000 | PA      | $5138709.75    | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13510000 | PA      | $13559277.73   | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    7150000 | PA      | $7057968.63    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DQ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13703000 | PA      | $13811632.78   | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   16290000 | PA      | $16432155.05   | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   10215000 | PA      | $10347447.05   | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   12435000 | PA      | $12528133.51   | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    8580000 | PA      | $8560558.05    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14200000 | PA      | $13568270.17   | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    2890000 | PA      | $2776962.39    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   15290000 | PA      | $15253227.92   | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   12800000 | PA      | $13313252.14   | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   16800000 | PA      | $17799160.63   | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                  | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    8050000 | PA      | $7966115.35    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   22298000 | PA      | $22217152.20   | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   16600000 | PA      | $16763072.80   | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7752000 | PA      | $7694535.34    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6059000 | PA      | $5540617.83    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6377000 | PA      | $6359366.63    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12873000 | PA      | $12591923.79   | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   16194000 | PA      | $16470649.18   | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10515000 | PA      | $11361119.83   | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3453000 | PA      | $3562295.96    | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   21769000 | PA      | $22619220.03   | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6595000 | PA      | $6682407.00    | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8525000 | PA      | $8733513.45    | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4072000 | PA      | $4227433.52    | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   11454000 | PA      | $11548574.02   | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1583000 | PA      | $1438512.96    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   10519000 | PA      | $10406640.93   | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    5697000 | PA      | $4918864.25    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco Inc                                                    | TRANE TECH HOLD                | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6765000 | PA      | $7118768.27    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco Inc                                                    | TRANE TECH HOLD                | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11549000 | PA      | $11471036.03   | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $4023458.20    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   13078000 | PA      | $13890243.23   | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   11645000 | PA      | $11842061.33   | 0.00%             | 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        |   10470000 | PA      | $10826927.34   | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5910551.76    | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    9855000 | PA      | $10269917.56   | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    8110000 | PA      | $8253830.54    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $5758142.03    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   11314000 | PA      | $10611125.28   | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1540784.71    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    6248000 | PA      | $5036656.55    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   16091000 | PA      | $14541995.84   | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $14970056.03   | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   23696000 | PA      | $19708434.74   | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   17757000 | PA      | $15753651.96   | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   22227000 | PA      | $17495000.53   | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3198669.56    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12405000 | PA      | $9665584.13    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   22302000 | PA      | $16397128.08   | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   55745000 | PA      | $51753288.77   | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   28563000 | PA      | $18995796.53   | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   13005000 | PA      | $7705004.72    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6702000 | PA      | $6096754.67    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20898000 | PA      | $17678792.22   | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   18343000 | PA      | $18239186.77   | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   31517000 | PA      | $30899284.91   | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   14346000 | PA      | $13369037.78   | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12217000 | PA      | $10680389.52   | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15372000 | PA      | $10750736.92   | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   17223000 | PA      | $10917601.20   | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   14406000 | PA      | $8617789.34    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10898000 | PA      | $10814174.22   | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15155000 | PA      | $14630356.17   | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   29295000 | PA      | $25211693.77   | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   14662000 | PA      | $12580582.75   | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   30007000 | PA      | $30461574.55   | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   14858000 | PA      | $15286025.74   | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   38273000 | PA      | $39150026.87   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   39517000 | PA      | $38213526.26   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   21156000 | PA      | $20704277.64   | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    8055000 | PA      | $7244994.33    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   12328000 | PA      | $10105434.85   | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   13362000 | PA      | $12624757.25   | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   58743000 | PA      | $57446646.85   | 0.02%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   46568000 | PA      | $45863864.90   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   27077000 | PA      | $25715469.96   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   42595000 | PA      | $40162465.51   | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   40590000 | PA      | $35374532.08   | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   27440000 | PA      | $25596693.66   | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    6880000 | PA      | $6684501.75    | 0.00%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   74285000 | PA      | $74803761.07   | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   34968000 | PA      | $33754626.52   | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   41935000 | PA      | $43139632.80   | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   35010000 | PA      | $35282323.56   | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   34175000 | PA      | $34641411.48   | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   29810000 | PA      | $30355397.39   | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   21990000 | PA      | $21659410.44   | 0.01%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   22118000 | PA      | $22780306.07   | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   71733000 | PA      | $72663013.55   | 0.02%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   17155000 | PA      | $17283943.60   | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    8590000 | PA      | $8817620.24    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   13020000 | PA      | $13195184.70   | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    3495000 | PA      | $3483846.94    | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   21390000 | PA      | $21715560.29   | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $5933708.37    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6041000 | PA      | $5937832.64    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    9194000 | PA      | $7789339.18    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12232000 | PA      | $12127048.48   | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   21656000 | PA      | $19667908.77   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   34450000 | PA      | $23058345.05   | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   38473000 | PA      | $32533847.99   | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   16181000 | PA      | $11988414.99   | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   26839000 | PA      | $16650955.82   | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10086000 | PA      | $10171962.11   | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   26096000 | PA      | $26264435.70   | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10978000 | PA      | $10191422.48   | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    8532000 | PA      | $8090909.81    | 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        |   14460000 | PA      | $14290473.44   | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   58410000 | PA      | $59191738.86   | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   13064000 | PA      | $12795674.06   | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   46858000 | PA      | $45747561.05   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   21624000 | PA      | $20025519.17   | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   30822000 | PA      | $27072046.74   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   58640000 | PA      | $50736542.05   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   67738000 | PA      | $63692874.82   | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   64417000 | PA      | $56386139.04   | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   41967500 | PA      | $39647164.54   | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   38684000 | PA      | $35957688.35   | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |  121376000 | PA      | $106392593.32  | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   42320000 | PA      | $42166980.56   | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |  101658000 | PA      | $102145870.63  | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   72090000 | PA      | $71764759.65   | 0.02%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   54731000 | PA      | $55253672.75   | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   63014000 | PA      | $64622123.75   | 0.02%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   29181000 | PA      | $30523891.22   | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   41125000 | PA      | $41448735.00   | 0.01%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   72972000 | PA      | $75290920.14   | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   59608000 | PA      | $58537918.98   | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   38739000 | PA      | $38944124.86   | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   99750000 | PA      | $103546661.20  | 0.03%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   89935000 | PA      | $91269829.92   | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   53249000 | PA      | $53206199.65   | 0.01%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   69167000 | PA      | $69313826.95   | 0.02%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   10842000 | PA      | $11312619.50   | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   29876000 | PA      | $27412185.28   | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      50000 | PA      | $50689.41      | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5980189.22    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4183994.90    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $6726659.81    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   16769800 | PA      | $14245035.96   | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1483998.59    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   38257000 | PA      | $37487335.10   | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11837000 | PA      | $10622117.57   | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   38960000 | PA      | $32206706.72   | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11825000 | PA      | $11408640.57   | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   39310000 | PA      | $35596169.66   | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12429000 | PA      | $9386153.75    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $4295318.51    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5646000 | PA      | $5119513.72    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   21205000 | PA      | $21425860.24   | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15135000 | PA      | $15372543.97   | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   17365000 | PA      | $16271258.47   | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $12656166.07   | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   20433000 | PA      | $20703315.25   | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4162000 | PA      | $4174410.97    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    6952000 | PA      | $6114765.96    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   13300000 | PA      | $11505200.32   | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    1325000 | PA      | $1284494.78    | 0.00%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   21081000 | PA      | $21534413.54   | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   23000000 | PA      | $23163860.94   | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   33385000 | PA      | $33995983.31   | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   21952000 | PA      | $22349321.96   | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   30540000 | PA      | $30683353.98   | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   11573000 | PA      | $12051755.90   | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   16022000 | PA      | $14283216.56   | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    6012000 | PA      | $6020700.56    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    6084000 | PA      | $5077672.08    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    9562000 | PA      | $7828058.08    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    5233000 | PA      | $5267981.51    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    6398000 | PA      | $5956630.25    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    5459000 | PA      | $5480512.38    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    3796000 | PA      | $2844710.28    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $5590657.79    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $4156536.83    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    4282000 | PA      | $3250529.97    | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8781041.18    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3016427.58    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1394229.29    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5550824.47    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $3717356.58    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $4083056.71    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2471646.88    | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3843909.30    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    8528000 | PA      | $8158842.86    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   10793000 | PA      | $9637170.76    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   13506000 | PA      | $14116089.36   | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    8785000 | PA      | $8842540.11    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   11517000 | PA      | $11220343.34   | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    7917000 | PA      | $6847993.84    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    8130000 | PA      | $6905037.29    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4907000.25    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1701000 | PA      | $1769179.73    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    5427000 | PA      | $5633180.76    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    6865000 | PA      | $6720699.00    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   13063000 | PA      | $13342907.71   | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   24577000 | PA      | $21359049.65   | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   10195000 | PA      | $10955571.71   | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   17815000 | PA      | $16417317.62   | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   19553000 | PA      | $14048875.67   | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   14310000 | PA      | $10380189.29   | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5332000 | PA      | $4911823.10    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   35209000 | PA      | $23383513.89   | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    9060000 | PA      | $8842227.99    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   13665000 | PA      | $10597694.16   | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   33175000 | PA      | $32254065.80   | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   53820000 | PA      | $55217749.12   | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   40640000 | PA      | $38465788.34   | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   30995000 | PA      | $31815926.33   | 0.01%             | 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        |   28573000 | PA      | $29439858.39   | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   27551000 | PA      | $28450896.29   | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   31555000 | PA      | $33410842.76   | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   22968000 | PA      | $21963038.31   | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   27655000 | PA      | $20699741.12   | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   37012000 | PA      | $26570290.03   | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    7312000 | PA      | $7006741.39    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   10046000 | PA      | $9870146.01    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5021786 | PA      | $4981611.75    | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | JPMCC 2015-JP1 A5              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4114406 | PA      | $4092358.55    | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 A4               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4349426.40    | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $1917609.77    | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14325000 | PA      | $14096471.84   | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 B               | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     725000 | PA      | $675029.52     | 0.00%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A4               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2711948 | PA      | $2674500.17    | 0.00%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A5               | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14250000 | PA      | $14039537.48   | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5128091.92    | 0.00%             | 2050-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10753000 | PA      | $10157386.14   | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   15876000 | PA      | $12496258.66   | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11542000 | PA      | $10769479.74   | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   34439000 | PA      | $36299833.79   | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22690000 | PA      | $23679556.23   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | 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        |   13125000 | PA      | $13069951.13   | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1551237.82    | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11975000 | PA      | $11300469.81   | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS             | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $999961.99     | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | JPMCC 2017-JP7 A5              | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2034136 | PA      | $1996718.48    | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28175000 | PA      | $31983456.70   | 0.01%             | 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        |   20926000 | PA      | $21679480.61   | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16816000 | PA      | $17571086.32   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17730000 | PA      | $18261612.61   | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10618000 | PA      | $10145713.20   | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21694000 | PA      | $21713761.16   | 0.01%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22536000 | PA      | $21234203.24   | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24962000 | PA      | $25125514.26   | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   59612000 | PA      | $59038905.72   | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20289000 | PA      | $20127544.99   | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   80809000 | PA      | $80449338.96   | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    8915000 | PA      | $8854567.07    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    9595000 | PA      | $9253153.12    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   10754000 | PA      | $9912795.85    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     704273 | PA      | $683989.46     | 0.00%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS              | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1123386 | PA      | $1106535.12    | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 AS              | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1139132 | PA      | $1119648.75    | 0.00%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165156 | PA      | $161980.85     | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS              | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4125000 | PA      | $3921955.95    | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1158190 | PA      | $1145102.74    | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B               | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1768124 | PA      | $1697398.86    | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                              | JPMBB 2015-C27 A4              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52634 | PA      | $51319.33      | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820174 | PA      | $2749698.27    | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB 2015-C33 A4              | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219199 | PA      | $2214100.90    | 0.00%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 ASB              | CUSIP: 46645LAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86703 | PA      | $86537.57      | 0.00%             | 2049-03-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 B                | CUSIP: 46645LBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $327128.87     | 0.00%             | 2049-03-17      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5739173.08    | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS              | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4558414.07    | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                               | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     879000 | PA      | $863184.24     | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21439000 | PA      | $18436367.38   | 0.00%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   32736000 | PA      | $32442433.25   | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50860000 | PA      | $45797121.72   | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34886000 | PA      | $28919810.94   | 0.01%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   80157000 | PA      | $65506497.58   | 0.02%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   46540000 | PA      | $45909253.10   | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30037000 | PA      | $24243160.75   | 0.01%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39344000 | PA      | $39223910.58   | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38605000 | PA      | $38677724.30   | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27864000 | PA      | $28076778.46   | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14802000 | PA      | $14546890.09   | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   82728000 | PA      | $78131438.74   | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38660000 | PA      | $39020303.96   | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25623000 | PA      | $23765651.26   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42384000 | PA      | $33340334.57   | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21533000 | PA      | $14860634.60   | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50650000 | PA      | $47496256.24   | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16856000 | PA      | $16340315.62   | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27895000 | PA      | $24619539.89   | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38187000 | PA      | $33757265.39   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   32062000 | PA      | $29140796.98   | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27870000 | PA      | $21702745.96   | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24548000 | PA      | $17552876.87   | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40430000 | PA      | $38342765.55   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34178000 | PA      | $33312569.11   | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24548000 | PA      | $22024219.53   | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   59401000 | PA      | $54306441.14   | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6554000 | PA      | $6450005.37    | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33853000 | PA      | $33937766.43   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7632000 | PA      | $7647323.70    | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3803000 | PA      | $3846637.89    | 0.00%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21523000 | PA      | $21803604.79   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   58518000 | PA      | $59679773.00   | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27046000 | PA      | $28619573.61   | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55762000 | PA      | $58082521.06   | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   44993000 | PA      | $46336824.20   | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $7036851.02    | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37265000 | PA      | $37687824.49   | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25528000 | PA      | $26145722.41   | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33610000 | PA      | $34888438.71   | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27706000 | PA      | $28315308.70   | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45546000 | PA      | $47566322.08   | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   31950000 | PA      | $34045474.29   | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34778000 | PA      | $35672457.44   | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37115000 | PA      | $38348168.62   | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14579000 | PA      | $14801240.00   | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11470000 | PA      | $11563537.08   | 0.00%             | 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        |   23045000 | PA      | $23304293.92   | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   72575000 | PA      | $73189545.03   | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   31818000 | PA      | $32699526.98   | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25593000 | PA      | $26052768.63   | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55511000 | PA      | $57325555.69   | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $9376060.43    | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   70699000 | PA      | $74581075.01   | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40821000 | PA      | $42190490.38   | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   61540000 | PA      | $63846519.11   | 0.02%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17175000 | PA      | $17009529.18   | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 AS              | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3122654.40    | 0.00%             | 2050-03-15      | Variable      | 3.88%                 | 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        |    3850000 | PA      | $3764791.80    | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2312049.60    | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5             | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3940000 | PA      | $3335645.37    | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    9447000 | PA      | $8550714.61    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    8139000 | PA      | $5872688.16    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    5872000 | PA      | $6209049.08    | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8799983.29    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   31346000 | PA      | $30781701.65   | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   35772000 | PA      | $35191163.85   | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   10842000 | PA      | $10651709.54   | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   37110000 | PA      | $36294013.70   | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   19409000 | PA      | $19116065.57   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   23095000 | PA      | $22882591.06   | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   12813000 | PA      | $11901806.73   | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   14808000 | PA      | $12875498.67   | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   22459000 | PA      | $20110279.39   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1035000 | PA      | $1004386.31    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   25193000 | PA      | $23796886.60   | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   10700000 | PA      | $10925620.50   | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    2500000 | PA      | $2573656.32    | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    5123000 | PA      | $5208382.85    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    6815000 | PA      | $6976848.15    | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   29360000 | PA      | $29744733.27   | 0.01%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   11955000 | PA      | $11727909.14   | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    5695000 | PA      | $5616967.61    | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    5141000 | PA      | $4471450.07    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    3575000 | PA      | $3154814.52    | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   29575000 | PA      | $29244577.38   | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   10875000 | PA      | $10897647.80   | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    6237000 | PA      | $6406897.39    | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    3926000 | PA      | $3974846.30    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12810000 | PA      | $13461662.72   | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | 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        |   20686000 | PA      | $21599203.75   | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12416070.86   | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17796000 | PA      | $18243276.35   | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8501000 | PA      | $8745299.93    | 0.00%             | 2066-04-15      | 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        |   15419000 | PA      | $17046921.71   | 0.00%             | 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        |   13170000 | PA      | $15076170.86   | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   10156000 | PA      | $9832746.79    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    3885000 | PA      | $3199601.28    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    9753000 | PA      | $10398355.92   | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3331000 | PA      | $3447325.79    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5079000 | PA      | $5445305.16    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    8326000 | PA      | $8397432.26    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   15522000 | PA      | $15328960.47   | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3726130.74    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5934000 | PA      | $6177277.02    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   23635000 | PA      | $25107923.85   | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3432237.98    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3987247.97    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3691774.92    | 0.00%             | 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        |    5980000 | PA      | $5971673.14    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6189663 | PA      | $5482396.01    | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5941298 | PA      | $5587506.97    | 0.00%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4360000 | PA      | $4366894.47    | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7980000 | PA      | $7995086.19    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4165000 | PA      | $3481444.78    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1040000 | PA      | $1044940.94    | 0.00%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A3                 | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3964146.81    | 0.00%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A4                 | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3078190.20    | 0.00%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A3                 | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7249100 | PA      | $7324289.76    | 0.00%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A4                 | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1430000 | PA      | $1460678.79    | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                    | JDOT 2024-C A4                 | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2112500 | PA      | $2120650.45    | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A3                 | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2875713 | PA      | $2896666.40    | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  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        |    1025000 | PA      | $1038796.60    | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10103000 | PA      | $10520269.50   | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A3                 | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3520608 | PA      | $3532284.12    | 0.00%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A4                 | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650000 | PA      | $2666886.33    | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A3                 | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1838531 | PA      | $1846536.61    | 0.00%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A4                 | CUSIP: 47800CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $1035748.56    | 0.00%             | 2029-12-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | JDOT 2025-A A4                 | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1516299.45    | 0.00%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A3                 | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3518287.15    | 0.00%             | 2029-12-17      | Fixed         | 4.17%                 | 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        |     550000 | PA      | $555174.13     | 0.00%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3068390 | PA      | $2987557.81    | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |   11199000 | PA      | $9051768.77    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    7314000 | PA      | $5958573.94    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   12582000 | PA      | $7458128.52    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    6935000 | PA      | $7053807.51    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2507170.88    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5501000 | PA      | $5780249.64    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11258000 | PA      | $12585003.72   | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8067000 | PA      | $7821439.82    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1826000 | PA      | $1822829.32    | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7264000 | PA      | $7344661.55    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   17919000 | PA      | $16940882.02   | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   17053000 | PA      | $15606292.69   | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   27331000 | PA      | $22495951.51   | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   25245000 | PA      | $24975748.88   | 0.01%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   13446000 | PA      | $12202169.87   | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   13660000 | PA      | $11191730.40   | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   50495000 | PA      | $49619066.53   | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11872000 | PA      | $10450299.50   | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11362000 | PA      | $8883683.46    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    9459000 | PA      | $9000214.19    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   23567000 | PA      | $20829277.01   | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   34442000 | PA      | $24241427.49   | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4301000 | PA      | $2586748.15    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $3244788.88    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6394000 | PA      | $6589881.83    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2751000 | PA      | $2892026.05    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7953000 | PA      | $8105466.85    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7674000 | PA      | $7760934.07    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8953000 | PA      | $9125017.52    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   19314000 | PA      | $19891895.11   | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   15968000 | PA      | $16581883.20   | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   25558000 | PA      | $26555014.28   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    3768000 | PA      | $4111739.23    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    6567000 | PA      | $5732963.29    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   10386000 | PA      | $9024745.67    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9427000 | PA      | $8352681.16    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6521000 | PA      | $5681664.92    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4700000 | PA      | $4787741.41    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13928371 | PA      | $13406875.20   | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL               | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5153288.42    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JP MORGAN CHASE                | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5692041.57    | 0.00%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24112000 | PA      | $24652131.57   | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A5              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10755000 | PA      | $10492653.29   | 0.00%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS              | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4296109.05    | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17650000 | PA      | $16910136.71   | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4             | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15695000 | PA      | $14222774.47   | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $5817736.50    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   12018000 | PA      | $11735473.20   | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $4788576.43    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   15136000 | PA      | $15165494.97   | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7562930.46    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   15394000 | PA      | $10995792.48   | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2384458.84    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   18208000 | PA      | $17013733.28   | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   12478000 | PA      | $12005489.82   | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                   | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10121054.36   | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    9609000 | PA      | $9130369.86    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   12527000 | PA      | $12380499.26   | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   15693000 | PA      | $13155631.58   | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   23075000 | PA      | $16352735.30   | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   35293000 | PA      | $26074250.07   | 0.01%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   16893000 | PA      | $11203807.20   | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    5177000 | PA      | $5116596.96    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $6093883.80    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3123000 | PA      | $2569900.21    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3293000 | PA      | $2656423.74    | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C          | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    4300000 | PA      | $4530179.00    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     900000 | PA      | $890843.13     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    4750000 | PA      | $3377788.65    | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    9660000 | PA      | $11069905.37   | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $8422772.78    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    8692000 | PA      | $8589554.19    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $7495876.95    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2536183.19    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3957906.05    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $6032178.88    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $5992586.19    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                 | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8863244.95    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    8159000 | PA      | $8001391.56    | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    7845000 | PA      | $6752964.55    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    7111000 | PA      | $4952178.79    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    5658000 | PA      | $5926266.90    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    7779000 | PA      | $8003324.00    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   16306000 | PA      | $16663484.15   | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13870267.00   | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   26101000 | PA      | $26536803.38   | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9554318.62    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $9292020.70    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $10163598.75   | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $10247357.73   | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2581448.05    | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   24894000 | PA      | $23481438.19   | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   13994000 | PA      | $10184715.24   | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5676000 | PA      | $3755384.88    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   11065000 | PA      | $9758114.86    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   18394000 | PA      | $18094102.50   | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   12035000 | PA      | $11505947.83   | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   16930000 | PA      | $13657828.96   | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $8198998.97    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    9895000 | PA      | $10119353.34   | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8175000 | PA      | $8259811.59    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7535997.15    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699969.38     | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2789746.19    | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4623000 | PA      | $4871773.47    | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2757997.63    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5117863.08    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   18610000 | PA      | $17429180.32   | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4148000 | PA      | $4030683.02    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6616000 | PA      | $6595905.48    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $11040074.23   | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6610000 | PA      | $6787118.71    | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   11231000 | PA      | $11586572.93   | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18335000 | PA      | $18447365.96   | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18057837.83   | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    3298000 | PA      | $3412057.37    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   11151000 | PA      | $11206856.12   | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    8553000 | PA      | $8133011.44    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3439431.59    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    7617000 | PA      | $7468132.98    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    7939000 | PA      | $7982734.60    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    8431000 | PA      | $7783826.33    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    7761000 | PA      | $6451133.24    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   14515000 | PA      | $11883992.97   | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3972320.10    | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   10284000 | PA      | $10423349.81   | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $4015914.68    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5765000 | PA      | $4657572.73    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5143008.44    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   10747000 | PA      | $10477626.48   | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5894000 | PA      | $3908854.90    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    7582000 | PA      | $7276514.83    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5656000 | PA      | $5368705.73    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   11611000 | PA      | $10350695.41   | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1780559.73    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    7533000 | PA      | $7431695.78    | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1163120.89    | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4927000 | PA      | $4902977.36    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $5291541.09    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2029507.69    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   12910000 | PA      | $12276086.76   | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3099000 | PA      | $2732234.77    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4424000 | PA      | $4081986.47    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8074515.97    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    7816000 | PA      | $8648259.45    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   14180000 | PA      | $14093151.40   | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1195095.85    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     620000 | PA      | $721350.49     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $5515460.04    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8709000 | PA      | $9117547.25    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   17296000 | PA      | $18769150.91   | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   10117000 | PA      | $11391518.76   | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7268000 | PA      | $7899281.10    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3273000 | PA      | $3504187.17    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7879000 | PA      | $7832442.22    | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5217000 | PA      | $4798673.72    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5018123.41    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    9363000 | PA      | $9057682.33    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4711000 | PA      | $4494597.04    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613658.73     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   19739000 | PA      | $20133172.78   | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   24177000 | PA      | $23504435.80   | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   13410000 | PA      | $12132948.74   | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   30239000 | PA      | $30378305.38   | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3488000 | PA      | $3197700.65    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   13995000 | PA      | $12399894.70   | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $3394925.89    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1959000 | PA      | $1377596.20    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6873000 | PA      | $6694429.76    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4655450.57    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   10173000 | PA      | $10259886.39   | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2862971.53    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9295000 | PA      | $9784593.16    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    1630000 | PA      | $1636865.11    | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    7307000 | PA      | $7971835.38    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                     | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |   14291000 | PA      | $14245718.67   | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    8855000 | PA      | $8826586.86    | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    3879000 | PA      | $3996415.54    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    5880000 | PA      | $5951237.91    | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3081886.86    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    4560000 | PA      | $5148329.54    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   11159000 | PA      | $10447774.67   | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4000000 | PA      | $3541226.23    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    8805000 | PA      | $8465498.08    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   10861000 | PA      | $9670912.10    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      60000 | PA      | $58644.29      | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   29410000 | PA      | $29699318.72   | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   16300000 | PA      | $16276098.96   | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    8915000 | PA      | $9035218.37    | 0.00%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    6865000 | PA      | $7150732.55    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    7465000 | PA      | $8081510.54    | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   15125000 | PA      | $15264944.58   | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   16180000 | PA      | $16431644.10   | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    7060000 | PA      | $7086686.85    | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   13750000 | PA      | $13965601.38   | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   13400000 | PA      | $13865022.14   | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    6720000 | PA      | $6651889.08    | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   10573000 | PA      | $9476006.15    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   35077000 | PA      | $34594573.65   | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    7013000 | PA      | $5946434.15    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     960000 | PA      | $949335.61     | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   13510000 | PA      | $12865751.60   | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   10475000 | PA      | $9137128.71    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    7135000 | PA      | $6284367.63    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   13885000 | PA      | $14179425.30   | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   18429000 | PA      | $11798566.54   | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   37190000 | PA      | $22494629.52   | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   30054000 | PA      | $29494207.64   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   20519000 | PA      | $19054288.83   | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   35025000 | PA      | $30242356.06   | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   62724000 | PA      | $60984357.94   | 0.02%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   37065000 | PA      | $36656425.79   | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   64234000 | PA      | $64356231.04   | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   55255000 | PA      | $55494410.98   | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   20910000 | PA      | $21827386.61   | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   23438000 | PA      | $23673925.48   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   21220000 | PA      | $21656088.14   | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   50020000 | PA      | $50460001.74   | 0.01%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   29620000 | PA      | $29526445.51   | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   16218000 | PA      | $16803412.71   | 0.00%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   55240000 | PA      | $55537261.80   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   54718000 | PA      | $54675488.77   | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   62171000 | PA      | $62502353.91   | 0.02%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   66745000 | PA      | $66466988.97   | 0.02%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   17736000 | PA      | $16378182.84   | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   12376000 | PA      | $13360954.60   | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13607000 | PA      | $15176639.04   | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   29935000 | PA      | $24904868.14   | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    9955000 | PA      | $9890273.59    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   28156000 | PA      | $26031462.12   | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $5273981.58    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   17480000 | PA      | $15287159.37   | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   21982000 | PA      | $21893091.15   | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   14076000 | PA      | $13309683.45   | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5107629.36    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5842514.31    | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $4607138.35    | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $8707468.85    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7598000 | PA      | $8715027.99    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $6913541.03    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5832603.71    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   17018000 | PA      | $16778690.64   | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $7651255.45    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $11264352.89   | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3733656.47    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7386000 | PA      | $6409381.38    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    8495000 | PA      | $8182535.41    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4753000 | PA      | $4347177.62    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   32560000 | PA      | $32822860.47   | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   27387000 | PA      | $26675247.49   | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   21612000 | PA      | $21111989.20   | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6430563.20    | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5263000 | PA      | $5015016.13    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   19897000 | PA      | $18117947.44   | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    7965000 | PA      | $6440120.98    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   10801000 | PA      | $11160256.03   | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    8608000 | PA      | $9185651.85    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    7135000 | PA      | $7615867.70    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6845000 | PA      | $6973791.03    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $7191763.35    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    9864000 | PA      | $10079756.78   | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6738000 | PA      | $6862976.49    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4397403.96    | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6715176.24    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   10001000 | PA      | $9493306.94    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    9787000 | PA      | $9759065.76    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   21944000 | PA      | $22076884.94   | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    8891000 | PA      | $7821359.44    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   18102000 | PA      | $18398191.82   | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   22655000 | PA      | $23600553.91   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8652197.08    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    9815000 | PA      | $10085001.41   | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $11088967.22   | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   11515000 | PA      | $11921407.85   | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    5437000 | PA      | $4872723.56    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   17368000 | PA      | $14859725.53   | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    9709000 | PA      | $7190969.31    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   16337000 | PA      | $12093093.59   | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    6591000 | PA      | $5885108.86    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    5199000 | PA      | $3840600.52    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    7605000 | PA      | $4898560.16    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $1036846.23    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    9910000 | PA      | $9947069.46    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7295739.41    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   16980000 | PA      | $15221079.65   | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4498000 | PA      | $4462720.55    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   10515000 | PA      | $9969006.13    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    5786000 | PA      | $5268137.63    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4881928.86    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7584409.27    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   10295000 | PA      | $10206526.33   | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2880559.41    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   12271000 | PA      | $11458556.61   | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   12726000 | PA      | $12715573.01   | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16261599.90   | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   23184000 | PA      | $15393159.16   | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    7320000 | PA      | $4685422.74    | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   16158000 | PA      | $15762636.96   | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   29660000 | PA      | $25793699.68   | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2346000 | PA      | $2353842.48    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   21605000 | PA      | $21709347.72   | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   13000000 | PA      | $13809075.35   | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   19481000 | PA      | $20065987.61   | 0.01%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    8299000 | PA      | $8429018.88    | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5727000 | PA      | $5541095.22    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   15105000 | PA      | $15435214.36   | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   11912000 | PA      | $12407387.49   | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   12635000 | PA      | $13237530.70   | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3373930.91    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5857898.39    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    8142000 | PA      | $8180129.85    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    9133000 | PA      | $9115074.19    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4829384.57    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5082013.31    | 0.00%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2311000 | PA      | $2295985.92    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   10731000 | PA      | $9664049.16    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   13373000 | PA      | $13303506.57   | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $7984186.39    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    4478000 | PA      | $3947848.94    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $2724663.92    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   14220000 | PA      | $13942016.66   | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7894412.32    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $3530036.41    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    8768000 | PA      | $8815367.75    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2446539.19    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   16230000 | PA      | $14477672.29   | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    6246000 | PA      | $6596064.78    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $10256243.20   | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   18524000 | PA      | $18698582.89   | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    5482000 | PA      | $5528966.09    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1689482.93    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5595016.64    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    7640000 | PA      | $7897030.55    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    3396000 | PA      | $3101162.98    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP INDUSTRIAL T               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $4198457.10    | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $6001670.05    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $2559514.20    | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3838000 | PA      | $3123572.99    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6627000 | PA      | $5341534.02    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7574000 | PA      | $7435513.65    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   22075000 | PA      | $12864999.76   | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    9502000 | PA      | $5386622.32    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   20385000 | PA      | $20789712.74   | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   16384000 | PA      | $15283980.34   | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   16641000 | PA      | $15321112.74   | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   14760000 | PA      | $14886228.19   | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   10321000 | PA      | $10480875.19   | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   20591000 | PA      | $20812263.01   | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   32919000 | PA      | $31159404.29   | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   32270000 | PA      | $30476333.33   | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6367725.44    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   14242000 | PA      | $14343239.61   | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   16419000 | PA      | $16477529.55   | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   14379000 | PA      | $13709512.16   | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   10120000 | PA      | $9725247.18    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   13983000 | PA      | $14190672.78   | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   11880000 | PA      | $12192727.68   | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   13465000 | PA      | $13913246.05   | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $15832399.76   | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8361711.11    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7474000 | PA      | $7487015.82    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   12904000 | PA      | $13000097.29   | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   11157000 | PA      | $11303507.60   | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    8159000 | PA      | $8398598.25    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7693000 | PA      | $7948038.19    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    5218000 | PA      | $5600793.68    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    8707000 | PA      | $9918557.04    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   11014000 | PA      | $10935266.88   | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   11496000 | PA      | $11369330.91   | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    7922000 | PA      | $7524314.14    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2583245.40    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4442000 | PA      | $4238561.76    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   49053000 | PA      | $48408304.94   | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   43200000 | PA      | $43388267.74   | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18675000 | PA      | $18867394.06   | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7370000 | PA      | $8585622.73    | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3920000 | PA      | $4065836.90    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   11071000 | PA      | $11496358.40   | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3751103.12    | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10983000 | PA      | $11546651.67   | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   31948000 | PA      | $31831221.61   | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14548000 | PA      | $11936666.24   | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   16550000 | PA      | $12243081.34   | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3715000 | PA      | $3689741.95    | 0.00%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   34310000 | PA      | $34779584.40   | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   23389000 | PA      | $24525835.03   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1220000 | PA      | $1275197.43    | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8375000 | PA      | $8522665.49    | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   11339000 | PA      | $12615691.27   | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   11573000 | PA      | $9985561.64    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12899000 | PA      | $11866195.48   | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12992000 | PA      | $10615105.14   | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   11458000 | PA      | $11202029.79   | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   23981000 | PA      | $22009432.62   | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   23867000 | PA      | $19282420.92   | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2356358.41    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     150000 | PA      | $97254.52      | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9615000 | PA      | $9391612.46    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15965000 | PA      | $12971763.32   | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6684000 | PA      | $5388005.39    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   20453000 | PA      | $20957780.28   | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     800000 | PA      | $840537.82     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   14654000 | PA      | $15113118.72   | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   18196000 | PA      | $19265118.49   | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8162000 | PA      | $8257507.28    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12464000 | PA      | $12584981.50   | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   17082000 | PA      | $16417898.10   | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5037000 | PA      | $5109957.55    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2079444.10    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6955982.45    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6587141.37    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $7539291.92    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5599000 | PA      | $5687227.49    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    3843000 | PA      | $4149236.86    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    8942000 | PA      | $7598451.78    | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $9124048.07    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3025000 | PA      | $3401597.98    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES ARPTS-A            | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3225000 | PA      | $2801937.41    | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | 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        |    2700000 | PA      | $2876228.19    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    5060000 | PA      | $5385157.62    | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2200000 | PA      | $2630705.66    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    3305980 | PA      | $3290483.29    | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    9400000 | PA      | $9376645.70    | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    2225000 | PA      | $2194692.83    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   11100000 | PA      | $10767408.48   | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    3941993 | PA      | $4011725.88    | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    4900000 | PA      | $5082620.55    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   14980000 | PA      | $15474745.96   | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   12672000 | PA      | $10371174.48   | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $4138321.31    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10158934.11   | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWES COMPANIES                | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3799000 | PA      | $4088170.34    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4448000 | PA      | $3414879.69    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18017000 | PA      | $17762518.77   | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18607000 | PA      | $14978638.03   | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6024000 | PA      | $5919145.59    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   29219000 | PA      | $24927075.65   | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   15763000 | PA      | $15963600.84   | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   12158000 | PA      | $11899760.13   | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8370000 | PA      | $7751350.97    | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7989000 | PA      | $7469603.37    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10447000 | PA      | $9193293.41    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   17985000 | PA      | $11622037.03   | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   31219000 | PA      | $28490653.27   | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4356000 | PA      | $3085746.32    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18157500 | PA      | $16972309.43   | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     890000 | PA      | $643878.21     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   15025000 | PA      | $11988407.70   | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10391000 | PA      | $10289592.34   | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   31995000 | PA      | $30580641.39   | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   26489000 | PA      | $21376345.60   | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4312073.35    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   12563000 | PA      | $12480239.73   | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8707000 | PA      | $8734510.04    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   14979000 | PA      | $15476526.99   | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   16761000 | PA      | $16907595.42   | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1236805.92    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   22417000 | PA      | $22397030.06   | 0.01%             | 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        |   24634000 | PA      | $24576653.22   | 0.01%             | 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        |   27068000 | PA      | $26888765.26   | 0.01%             | 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        |   31750000 | PA      | $31483941.33   | 0.01%             | 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        |   25288000 | PA      | $25079679.32   | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                                | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    8452000 | PA      | $9559894.89    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   16372000 | PA      | $12866355.56   | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   14360000 | PA      | $14448121.87   | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   30351000 | PA      | $30425034.58   | 0.01%             | 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        |   13731000 | PA      | $14913120.39   | 0.00%             | 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        |   13108000 | PA      | $13930561.02   | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3637660.61    | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3817314.64    | 0.00%             | 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        |   24570000 | PA      | $25153838.85   | 0.01%             | 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        |   18772000 | PA      | $18914558.18   | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   12734000 | PA      | $12101150.47   | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1557123.42    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    7412000 | PA      | $7299208.66    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   19998000 | PA      | $20261481.00   | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    3416000 | PA      | $3412111.25    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10467000 | PA      | $10456855.54   | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   12995000 | PA      | $11683581.09   | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22252000 | PA      | $20144004.92   | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11780000 | PA      | $9864622.89    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   18379000 | PA      | $18285468.95   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   18253000 | PA      | $16995466.56   | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21689000 | PA      | $21710550.11   | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4278000 | PA      | $3828980.84    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   19372000 | PA      | $17786449.47   | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $11948142.22   | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14910000 | PA      | $14923077.71   | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1364202.53    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8940000 | PA      | $9114257.79    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6166000 | PA      | $6218781.01    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5464000 | PA      | $5342581.19    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   18370000 | PA      | $18415215.39   | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   12844000 | PA      | $12998208.04   | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   14931000 | PA      | $15055240.66   | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                 | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4402911.33    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | 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        |    2150000 | PA      | $2326512.42    | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 A5                 | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $5537155.61    | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 AS                 | CUSIP: 55376CAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3632000 | PA      | $3856302.15    | 0.00%             | 2056-05-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    8304000 | PA      | $7652813.70    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    7509000 | PA      | $7799563.31    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    5802000 | PA      | $5943527.91    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    5355000 | PA      | $5641034.92    | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     740000 | PA      | $775730.41     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6338282.98    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    5328000 | PA      | $5350030.17    | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   11965000 | PA      | $11171520.17   | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   15110000 | PA      | $15036405.63   | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   11379000 | PA      | $11771799.57   | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   14820000 | PA      | $14958485.25   | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   10778000 | PA      | $10765308.49   | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   10700000 | PA      | $10625553.12   | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   11779000 | PA      | $11282341.56   | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   15435000 | PA      | $16627464.32   | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   10212000 | PA      | $8834727.20    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4123485.46    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   23308000 | PA      | $23517491.17   | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $10532785.76   | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    6686000 | PA      | $5397767.93    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7885000 | PA      | $8106123.28    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   23654000 | PA      | $24420086.01   | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    9805000 | PA      | $10116711.65   | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    7220000 | PA      | $7325991.87    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6438000 | PA      | $5865889.88    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $6902312.23    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5483000 | PA      | $4485416.15    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $5905149.89    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    3881000 | PA      | $3748381.19    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $5415506.21    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5285000 | PA      | $3627945.57    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    7885000 | PA      | $8081538.14    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5801000 | PA      | $6267966.50    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6778000 | PA      | $5800913.18    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6930000 | PA      | $5807079.41    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8639000 | PA      | $8716986.03    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   25468000 | PA      | $24541960.67   | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   13649000 | PA      | $12539002.04   | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   10341000 | PA      | $9372202.15    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $733564.12     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3717836.30    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $5074020.90    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2879000 | PA      | $2848792.80    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7038000 | PA      | $7381792.70    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   14536000 | PA      | $14892422.20   | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5719000 | PA      | $5915545.91    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $5538113.17    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   10980000 | PA      | $11103681.89   | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   11527000 | PA      | $11727149.70   | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   13780000 | PA      | $14095492.73   | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   25948000 | PA      | $26253651.27   | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7793000 | PA      | $7647556.42    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12306000 | PA      | $12271234.52   | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4628630.03    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   23384000 | PA      | $23606075.33   | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   14705000 | PA      | $13620825.49   | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17473000 | PA      | $16078271.22   | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4874000 | PA      | $4227333.79    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15631000 | PA      | $16242074.78   | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    8021000 | PA      | $8171665.57    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $8420178.55    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7884114.14    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   18811000 | PA      | $19230145.25   | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $12181787.05   | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1027365.82    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2389352.31    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3349000 | PA      | $3380070.60    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    7501000 | PA      | $7425139.70    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   14155000 | PA      | $13989395.13   | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   12195000 | PA      | $10223635.94   | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    8029500 | PA      | $7461731.54    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   10218000 | PA      | $9154428.80    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   16102000 | PA      | $11074758.85   | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3283880.99    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3602691.42    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9561000 | PA      | $9156299.22    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8952000 | PA      | $9089278.10    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3976158.69    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4822548.44    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2942932.76    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    3911000 | PA      | $3788834.05    | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3900000 | PA      | $3038195.16    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3900000 | PA      | $2670194.28    | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $6143225.10    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    7167000 | PA      | $7060808.00    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    4081000 | PA      | $3647873.53    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    9053000 | PA      | $7937336.94    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $683357.39     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    8699000 | PA      | $8187864.55    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   11341000 | PA      | $11449278.21   | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    8046000 | PA      | $6875140.37    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $5889234.44    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    6890000 | PA      | $4927691.70    | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    9682000 | PA      | $6663733.05    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    8252000 | PA      | $4809731.83    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    8035000 | PA      | $5538366.87    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $4986621.09    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    5350000 | PA      | $5481148.83    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASS ST -SER D                 | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     400000 | PA      | $403562.92     | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    5415000 | PA      | $3744295.97    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3247386.40    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3740160.00    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2215570 | PA      | $2217882.82    | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4275000 | PA      | $4481729.60    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    7685000 | PA      | $8038956.47    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   24845000 | PA      | $24583423.21   | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   11765000 | PA      | $9531497.44    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $6657833.90    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   16109000 | PA      | $13270409.05   | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   13836000 | PA      | $10760322.97   | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   13734000 | PA      | $13272805.47   | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   19493000 | PA      | $18980260.90   | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   20858000 | PA      | $16714894.88   | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   17970000 | PA      | $17831547.21   | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    6736000 | PA      | $6000913.66    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    9443000 | PA      | $6322529.34    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   10059000 | PA      | $8883795.01    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    8695000 | PA      | $8895856.93    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7649000 | PA      | $7832071.21    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    8041000 | PA      | $8083598.45    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   16918000 | PA      | $16987068.75   | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   26160000 | PA      | $26099016.56   | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2971000 | PA      | $3017921.41    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    8984000 | PA      | $9304536.39    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3845618.91    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    6741000 | PA      | $5568984.94    | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $2890879.81    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $5813856.14    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   13779000 | PA      | $8929968.79    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   10613000 | PA      | $10491147.29   | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    8092000 | PA      | $7482492.22    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    5931000 | PA      | $5194355.40    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1566295.42    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    9490000 | PA      | $9306289.43    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1926159.39    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   10554000 | PA      | $11686669.80   | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   10534000 | PA      | $11204228.64   | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2276831.99    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7759000 | PA      | $6352516.19    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $2964696.49    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   11968000 | PA      | $10725568.87   | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   13150000 | PA      | $13062748.01   | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   17209000 | PA      | $15920195.66   | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   16270000 | PA      | $16157269.83   | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   14053000 | PA      | $12168030.36   | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   23006000 | PA      | $22902984.06   | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5711000 | PA      | $4914380.72    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   17672000 | PA      | $16744543.95   | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6354000 | PA      | $4759083.97    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   17012000 | PA      | $15600259.77   | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    9172000 | PA      | $9100335.28    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   19223000 | PA      | $18763394.60   | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   16923000 | PA      | $13905289.70   | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5149408.44    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8260000 | PA      | $7809240.09    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $8171862.13    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   17430000 | PA      | $17965013.69   | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6467000 | PA      | $6402338.78    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8259000 | PA      | $8501069.23    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2827000 | PA      | $2872345.67    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   41896000 | PA      | $42431344.08   | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3609938.09    | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   13705000 | PA      | $13808902.21   | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4004534.30    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $7122316.50    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5853677.09    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $14337465.44   | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $13444046.21   | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    9572000 | PA      | $9855972.57    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $4839631.32    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $9085923.23    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    6628000 | PA      | $5970857.00    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   44476000 | PA      | $43639702.57   | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   16790000 | PA      | $15425774.92   | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    5293000 | PA      | $3895738.81    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5251303.38    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    9761000 | PA      | $7977718.53    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    7687000 | PA      | $6277475.85    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    7417000 | PA      | $4934920.50    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A3                | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     936484 | PA      | $936979.42     | 0.00%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A4                | CUSIP: 58768RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3125000 | PA      | $3129609.38    | 0.00%             | 2029-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A3                | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2534859.50    | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A4                | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1321550.49    | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A3                | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4328063 | PA      | $4393023.83    | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A4                | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $4254948.43    | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A3                | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2770000 | PA      | $2776520.03    | 0.00%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A4                | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1403577.98    | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A3                | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1786040 | PA      | $1789223.96    | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     725000 | PA      | $726879.93     | 0.00%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                            | MBALT 2024-A A3                | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2531788.00    | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                            | MBALT 2024-A A4                | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2150000 | PA      | $2189491.63    | 0.00%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2021-1                                      | MBART 2021-1 A4                | CUSIP: 58772WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     380971 | PA      | $378616.20     | 0.00%             | 2027-12-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A3                | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5066582.00    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A4                | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4107052.00    | 0.00%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A3                | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11300000 | PA      | $11376739.43   | 0.00%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A4                | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $814631.84     | 0.00%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8979000 | PA      | $7293877.37    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   11281000 | PA      | $9805747.31    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28542000 | PA      | $22915890.15   | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12305000 | PA      | $10985753.89   | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   17751000 | PA      | $14416636.97   | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   27961000 | PA      | $27394940.14   | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12061000 | PA      | $10683723.88   | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12617000 | PA      | $9059639.77    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $4244303.78    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28892000 | PA      | $27911851.57   | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3755414.26    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28998000 | PA      | $25629039.74   | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   29169000 | PA      | $18369666.16   | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28519000 | PA      | $17098213.75   | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7633374.57    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8383000 | PA      | $8450107.30    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9413000 | PA      | $9463114.49    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12031000 | PA      | $11413094.00   | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   17551000 | PA      | $16480540.86   | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6069000 | PA      | $5706942.70    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $9795706.72    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $18320418.44   | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   13798000 | PA      | $13917251.23   | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   27300000 | PA      | $27618461.69   | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $15640243.10   | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    4994000 | PA      | $4972724.14    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    3731000 | PA      | $3738971.54    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | MERITAGE HOMES                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    3082000 | PA      | $3130956.96    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4782000 | PA      | $4873190.41    | 0.00%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   36907000 | PA      | $39759859.88   | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23919000 | PA      | $29178578.58   | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |   40944000 | PA      | $25615142.63   | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $6193218.37    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10948000 | PA      | $11541723.19   | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3676000 | PA      | $4934258.33    | 0.00%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   19469000 | PA      | $20646225.26   | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   12988000 | PA      | $11174198.30   | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   14830000 | PA      | $13963553.94   | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    8024000 | PA      | $7360402.83    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   13115000 | PA      | $11031995.42   | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4078000 | PA      | $3733908.51    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   24355000 | PA      | $24762638.78   | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   19954000 | PA      | $18626586.28   | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   17231000 | PA      | $16763434.91   | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   16086000 | PA      | $16941644.29   | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   16056000 | PA      | $16709634.14   | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   13115000 | PA      | $13972165.65   | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2260000 | PA      | $2434217.52    | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17640000 | PA      | $21073864.14   | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    1935000 | PA      | $2120935.70    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     460000 | PA      | $510403.21     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     765000 | PA      | $705964.87     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6325000 | PA      | $7626996.19    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6205000 | PA      | $5697705.88    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    4490000 | PA      | $4093599.90    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    6225000 | PA      | $5250859.71    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4000000 | PA      | $3045978.40    | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $2363388.56    | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1810000 | PA      | $1337997.97    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3394902.91    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   12092000 | PA      | $11421937.65   | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $2497464.46    | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     558000 | PA      | $558708.35     | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   39253000 | PA      | $35853842.84   | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   55651000 | PA      | $45779999.56   | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4267000 | PA      | $3453520.57    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   56869000 | PA      | $56533026.91   | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    9766000 | PA      | $9487307.17    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  119392000 | PA      | $75535577.11   | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   72234000 | PA      | $43197646.11   | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   80267000 | PA      | $54517355.71   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   20690000 | PA      | $13450767.39   | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   14766000 | PA      | $14713865.60   | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    5986000 | PA      | $5961968.23    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   10646000 | PA      | $9434476.03    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6444000 | PA      | $5943842.34    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   25241000 | PA      | $15803901.93   | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   56772000 | PA      | $58039761.94   | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11363245.88   | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    7764000 | PA      | $7933666.17    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8227112.97    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   11834000 | PA      | $11945182.35   | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   13155000 | PA      | $11696557.22   | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $5290877.50    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    6407000 | PA      | $4568976.61    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   22727000 | PA      | $24701931.23   | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12404000 | PA      | $13170890.21   | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   10640000 | PA      | $10973341.71   | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2105455.07    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   29475000 | PA      | $30976266.70   | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   16395000 | PA      | $17522876.75   | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12433653.19   | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5294688.90    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2563000 | PA      | $2543752.74    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   15699000 | PA      | $14753943.77   | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    9185000 | PA      | $7986955.97    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2648351.84    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3539270.79    | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3528000 | PA      | $3970761.70    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $3770662.16    | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $6976490.59    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2298000 | PA      | $2016499.05    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    8695000 | PA      | $7410750.58    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    7486000 | PA      | $7394968.44    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    6997000 | PA      | $5637461.05    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   13381000 | PA      | $10204098.07   | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   17550000 | PA      | $17299986.46   | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    7288000 | PA      | $6093938.51    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3742000 | PA      | $2577791.21    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     845000 | PA      | $880989.26     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   11290000 | PA      | $11877279.99   | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486674.74     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   10120000 | PA      | $10889664.47   | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   11220000 | PA      | $12207951.92   | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5924000 | PA      | $6392431.44    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    8282000 | PA      | $8044032.89    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4705000 | PA      | $3342022.71    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2916000 | PA      | $2539417.52    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    3477000 | PA      | $3473128.62    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $815955.36     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    1375000 | PA      | $1415442.46    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    5750000 | PA      | $4331741.23    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    4815000 | PA      | $3487813.62    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16733000 | PA      | $16534031.41   | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   58750000 | PA      | $58512933.49   | 0.02%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   27153000 | PA      | $26828644.76   | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   20609000 | PA      | $20578876.00   | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2718000 | PA      | $2582136.15    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6215000 | PA      | $6222228.41    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5488000 | PA      | $5149232.58    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   24208000 | PA      | $23905512.26   | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   22067000 | PA      | $19369298.82   | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   25662000 | PA      | $24718743.60   | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   33448000 | PA      | $31107005.51   | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13936000 | PA      | $12583766.00   | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   31011000 | PA      | $27491714.95   | 0.01%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $340805.71     | 0.00%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14583000 | PA      | $12987906.80   | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   27554000 | PA      | $26908192.51   | 0.01%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   21730000 | PA      | $19642164.14   | 0.01%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11630000 | PA      | $11618644.72   | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10148000 | PA      | $9961974.89    | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6665000 | PA      | $6847089.40    | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14866000 | PA      | $15090675.50   | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14387000 | PA      | $14711062.97   | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13154000 | PA      | $13523753.81   | 0.00%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16951000 | PA      | $17736375.18   | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   27675000 | PA      | $28371845.11   | 0.01%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   37055000 | PA      | $38781812.39   | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12210000 | PA      | $12586992.16   | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   39785000 | PA      | $41392202.51   | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7410000 | PA      | $7642879.93    | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10287000 | PA      | $10763078.13   | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5248580.71    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2148000 | PA      | $2136144.83    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   21821000 | PA      | $21828297.20   | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   17140000 | PA      | $17149549.95   | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   31495000 | PA      | $30181011.13   | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6097000 | PA      | $5763396.86    | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8138000 | PA      | $7338808.90    | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2050000 | PA      | $1824969.49    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   26030000 | PA      | $22930559.84   | 0.01%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   12864000 | PA      | $11387768.75   | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8750000 | PA      | $9063091.21    | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   11310000 | PA      | $11769855.41   | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   38520000 | PA      | $40898527.13   | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5963000 | PA      | $6236671.60    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4895000 | PA      | $5025151.83    | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   12150000 | PA      | $12295461.52   | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   16150000 | PA      | $16582882.29   | 0.00%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6354557.77    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    6620000 | PA      | $6916358.60    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $13676758.78   | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   23232000 | PA      | $18893660.52   | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   14709000 | PA      | $13790627.49   | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   16129000 | PA      | $9781889.14    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   12120000 | PA      | $10513285.02   | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $6053928.83    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   11239000 | PA      | $11010692.04   | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6417000 | PA      | $5880627.02    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $5782414.83    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6534383.91    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10043023.76   | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9990000 | PA      | $8178399.73    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   10809000 | PA      | $10589602.85   | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5202000 | PA      | $5115754.02    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    6427000 | PA      | $6453024.96    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $3951560.04    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $3292520.37    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   11820000 | PA      | $8526813.12    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   35120000 | PA      | $30873937.91   | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2418000 | PA      | $1543989.93    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    8202000 | PA      | $6239481.97    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MSBAM 2015-C27 A4              | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1472489 | PA      | $1469652.22    | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   30205000 | PA      | $30754912.66   | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B               | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2875000 | PA      | $2698935.00    | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   23882000 | PA      | $24348505.18   | 0.01%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   31481000 | PA      | $31791789.73   | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   41839000 | PA      | $42760147.56   | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   15032000 | PA      | $15254871.39   | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   36915000 | PA      | $37002470.00   | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | MSBAM 2015-C26 A5              | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     558270 | PA      | $557206.14     | 0.00%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5850000 | PA      | $5737501.58    | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS               | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4707000 | PA      | $4412609.16    | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                         | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3440539 | PA      | $3430547.86    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4               | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11625000 | PA      | $11469617.93   | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 AS               | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4780358.00    | 0.00%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 A4              | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13521000 | PA      | $13415096.77   | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 AS              | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4625000 | PA      | $4569480.58    | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                           | MSC 2017-H1 A5                 | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7400422.50    | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                           | MSC 2018-H4 A4                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9893185.00    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | 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        |   10950000 | PA      | $10405295.54   | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7595000 | PA      | $6806349.63    | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5275000 | PA      | $4682818.48    | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 AS                 | CUSIP: 61692CBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $796897.17     | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 B                  | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $450210.23     | 0.00%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32219000 | PA      | $32240411.80   | 0.01%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   56450000 | PA      | $56552731.79   | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   36268000 | PA      | $36441254.67   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   79962000 | PA      | $74712244.94   | 0.02%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22943000 | PA      | $23379770.94   | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   53409000 | PA      | $51823964.94   | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   63834000 | PA      | $55648303.90   | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28697000 | PA      | $25038976.77   | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33520000 | PA      | $21622076.31   | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29145000 | PA      | $33723260.09   | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   55852000 | PA      | $55263395.64   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29447000 | PA      | $26345296.14   | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17837000 | PA      | $17683679.93   | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33169000 | PA      | $31285850.38   | 0.01%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   48628000 | PA      | $48460299.05   | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14869000 | PA      | $13035725.71   | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   54855000 | PA      | $48116341.69   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   47350000 | PA      | $41808437.48   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   44780000 | PA      | $38917437.22   | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21701000 | PA      | $19346835.24   | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18476000 | PA      | $18082467.59   | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28077000 | PA      | $25544092.42   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27986000 | PA      | $28012216.73   | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18618000 | PA      | $18895392.51   | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30391000 | PA      | $31658075.91   | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   41415000 | PA      | $45500155.29   | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   42388000 | PA      | $43288506.72   | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23704000 | PA      | $24833484.14   | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   35925000 | PA      | $36762723.63   | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32491000 | PA      | $33566590.38   | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12470000 | PA      | $12990519.92   | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2124636.24    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   31488000 | PA      | $35222108.25   | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   43846000 | PA      | $45659267.48   | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14839000 | PA      | $15546416.32   | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20901000 | PA      | $21370647.20   | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  122591000 | PA      | $128048073.44  | 0.03%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51974000 | PA      | $55387738.19   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29104000 | PA      | $29819762.70   | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   83110000 | PA      | $85653390.92   | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   26901000 | PA      | $27193570.76   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23738000 | PA      | $24003509.69   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   26902000 | PA      | $27426607.13   | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7564000 | PA      | $7810996.33    | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   48130000 | PA      | $50785243.93   | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   39678000 | PA      | $44525112.53   | 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        |  143525000 | PA      | $148143095.13  | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   49219000 | PA      | $51536909.04   | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   63824000 | PA      | $63686601.45   | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1240689.13    | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A3              | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1681039 | PA      | $1677235.56    | 0.00%             | 2049-01-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A4              | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11975000 | PA      | $11928135.84   | 0.00%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MSBAM 2016-C30 A5              | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11700000 | PA      | $11502823.41   | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14200000 | PA      | $13990690.58   | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 A5              | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8150000 | PA      | $8059306.80    | 0.00%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 AS              | CUSIP: 61767CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5096547.04    | 0.00%             | 2050-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A3              | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5725000 | PA      | $5627304.02    | 0.00%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8325000 | PA      | $8191894.07    | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11700000 | PA      | $11548483.83   | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                 | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3684237 | PA      | $3588190.04    | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                 | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8435000 | PA      | $8257177.55    | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                 | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14885000 | PA      | $14379174.95   | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                 | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1784905.69    | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10525000 | PA      | $9788323.68    | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                 | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1440077.00    | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | MSC 2019-H7 A4                 | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5625000 | PA      | $5394448.69    | 0.00%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15317000 | PA      | $11971459.52   | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                 | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10560000 | PA      | $9366373.63    | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2838031.18    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $9453482.14    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2022-L8                                           | MSC 2022-L8 A5                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10450000 | PA      | $9801453.15    | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   29686000 | PA      | $29855906.09   | 0.01%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   44848000 | PA      | $45528087.27   | 0.01%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5              | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $21233674.00   | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4236000 | PA      | $3859238.29    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   10488000 | PA      | $10823317.01   | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5692000 | PA      | $5625329.44    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    9317000 | PA      | $9294051.87    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5871573.61    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    7480000 | PA      | $7460827.10    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   13730000 | PA      | $13872962.09   | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    8383000 | PA      | $8475963.33    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5308161.98    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $8489187.22    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13685733.06   | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    8370000 | PA      | $8529672.27    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3167527.54    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   22829000 | PA      | $23772400.43   | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3608695.57    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   14695000 | PA      | $16104512.07   | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    6215000 | PA      | $6762388.61    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3440000 | PA      | $3870742.70    | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    5387000 | PA      | $4668425.23    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $2918375.92    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    9834000 | PA      | $9794553.77    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    8484000 | PA      | $7057072.32    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    4204000 | PA      | $4352254.40    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $12089049.20   | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7536000 | PA      | $7804498.41    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4930000 | PA      | $5086757.32    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4296000 | PA      | $3946321.14    | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10101000 | PA      | $8809214.75    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    9242000 | PA      | $8217337.69    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  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       |   13127000 | PA      | $9995600.33    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   19153000 | PA      | $19132360.68   | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    9450000 | PA      | $9302889.84    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   19101000 | PA      | $18313304.49   | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   18151000 | PA      | $16298054.80   | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     450000 | PA      | $451387.48     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5175000 | PA      | $5183014.60    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5300000 | PA      | $5306812.38    | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   10385000 | PA      | $10487247.26   | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7890000 | PA      | $5487276.26    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2486822.81    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    9656000 | PA      | $6710716.11    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $8838765.48    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   10347000 | PA      | $7341138.08    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2415933.21    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6514000 | PA      | $6837980.57    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $10489836.79   | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   11890000 | PA      | $12543022.59   | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    5775000 | PA      | $5826829.19    | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4574215.34    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   20410000 | PA      | $20900584.16   | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   11570000 | PA      | $11836385.78   | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    8060000 | PA      | $8213665.53    | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    6364000 | PA      | $6560824.71    | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10715000 | PA      | $11174768.01   | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH              | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3645000 | PA      | $2553332.34    | 0.00%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    4596000 | PA      | $4566489.36    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   11291000 | PA      | $11386455.90   | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5001917.51    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3860700.10    | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2620457.04    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $6090746.95    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   15219000 | PA      | $15747896.99   | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   31080000 | PA      | $33122257.03   | 0.01%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATIONAL HEALTH                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    8383000 | PA      | $7584954.93    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   15291000 | PA      | $11943622.36   | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   10342000 | PA      | $10004600.40   | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3847000 | PA      | $3822818.54    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   13638000 | PA      | $13476063.22   | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    4032000 | PA      | $4044334.84    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5839000 | PA      | $5181024.96    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5932000 | PA      | $5476948.20    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   11193000 | PA      | $7313921.67    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5321000 | PA      | $3763140.34    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $5024743.51    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7757563.83    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2265157.82    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5765901.88    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2792386.06    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   15224000 | PA      | $14747531.45   | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5634000 | PA      | $5551609.16    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4801000 | PA      | $4730220.95    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    8141000 | PA      | $8099238.05    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5597000 | PA      | $4799330.42    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   10069000 | PA      | $9917869.98    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $11043217.67   | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7935000 | PA      | $7373781.99    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1162479.47    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7768000 | PA      | $6697356.41    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7419000 | PA      | $7243075.12    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   13197000 | PA      | $14163247.45   | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     520000 | PA      | $546081.86     | 0.00%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     760000 | PA      | $773744.74     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3868000 | PA      | $3936740.21    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $5929764.50    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   10087000 | PA      | $10319111.59   | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9684000 | PA      | $9978287.53    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5285000 | PA      | $5368619.71    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   14457000 | PA      | $14973701.78   | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7695000 | PA      | $7719292.24    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1909324.78    | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9023600.07    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3382771.75    | 0.00%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                           | THE NATURE CONSV               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $5141550.87    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   23893000 | PA      | $21848033.47   | 0.01%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7875000 | PA      | $8068068.68    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9780000 | PA      | $9810695.88    | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10259000 | PA      | $11001330.74   | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12145000 | PA      | $12670014.38   | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2160000 | PA      | $2199859.76    | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   23805000 | PA      | $25105509.65   | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13395000 | PA      | $14090242.11   | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10382000 | PA      | $10575197.55   | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10536000 | PA      | $10804461.48   | 0.00%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5082241.43    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    7077000 | PA      | $6865952.80    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   22945000 | PA      | $21238665.64   | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   11098000 | PA      | $11537819.63   | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $10220986.32   | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   37890000 | PA      | $38719072.38   | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   45483000 | PA      | $47954046.57   | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    6682000 | PA      | $6991126.77    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    9059000 | PA      | $9306418.68    | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   20309000 | PA      | $21877089.76   | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5077000 | PA      | $5707479.69    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5699000 | PA      | $6471460.65    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $13672628.65   | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2634743.16    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5144000 | PA      | $3399220.39    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4906412.00    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6696734.44    | 0.00%             | 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        |    1550000 | PA      | $1570143.80    | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    6320000 | PA      | $6283309.97    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   15550000 | PA      | $16346960.83   | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    8105000 | PA      | $8995343.17    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   18650000 | PA      | $22522827.30   | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   24238000 | PA      | $28079206.73   | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                        | NEW MOUNTAIN COR               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    2848000 | PA      | $2925194.50    | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   11707000 | PA      | $9792141.21    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   10860000 | PA      | $8629752.07    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    6352000 | PA      | $4486839.48    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $3653730.46    | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $2204101.27    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    9550000 | PA      | $9797605.72    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    5400000 | PA      | $5832423.36    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   33650000 | PA      | $35228985.87   | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1900000 | PA      | $1845251.50    | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $9832560.00    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    7575000 | PA      | $7240508.45    | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    5060000 | PA      | $4835006.59    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    7285000 | PA      | $7176712.12    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1435000 | PA      | $1467193.51    | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    2900000 | PA      | $3022226.88    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1050000 | PA      | $1101662.21    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     395000 | PA      | $402128.37     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    4675000 | PA      | $4673021.54    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   19200000 | PA      | $19917146.88   | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     865000 | PA      | $891244.01     | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2170000 | PA      | $2252582.39    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M           | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3715000 | PA      | $3319515.96    | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    4525000 | PA      | $4679500.24    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-PRERE          | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     765000 | PA      | $757917.17     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-UNREF          | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    3235000 | PA      | $3164446.27    | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                 | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4767064.92    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    6528500 | PA      | $6563861.10    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    6019000 | PA      | $6512856.80    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   15623000 | PA      | $14122766.18   | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $38351.40      | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44620000 | PA      | $46548714.18   | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    9260000 | PA      | $10353047.22   | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   15927000 | PA      | $18822178.51   | 0.01%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $22362683.37   | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $2189573.84    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8896000 | PA      | $8698029.08    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4372000 | PA      | $4407480.34    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   20378000 | PA      | $19261100.04   | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   30794000 | PA      | $28111621.36   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1609524.44    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1992271.32    | 0.00%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   10543000 | PA      | $10660172.80   | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   13408000 | PA      | $13643763.92   | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5782722.12    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   29025000 | PA      | $29659773.77   | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $3035277.41    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3379018.37    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4346000 | PA      | $4261972.37    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15049000 | PA      | $15577422.59   | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   24875000 | PA      | $26802453.20   | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11890373.52   | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15655000 | PA      | $16120531.32   | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14113000 | PA      | $14666604.26   | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   35150000 | PA      | $36347774.93   | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   25860000 | PA      | $26654673.11   | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2317002.00    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $3315329.64    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    8997000 | PA      | $8852056.11    | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $1916842.96    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    8785000 | PA      | $8651762.57    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   29056000 | PA      | $27595953.65   | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $5406892.55    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   21955000 | PA      | $15954350.96   | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                   | NALT 2023-B A4                 | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     521827 | PA      | $522335.24     | 0.00%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   25145000 | PA      | $23988144.56   | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11621000 | PA      | $11256682.99   | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   20364000 | PA      | $17690625.14   | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6277000 | PA      | $6438409.82    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8016000 | PA      | $8317958.00    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13701000 | PA      | $14103368.79   | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14595000 | PA      | $15054353.04   | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6889591.25    | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14240000 | PA      | $14465903.72   | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $15220150.05   | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    9149000 | PA      | $9525743.41    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2304000 | PA      | $2236192.75    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3042000 | PA      | $3027020.64    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   12921000 | PA      | $12800610.30   | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   24457000 | PA      | $20644821.23   | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A3                | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      25991 | PA      | $25964.97      | 0.00%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A4                | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2085802.74    | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                       | NAROT 2024-A A3                | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3540840.10    | 0.00%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                       | NAROT 2024-A A4                | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2606854.80    | 0.00%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A3                | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2134934.38    | 0.00%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1150000 | PA      | $1158398.45    | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A3                 | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4050788.00    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | 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        |    1375000 | PA      | $1394859.68    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2021-A Owner Trust                                       | NAROT 2021-A A4                | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435002 | PA      | $434316.26     | 0.00%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A3                | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1367661 | PA      | $1368977.84    | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A4                | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1055302.92    | 0.00%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A3                | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1184455 | PA      | $1194534.37    | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A4                | CUSIP: 65480MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3592019.55    | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A3                | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4278676 | PA      | $4292052.32    | 0.00%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A4                | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $858744.63     | 0.00%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A3                 | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2950000 | PA      | $2961508.54    | 0.00%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A4                 | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $856037.13     | 0.00%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A3                 | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13012500 | PA      | $13164655.16   | 0.00%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A4                 | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10399500 | PA      | $10528002.46   | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A3                | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3136986.41    | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A4                | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $1093737.14    | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B A3                 | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7550000 | PA      | $7598407.58    | 0.00%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B A4                 | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5678180.51    | 0.00%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    7424000 | PA      | $7810510.34    | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     486000 | PA      | $484716.59     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   48192000 | PA      | $45469358.17   | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5583000 | PA      | $5128616.78    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3130000 | PA      | $2810281.56    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   12672000 | PA      | $11971070.73   | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7040000 | PA      | $6864940.44    | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    9050000 | PA      | $8180649.38    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10795000 | PA      | $11236954.67   | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   17380000 | PA      | $17705670.74   | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3640000 | PA      | $3808883.03    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1255000 | PA      | $1282914.59    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   12779000 | PA      | $13512441.56   | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6465000 | PA      | $6558676.48    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   11610000 | PA      | $11953006.85   | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   36665000 | PA      | $37256693.54   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   19335000 | PA      | $19666075.19   | 0.01%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   22477000 | PA      | $22465630.19   | 0.01%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    5094000 | PA      | $5107810.68    | 0.00%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3978506.88    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    6436000 | PA      | $6866149.08    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    9362000 | PA      | $9421127.58    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5633272.65    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   16183000 | PA      | $15405935.81   | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4287000 | PA      | $3619366.42    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    7243000 | PA      | $6363703.72    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $6720013.29    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   11083000 | PA      | $10927141.12   | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    8809000 | PA      | $7040611.72    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5893000 | PA      | $4761173.24    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2936000 | PA      | $2424434.93    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $12894935.05   | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6540000 | PA      | $5325451.05    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5490000 | PA      | $3957265.18    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   15411000 | PA      | $14501787.97   | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   13001000 | PA      | $8794794.39    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   22584000 | PA      | $14941867.63   | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9624000 | PA      | $6824636.87    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6054511.48    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6762000 | PA      | $6235852.42    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $886641.02     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   21253000 | PA      | $18421197.01   | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   16640000 | PA      | $17245086.14   | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   18239000 | PA      | $17933950.92   | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6076000 | PA      | $6434325.47    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   17345000 | PA      | $18320480.33   | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3347464.59    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7510000 | PA      | $7976687.17    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | NORTH HAVEN PRI                | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $1015013.10    | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | NORTH HAVEN PRI                | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7593546.45    | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   10855000 | PA      | $12091388.84   | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $2782965.82    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5965000 | PA      | $6602517.27    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    7321000 | PA      | $8108917.67    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   12031000 | PA      | $12488636.68   | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5092000 | PA      | $3964147.33    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $4150974.64    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     741000 | PA      | $572637.93     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2086220.60    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2386000 | PA      | $1602539.39    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2923479.19    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6856000 | PA      | $4815819.60    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $11933528.42   | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1308175.69    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4666768.95    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3290043.70    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3924000 | PA      | $4026396.48    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    7076000 | PA      | $7284822.62    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   20369000 | PA      | $19974011.32   | 0.01%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    9507000 | PA      | $9447110.51    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   13609000 | PA      | $13210084.33   | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $6639708.58    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2344000 | PA      | $2348042.14    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   14433000 | PA      | $15781987.12   | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   18518000 | PA      | $17163426.60   | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $6066234.30    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4104963.01    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   40448000 | PA      | $39772065.95   | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   34766000 | PA      | $28350451.59   | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   19408000 | PA      | $19568643.30   | 0.01%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   28474000 | PA      | $28364846.80   | 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        |    4284000 | PA      | $4123292.53    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   10155000 | PA      | $10230934.49   | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $13578476.21   | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    8191000 | PA      | $8320320.34    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6814000 | PA      | $6909204.76    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7260564.31    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $9283418.92    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    8715000 | PA      | $6907080.60    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $9655058.82    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    6499000 | PA      | $4823118.13    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA               | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    5185000 | PA      | $5316451.79    | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    9030000 | PA      | $7564760.76    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | NORTHWESTERN MEM               | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $4821675.22    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   14941000 | PA      | $14246826.58   | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    8287000 | PA      | $6108938.70    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    5813000 | PA      | $3683210.44    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9553050.14    | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4161451.40    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $7523216.99    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    7924000 | PA      | $5194498.92    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10366000 | PA      | $8679887.77    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   20386000 | PA      | $18423867.10   | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   21611000 | PA      | $18300511.65   | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   23780000 | PA      | $23528602.85   | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   15935000 | PA      | $15561914.13   | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   33457000 | PA      | $30746124.41   | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10033000 | PA      | $6578479.28    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   16414000 | PA      | $16341921.55   | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4437061.82    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   12505000 | PA      | $12223271.33   | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    8894000 | PA      | $8129591.96    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     286000 | PA      | $294072.16     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    7759000 | PA      | $7657903.12    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6143000 | PA      | $5950759.15    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2662321.52    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3076000 | PA      | $2830922.55    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8887946.35    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    4292000 | PA      | $4375298.72    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $6423071.34    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5263000 | PA      | $5867965.92    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2632000 | PA      | $2626250.86    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    8791000 | PA      | $8216864.90    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   23812000 | PA      | $15069863.17   | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7436561.39    | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5958000 | PA      | $5983901.27    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5189000 | PA      | $5271192.28    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   12907000 | PA      | $13121834.12   | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   22817000 | PA      | $22688962.91   | 0.01%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    8544000 | PA      | $8166202.91    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   22853000 | PA      | $19566891.87   | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   43175000 | PA      | $33130105.36   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    9813000 | PA      | $7420312.78    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   19068000 | PA      | $17988355.01   | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   19202000 | PA      | $17250600.59   | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    8719000 | PA      | $8701663.41    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2542000 | PA      | $2679748.64    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    5995000 | PA      | $6042438.54    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    8615000 | PA      | $7983115.08    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    7817000 | PA      | $7197471.28    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   20710000 | PA      | $19684515.24   | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    8940000 | PA      | $8153273.74    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3562000 | PA      | $3356201.27    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6874000 | PA      | $6991608.48    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   20481000 | PA      | $20817621.72   | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4805000 | PA      | $4885114.37    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   18487000 | PA      | $19034414.51   | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   23092000 | PA      | $23825838.85   | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    6986000 | PA      | $7013903.34    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    6585000 | PA      | $6872997.12    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1303215.06    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   22089000 | PA      | $21890768.78   | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    5233000 | PA      | $5264899.37    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   15690000 | PA      | $15524079.01   | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    8231000 | PA      | $8205317.94    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $4713457.99    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    7037000 | PA      | $7096897.55    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4725094.06    | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7692675.99    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    8855000 | PA      | $8588800.25    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3918736.53    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1883901.78    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5438698.32    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10623683.14   | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8801000 | PA      | $6905862.66    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $4458748.49    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12281000 | PA      | $13777478.50   | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6976000 | PA      | $7936150.97    | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   24625000 | PA      | $26124534.36   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5802000 | PA      | $6815961.73    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6831000 | PA      | $6934193.26    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   14816000 | PA      | $15464084.37   | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7576000 | PA      | $7946532.05    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   13236000 | PA      | $15279622.70   | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8566000 | PA      | $8948125.90    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   13287000 | PA      | $14233718.26   | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   22465000 | PA      | $23633630.42   | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   16335000 | PA      | $16595406.67   | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4177000 | PA      | $4247035.04    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $9597275.75    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $13662778.08   | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | OCHSNER LSU HLTH               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5579000 | PA      | $4699080.07    | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   18295000 | PA      | $18263906.76   | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   24204000 | PA      | $24502794.70   | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   12845000 | PA      | $12991592.21   | 0.00%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   14349000 | PA      | $14517987.71   | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   21743000 | PA      | $22076352.53   | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   14305000 | PA      | $14291371.41   | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   17328000 | PA      | $17811443.53   | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    5459000 | PA      | $5499483.05    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   14380000 | PA      | $14341394.60   | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2057543.61    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2005004.63    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1982453.05    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     610000 | PA      | $438690.38     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $2760149.71    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $11878248.04   | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $8283612.12    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7343249.99    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   12360000 | PA      | $12167567.41   | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2710000 | PA      | $3101451.56    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4460518.06    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $4599393.22    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |        250 | PA      | $232.36        | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6429309.88    | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $124716.17     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    9771000 | PA      | $9904865.20    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   12520000 | PA      | $13073303.03   | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8675000 | PA      | $6447768.36    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS             | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    9285000 | PA      | $9251834.91    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    3860000 | PA      | $3287994.32    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $4541349.98    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4920658.67    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3697588.50    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3145793.30    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    5668000 | PA      | $4466538.20    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $5959794.60    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3897000 | PA      | $3748850.72    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    9623000 | PA      | $9239882.33    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    7544000 | PA      | $7891233.01    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $9187178.85    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2240537.63    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3728300 | PA      | $3669421.39    | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    6075000 | PA      | $5789793.94    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    4700000 | PA      | $4492127.93    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    9947000 | PA      | $7207631.58    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    5468000 | PA      | $5699657.97    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   11128000 | PA      | $10220538.74   | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    8918000 | PA      | $8849754.05    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   13760000 | PA      | $12405846.08   | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5654339.09    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   11260000 | PA      | $11288623.62   | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7224662.65    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   23830000 | PA      | $22112761.28   | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    6939000 | PA      | $6114232.37    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $6480845.15    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4246000 | PA      | $4898404.29    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9913000 | PA      | $11262215.28   | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   10234000 | PA      | $10243396.90   | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6900329.14    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1293563.25    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9341000 | PA      | $7378552.04    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     783000 | PA      | $612140.39     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5914000 | PA      | $4826486.14    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2967934.96    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2715673.06    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   18818000 | PA      | $14438686.71   | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   10094500 | PA      | $9469385.57    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    8804000 | PA      | $6589756.21    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    6707000 | PA      | $6436409.95    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2147000 | PA      | $1314243.93    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $6122996.48    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2892000 | PA      | $2469573.63    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5526000 | PA      | $5522097.41    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   15808000 | PA      | $14415605.90   | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $10167720.24   | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5811889.25    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5078000 | PA      | $5055334.23    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7746478.53    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3447860.50    | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3583000 | PA      | $3707299.38    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4361420.66    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    9680000 | PA      | $8702802.72    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    7299000 | PA      | $6292194.88    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3546089.53    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   10956000 | PA      | $11303419.53   | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2285218.00    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   16069000 | PA      | $16022402.45   | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   11333000 | PA      | $9836637.97    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13990000 | PA      | $14101007.84   | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10863000 | PA      | $9712692.89    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13287000 | PA      | $13277269.76   | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   16199000 | PA      | $15616668.87   | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   11862000 | PA      | $9545664.91    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15520000 | PA      | $14658632.73   | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7286000 | PA      | $5951189.29    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4211000 | PA      | $4528723.88    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8887000 | PA      | $9957186.62    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6329000 | PA      | $6408306.79    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5798963.27    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9896000 | PA      | $10429025.15   | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $13280266.49   | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   21935000 | PA      | $23324823.72   | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $4073808.55    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6453000 | PA      | $5072165.99    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13586000 | PA      | $10552126.91   | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $6487415.12    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $6444913.32    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15007000 | PA      | $15039502.64   | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10135000 | PA      | $10135461.98   | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   27106000 | PA      | $26743653.66   | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9202000 | PA      | $8697332.40    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10210000 | PA      | $9735267.64    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7361242.11    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $12255460.84   | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   14830000 | PA      | $14098666.36   | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10455000 | PA      | $9654989.39    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10658000 | PA      | $10664351.65   | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $21596129.73   | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   21550000 | PA      | $21890602.55   | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   10026000 | PA      | $10963169.10   | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3971000 | PA      | $4377935.97    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    7699000 | PA      | $7896377.62    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    4186000 | PA      | $4287319.92    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2905000 | PA      | $2779522.02    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   27560000 | PA      | $24087151.90   | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    4284000 | PA      | $3808192.36    | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   24479000 | PA      | $25693523.72   | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   37195000 | PA      | $37042304.84   | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2192000 | PA      | $2257977.13    | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   43237000 | PA      | $42757859.53   | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   29650000 | PA      | $30037940.96   | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   31609000 | PA      | $32656026.37   | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   10775000 | PA      | $10776196.01   | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   32800000 | PA      | $30611702.35   | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   48750000 | PA      | $43201387.99   | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   40275000 | PA      | $35412348.55   | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4427000 | PA      | $4849752.11    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10154000 | PA      | $10729306.29   | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   30621000 | PA      | $30024439.79   | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20402000 | PA      | $19503127.85   | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14488000 | PA      | $12370361.91   | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6267000 | PA      | $5968769.42    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4337000 | PA      | $3948402.38    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17267000 | PA      | $13869182.19   | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   28260000 | PA      | $25163602.94   | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   35983000 | PA      | $28005813.44   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29764000 | PA      | $25696210.14   | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31586000 | PA      | $24431601.18   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   40775000 | PA      | $39994916.66   | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   45540000 | PA      | $42906443.07   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47491000 | PA      | $38127755.28   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   48232000 | PA      | $33956543.68   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   44250000 | PA      | $30389183.51   | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27728000 | PA      | $22135660.23   | 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        |   38309000 | PA      | $28501237.86   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19559000 | PA      | $14055978.10   | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17555000 | PA      | $16782566.40   | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   88383000 | PA      | $81211288.29   | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9020000 | PA      | $9619385.39    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27888000 | PA      | $31057917.18   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7029000 | PA      | $7080300.03    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8755000 | PA      | $8871962.55    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $9718544.24    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   45326000 | PA      | $42779057.48   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   28271000 | PA      | $28199834.54   | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19618000 | PA      | $19154984.98   | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   25540000 | PA      | $23468264.98   | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7962000 | PA      | $7285139.13    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5516757.34    | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21291000 | PA      | $21943385.70   | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26677000 | PA      | $27445132.30   | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   22927000 | PA      | $23019150.24   | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   33164000 | PA      | $33308463.80   | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   36774000 | PA      | $36762195.77   | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31238000 | PA      | $31284153.83   | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   48988000 | PA      | $49239113.84   | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39800000 | PA      | $39937661.54   | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47360000 | PA      | $47215407.33   | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20252000 | PA      | $20237952.10   | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    6554000 | PA      | $6546178.09    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-B-PENSION          | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1177379 | PA      | $1204143.89    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     626542 | PA      | $640332.00     | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    2996790 | PA      | $3065827.97    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    7680000 | PA      | $5447662.08    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    7805000 | PA      | $8046491.06    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    4819000 | PA      | $4778455.88    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    8563000 | PA      | $7633157.54    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2977000 | PA      | $3021800.74    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    4501000 | PA      | $4554725.12    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   12275000 | PA      | $12251026.51   | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3277393.84    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5110000 | PA      | $3658808.30    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6061000 | PA      | $6335468.39    | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    4333000 | PA      | $4117227.65    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9049358.75    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    8795000 | PA      | $8579983.72    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   23979000 | PA      | $22330498.98   | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   15013000 | PA      | $11706226.95   | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $4736322.47    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    9945000 | PA      | $10251498.26   | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2358992.87    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    3237000 | PA      | $3275782.04    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   10363000 | PA      | $10674627.66   | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6323000 | PA      | $6666967.11    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $6663618.74    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2667869.86    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   10290000 | PA      | $8501746.19    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $4417677.06    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5689000 | PA      | $5618284.01    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4887058.81    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2380418.26    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   10445000 | PA      | $10999982.92   | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   11394000 | PA      | $11751611.22   | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    8646000 | PA      | $8394693.76    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2238186.59    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   14605000 | PA      | $15653394.65   | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   15070000 | PA      | $15548114.91   | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   10625500 | PA      | $10340369.51   | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   28674000 | PA      | $27128840.12   | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   22665000 | PA      | $23091034.15   | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3085367.63    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1623464.24    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1526941.58    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $5507532.32    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    7271000 | PA      | $4677217.86    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5792000 | PA      | $3856242.59    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $2174382.11    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   14333000 | PA      | $12679741.53   | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5333000 | PA      | $4509239.85    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1631081.13    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   16439000 | PA      | $15941019.22   | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5276170.95    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $12909473.82   | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8910924 | PA      | $8791554.51    | 0.00%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4034000 | PA      | $3871152.67    | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15580000 | PA      | $13916660.58   | 0.00%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2834834.98    | 0.00%             | 2053-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3481815 | PA      | $3463738.98    | 0.00%             | 2033-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6055000 | PA      | $5988382.75    | 0.00%             | 2039-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5627684.48    | 0.00%             | 2043-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17105000 | PA      | $16581819.78   | 0.00%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5317092.84    | 0.00%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   14255000 | PA      | $14064848.97   | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   45281000 | PA      | $44337502.30   | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   32996000 | PA      | $30850109.31   | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   31617000 | PA      | $34090296.24   | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $13017211.44   | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   21754000 | PA      | $22532678.73   | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12445000 | PA      | $13349428.24   | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8887000 | PA      | $9103595.33    | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   32825000 | PA      | $37191579.03   | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4840376.87    | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   47315000 | PA      | $49896683.99   | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   35060000 | PA      | $36486510.55   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  104935000 | PA      | $106409018.26  | 0.03%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12045000 | PA      | $12441550.50   | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   63695000 | PA      | $66484071.18   | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   22785000 | PA      | $23258213.01   | 0.01%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   25561000 | PA      | $25501769.50   | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14992000 | PA      | $14101965.31   | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    6984000 | PA      | $6469081.68    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    9644000 | PA      | $10740921.56   | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $7626475.92    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    6902000 | PA      | $5845724.32    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1538179.45    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    6807000 | PA      | $5652627.48    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $5207490.44    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   11820000 | PA      | $12156262.97   | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $8232261.07    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    5116000 | PA      | $5159324.77    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL CAPITAL FDG                | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2494402.25    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   13299000 | PA      | $13076975.05   | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14257000 | PA      | $14030940.36   | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2371000 | PA      | $2593335.03    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A2                 | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     378083 | PA      | $376642.70     | 0.00%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A3                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2825000 | PA      | $2763129.68    | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   18225000 | PA      | $18578555.73   | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    3087000 | PA      | $3174658.58    | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    4818000 | PA      | $4910155.66    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $6912094.26    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    9370000 | PA      | $9534076.06    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   10825000 | PA      | $10950664.18   | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   10010000 | PA      | $10004936.51   | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $9849934.15    | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6565000 | PA      | $6664909.75    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6716809.36    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6645788.28    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    8467000 | PA      | $8492959.60    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $3585810.78    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   14275000 | PA      | $12218922.50   | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11486000 | PA      | $9180510.41    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8334000 | PA      | $6554989.62    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10212000 | PA      | $10067901.22   | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   35164000 | PA      | $34413463.50   | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   27822000 | PA      | $20825391.08   | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13085250 | PA      | $12582602.92   | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   62320000 | PA      | $55538555.31   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7232000 | PA      | $5487626.98    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   21285000 | PA      | $20900880.96   | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   37256000 | PA      | $37019501.14   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   49860000 | PA      | $42955742.51   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   55729000 | PA      | $48479924.68   | 0.01%             | 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        |    9601000 | PA      | $9254777.21    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   17701000 | PA      | $15758268.09   | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76260.68      | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10489000 | PA      | $10988126.48   | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8069000 | PA      | $8692889.22    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $9284620.23    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15380000 | PA      | $16468407.97   | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   28666000 | PA      | $29967844.23   | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $6863110.29    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9356000 | PA      | $9632448.58    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   32295000 | PA      | $33473558.21   | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7413000 | PA      | $7246517.89    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11336000 | PA      | $11621193.71   | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10565000 | PA      | $10633447.88   | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $4045079.65    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    6893000 | PA      | $7379543.09    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $10234759.96   | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9395000 | PA      | $10068792.14   | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4412000 | PA      | $4740290.71    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4568000 | PA      | $4772711.26    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $4102008.67    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   12067000 | PA      | $9411593.89    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   24264500 | PA      | $23569929.38   | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   25879000 | PA      | $20169068.12   | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7283000 | PA      | $6731043.99    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2512894.09    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   14598000 | PA      | $8901797.72    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7735000 | PA      | $7141594.30    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9550972.60    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7726000 | PA      | $8020363.81    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2980220.30    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   32064000 | PA      | $31445049.04   | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    7037000 | PA      | $6938399.15    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   14676000 | PA      | $14018173.20   | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    4327000 | PA      | $3440961.82    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    9266000 | PA      | $6056415.26    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2286000 | PA      | $2330122.57    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   12823000 | PA      | $13904074.68   | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   11934000 | PA      | $13604842.27   | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   26675000 | PA      | $28190937.49   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   15651000 | PA      | $11471417.42   | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   18522000 | PA      | $18244949.79   | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   11719000 | PA      | $9053525.69    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   36648000 | PA      | $27660262.96   | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   22717000 | PA      | $21151569.84   | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   50954000 | PA      | $32867872.99   | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   38893000 | PA      | $28489264.55   | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   33788000 | PA      | $27437108.67   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    3911000 | PA      | $3366933.83    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    1030000 | PA      | $748890.19     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   44245000 | PA      | $45860175.58   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   17975000 | PA      | $18285305.87   | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   14860000 | PA      | $15845081.37   | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   15715000 | PA      | $17305775.08   | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    8055000 | PA      | $9190068.41    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    1320000 | PA      | $1488938.74    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   20572000 | PA      | $20359416.75   | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    6777000 | PA      | $5657702.03    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   14701000 | PA      | $14270272.47   | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   11616000 | PA      | $9451899.21    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   15335000 | PA      | $15538808.30   | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4480964.84    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    8693000 | PA      | $8426828.54    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    9387000 | PA      | $8331767.15    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   10578000 | PA      | $10350360.22   | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3092732.47    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2399298.71    | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $3497257.50    | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   10870000 | PA      | $7626541.38    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $7362055.52    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6665642.23    | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    8723000 | PA      | $8754491.39    | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    9195000 | PA      | $9742700.66    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   15503000 | PA      | $15947691.25   | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $24381182.20   | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $17168286.35   | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   25745000 | PA      | $25428038.16   | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   24283000 | PA      | $23152880.44   | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   14642000 | PA      | $13485442.48   | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   19761000 | PA      | $13874830.47   | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $6162367.09    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   16133000 | PA      | $15340932.02   | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   16140000 | PA      | $16626792.56   | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   12137000 | PA      | $12149838.24   | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4938000 | PA      | $4991411.18    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    7798000 | PA      | $7976837.76    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6745000 | PA      | $5784704.61    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5825000 | PA      | $3768443.47    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL               | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5500000 | PA      | $5576893.85    | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    4390000 | PA      | $4370050.52    | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    7400000 | PA      | $5673650.30    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    5415000 | PA      | $3666048.68    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                             | PENTAIR FINANCE                | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    5936000 | PA      | $5966484.90    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                             | PENTAIR FINANCE                | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    5290000 | PA      | $5612038.58    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9261000 | PA      | $8043169.40    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10654000 | PA      | $8699839.16    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4574000 | PA      | $4012533.35    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   15488000 | PA      | $13845246.39   | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   19323000 | PA      | $19045752.28   | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   23363000 | PA      | $17855275.54   | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7572000 | PA      | $6268209.21    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9738000 | PA      | $9588531.57    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   19810000 | PA      | $18853750.33   | 0.01%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $6967687.91    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10324000 | PA      | $6927266.21    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   14195000 | PA      | $13955102.21   | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   38628000 | PA      | $36499488.65   | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12290000 | PA      | $10402063.35   | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9920000 | PA      | $7596846.25    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $3750914.70    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9651000 | PA      | $8657457.13    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12376000 | PA      | $10754185.63   | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $5964487.87    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9263000 | PA      | $6740736.82    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   15887000 | PA      | $10175340.60   | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9442000 | PA      | $9396756.88    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2618297.32    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4088417.54    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $3174972.27    | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7018000 | PA      | $7107503.32    | 0.00%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5546189.38    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10228958.12   | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $5099474.61    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6667195.19    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   11174000 | PA      | $11344940.67   | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $18417813.32   | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12590000 | PA      | $12636981.82   | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $11390732.63   | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $6616060.09    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $3770460.65    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    6668500 | PA      | $6215952.91    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   10260000 | PA      | $8910501.85    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   27278000 | PA      | $34312478.85   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   10901000 | PA      | $12112097.79   | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   28488000 | PA      | $28091110.31   | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    2933000 | PA      | $2754237.18    | 0.00%             | 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        |   32660000 | PA      | $30148547.87   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   13877000 | PA      | $11467436.98   | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   28052000 | PA      | $15723686.24   | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   15535000 | PA      | $8713650.60    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   19062000 | PA      | $14829134.55   | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   15756000 | PA      | $11272605.53   | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   32345000 | PA      | $28084904.03   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   14285000 | PA      | $9114425.41    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   19450000 | PA      | $19829884.48   | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   22959000 | PA      | $23068729.75   | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   26417000 | PA      | $26946135.97   | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   29076000 | PA      | $30306961.28   | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    8431000 | PA      | $9289541.22    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   60357000 | PA      | $61036698.84   | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   41303000 | PA      | $42067793.53   | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   66176000 | PA      | $66860634.16   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   35934000 | PA      | $34832323.41   | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   66239000 | PA      | $64023707.66   | 0.02%             | 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        |   55822000 | PA      | $52949677.69   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   20756000 | PA      | $24925808.48   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   10481000 | PA      | $9206447.75    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   10699000 | PA      | $9542930.07    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   20849000 | PA      | $20649099.90   | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7183000 | PA      | $6699803.16    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   21084000 | PA      | $17601531.79   | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   16567000 | PA      | $15061442.43   | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   14548000 | PA      | $12209500.81   | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     730000 | PA      | $726136.14     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   39528000 | PA      | $38890617.81   | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   24880000 | PA      | $22014214.44   | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   14452000 | PA      | $11704899.48   | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   21995000 | PA      | $20630887.62   | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   17822000 | PA      | $15996920.40   | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   15264000 | PA      | $11219904.68   | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   16686000 | PA      | $10580035.61   | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   13985000 | PA      | $12251073.92   | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2603099 | PA      | $2409357.92    | 0.00%             | 2033-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8150000 | PA      | $6697112.89    | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5485000 | PA      | $3964693.33    | 0.00%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19340000 | PA      | $19972383.93   | 0.01%             | 2040-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6020000 | PA      | $6084337.60    | 0.00%             | 2049-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7349344 | PA      | $7455388.86    | 0.00%             | 2035-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8154048.20    | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10565281.12   | 0.00%             | 2051-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14462000 | PA      | $15519780.06   | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16053000 | PA      | $18010372.70   | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24908000 | PA      | $22264546.59   | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11433000 | PA      | $10302085.16   | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   18425000 | PA      | $15271150.74   | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13555000 | PA      | $11587827.95   | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11372000 | PA      | $10593084.04   | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11026000 | PA      | $9487957.66    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6184000 | PA      | $6091364.71    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6878000 | PA      | $6734099.14    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $10905890.48   | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16412000 | PA      | $14956258.06   | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   15249000 | PA      | $13489826.02   | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   20090000 | PA      | $20523328.74   | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16290000 | PA      | $17151899.49   | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   23445000 | PA      | $24971568.37   | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21718000 | PA      | $22103381.20   | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14181000 | PA      | $14655658.73   | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   29903000 | PA      | $31237153.39   | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8254000 | PA      | $8518360.07    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7777000 | PA      | $8178494.00    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14412000 | PA      | $15261452.17   | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11994000 | PA      | $12109139.00   | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10794000 | PA      | $11022705.67   | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17410000 | PA      | $18010789.74   | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24537000 | PA      | $25329976.70   | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5665000 | PA      | $5705266.34    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11388000 | PA      | $11562400.08   | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $11914780.29   | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $3070863.15    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9818054.61    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $10298691.61   | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   24331000 | PA      | $29325942.32   | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   26950000 | PA      | $31403198.93   | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14105000 | PA      | $15625891.96   | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   25053000 | PA      | $28221489.71   | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13757000 | PA      | $13949277.86   | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   27461000 | PA      | $24589855.25   | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   26189000 | PA      | $22284821.60   | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   26467000 | PA      | $22128836.30   | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   25654000 | PA      | $25024769.03   | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14636000 | PA      | $14434129.28   | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   18342000 | PA      | $13128013.28   | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13942000 | PA      | $12959817.35   | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13857000 | PA      | $12058727.68   | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   20179000 | PA      | $13605084.50   | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   10465000 | PA      | $9067250.06    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   30394000 | PA      | $22200083.47   | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    7130000 | PA      | $7029488.07    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   11515000 | PA      | $10937085.21   | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   11340000 | PA      | $12141827.61   | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    9445000 | PA      | $10151463.47   | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    7325000 | PA      | $7472654.63    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   16585000 | PA      | $17116005.78   | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   18590000 | PA      | $18990344.12   | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    8252000 | PA      | $8375492.67    | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14945000 | PA      | $15609739.92   | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13200000 | PA      | $13515571.61   | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14520000 | PA      | $14616105.76   | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13230000 | PA      | $12786138.75   | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    7195000 | PA      | $7283171.23    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   18440000 | PA      | $19595517.03   | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   15085000 | PA      | $16040779.05   | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    7840000 | PA      | $6951426.68    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3731420.36    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5498754.44    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   20877000 | PA      | $18667542.84   | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   11252000 | PA      | $11192410.15   | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   21358000 | PA      | $19068152.21   | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $3220122.61    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7444000 | PA      | $7371397.17    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   10936000 | PA      | $10459405.37   | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    8584000 | PA      | $7365845.78    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    6357000 | PA      | $5584460.42    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   14915000 | PA      | $15342321.76   | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4123000 | PA      | $4191685.32    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12530000 | PA      | $12999353.98   | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12374000 | PA      | $12252897.34   | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    8170000 | PA      | $8108693.46    | 0.00%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7268000 | PA      | $7287353.79    | 0.00%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10245000 | PA      | $10247586.38   | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                     | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4829000 | PA      | $4791277.76    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20925000 | PA      | $18657427.39   | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    6024000 | PA      | $5169706.12    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $3078018.08    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $4236220.45    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2511393.90    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $3538965.63    | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2852079.30    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    4369000 | PA      | $3034898.48    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    5016000 | PA      | $4529890.26    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2337791.17    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   10251000 | PA      | $10651141.31   | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   11795000 | PA      | $12003812.80   | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3646049.15    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3451828.26    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   10751000 | PA      | $11935757.16   | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    9605000 | PA      | $10165159.06   | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   16535000 | PA      | $15141732.97   | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   14223000 | PA      | $13752189.39   | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   13535000 | PA      | $14428071.70   | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    9994000 | PA      | $11028175.53   | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2991863.00    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2726739.97    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   20501000 | PA      | $18420823.56   | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   13658000 | PA      | $12282641.08   | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING                 | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    3095000 | PA      | $3452733.72    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5893000 | PA      | $6418719.09    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8715000 | PA      | $7950332.54    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1693549.13    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11110000 | PA      | $9442456.05    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | 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        |    8371000 | PA      | $7306947.29    | 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: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12745000 | PA      | $12766429.95   | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13722000 | PA      | $13250481.82   | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10962000 | PA      | $10574778.79   | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2267775.44    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   17640000 | PA      | $18422918.24   | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | 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        |    4534000 | PA      | $4543667.61    | 0.00%             | 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        |    6089000 | PA      | $6162155.65    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   34393000 | PA      | $34769220.60   | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   33490000 | PA      | $32309625.99   | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   21520000 | PA      | $21889459.29   | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   38290000 | PA      | $39075508.82   | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   39835000 | PA      | $38426402.58   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   10997000 | PA      | $10388643.51   | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    5400000 | PA      | $3499535.88    | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2560000 | PA      | $2767334.91    | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   12025000 | PA      | $12815762.80   | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    5560000 | PA      | $5925625.04    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2315000 | PA      | $2174044.28    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   28925000 | PA      | $24686449.09   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    6300000 | PA      | $6052092.48    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4625000 | PA      | $4612122.15    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2205000 | PA      | $1824911.14    | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    5400000 | PA      | $4919972.94    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    5350000 | PA      | $3505418.98    | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   15100000 | PA      | $10948837.86   | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239          | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    6700000 | PA      | $6444803.03    | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5225000 | PA      | $4009972.23    | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    6787000 | PA      | $7643966.16    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    8464000 | PA      | $7227724.71    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3873565.29    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3380788.87    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $3442264.72    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   11241000 | PA      | $6126985.59    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   12559000 | PA      | $10936179.87   | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $5511083.54    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $6271492.53    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $5522927.88    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    6312000 | PA      | $6242006.15    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   12152000 | PA      | $8980312.47    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   16076000 | PA      | $11249966.34   | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $8545384.83    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    8053000 | PA      | $6304629.84    | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    8645000 | PA      | $8690884.11    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   10348000 | PA      | $10236189.94   | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                                                                    | PRIMERICA INC                  | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    8129000 | PA      | $7345184.93    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1165869.71    | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    6013000 | PA      | $5498204.80    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $4524876.97    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   11165000 | PA      | $11041034.94   | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    8940000 | PA      | $7655914.67    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   13312000 | PA      | $12056919.93   | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2099252.95    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $4095398.48    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $10853595.31   | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4891655.85    | 0.00%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5796716.00    | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5459933.45    | 0.00%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4568170.51    | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3648421.65    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   16547000 | PA      | $16304595.69   | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $4000027.28    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   10637000 | PA      | $8293418.31    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   19692000 | PA      | $19415829.66   | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   35402000 | PA      | $33988447.05   | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6412000 | PA      | $5588032.26    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $5387969.17    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   23044000 | PA      | $20173204.97   | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6224000 | PA      | $6218855.19    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   13936000 | PA      | $14171726.23   | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   22408000 | PA      | $22760679.60   | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4243794.52    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4364313.18    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    7183000 | PA      | $8275598.70    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $2034828.14    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4497424.21    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1732729.51    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4148088.51    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    9219000 | PA      | $9051048.99    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   16983000 | PA      | $14299532.57   | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    6706000 | PA      | $5702032.25    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    9722000 | PA      | $9722534.33    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    9161000 | PA      | $8818068.16    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    8310000 | PA      | $6704749.39    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    7815000 | PA      | $7213628.73    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    7664000 | PA      | $5908614.26    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5528545.81    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7868000 | PA      | $7839393.30    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $3331097.67    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4174390.51    | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9360000 | PA      | $9449226.59    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   25016000 | PA      | $23046134.61   | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   12235000 | PA      | $11897513.96   | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   13508000 | PA      | $9042050.68    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9206000 | PA      | $5060051.03    | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6212000 | PA      | $5392824.20    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   13461000 | PA      | $11710025.34   | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7936000 | PA      | $7840136.21    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6054775.04    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4966000 | PA      | $4729558.96    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7272000 | PA      | $6505570.51    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3767208.65    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8931000 | PA      | $7865588.12    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8320000 | PA      | $5610681.62    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9110000 | PA      | $9190780.57    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9657000 | PA      | $9332795.47    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5894000 | PA      | $6028344.13    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9546000 | PA      | $9805097.98    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   15070000 | PA      | $15317728.81   | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5407270.58    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3849901.61    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5929000 | PA      | $5833767.63    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6837000 | PA      | $5205883.87    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7540000 | PA      | $5797228.53    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19729000 | PA      | $18460881.58   | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9655000 | PA      | $9933933.69    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6395000 | PA      | $6586947.47    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8821000 | PA      | $8717303.78    | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   27850000 | PA      | $22317788.21   | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   31960000 | PA      | $25228711.37   | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8459000 | PA      | $8613381.02    | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $11207297.35   | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8610000 | PA      | $8610559.67    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   13794000 | PA      | $14364913.56   | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3922000 | PA      | $4218844.28    | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   13243000 | PA      | $14169015.06   | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3600251.30    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   11933962 | PA      | $12696072.25   | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $7689684.96    | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7591000 | PA      | $8691422.23    | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2726531.26    | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    6447000 | PA      | $5821678.85    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7122882.77    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   14068000 | PA      | $10649665.79   | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4424000 | PA      | $4077710.53    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5611000 | PA      | $4372635.39    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3875274.89    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   14054000 | PA      | $13476585.19   | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    6278000 | PA      | $5991763.12    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2126000 | PA      | $1678309.21    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2171041.57    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $2489963.56    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $5955376.60    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $4284448.82    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $2797681.79    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    9360000 | PA      | $6419199.98    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    6209000 | PA      | $5476577.17    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   25754000 | PA      | $15822364.08   | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3139297.49    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    6148000 | PA      | $6024262.39    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $5033444.23    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   12271000 | PA      | $11636587.21   | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   31470000 | PA      | $32502864.89   | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   18025000 | PA      | $18347794.71   | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $15707568.18   | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   14198000 | PA      | $14387702.94   | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    5714000 | PA      | $4323405.83    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4637862.46    | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7708728.63    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   15025000 | PA      | $15215157.21   | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $8954622.05    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4249922.01    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2876900.80    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     902000 | PA      | $928499.90     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5044478.22    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1169495.82    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2837000 | PA      | $2323596.33    | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   19730500 | PA      | $15829284.61   | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7677811.96    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8835000 | PA      | $6744119.91    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1896705.68    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1450507.74    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3739000 | PA      | $3624671.07    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   17439000 | PA      | $13722306.25   | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $1624489.28    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5518000 | PA      | $5148042.22    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1509949.75    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8189000 | PA      | $5180040.16    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   11472000 | PA      | $6241933.52    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6291000 | PA      | $5813051.49    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6216316.65    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6063000 | PA      | $6095942.00    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8709000 | PA      | $9048119.39    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2677511.59    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $8449050.03    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $4583552.71    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $12369056.03   | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11166439.80   | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2989000 | PA      | $3052494.64    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3304631.55    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   11523000 | PA      | $11611889.57   | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   16243000 | PA      | $14249134.71   | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   15605000 | PA      | $16155694.14   | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    9103000 | PA      | $9532164.83    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    9373000 | PA      | $10120732.64   | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $9729752.86    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1112751.43    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7239000 | PA      | $7124712.24    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   11012000 | PA      | $10765508.73   | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    9331000 | PA      | $9086484.15    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    6350000 | PA      | $5621314.17    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $7520398.70    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    8641000 | PA      | $8923571.26    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    8326000 | PA      | $8648556.24    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   10921000 | PA      | $10794228.99   | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7065000 | PA      | $7098561.23    | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7280020.50    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    7249000 | PA      | $7078849.18    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   12182000 | PA      | $12550053.87   | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4546735.33    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   19558000 | PA      | $20429304.90   | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     454000 | PA      | $471465.13     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $6271094.39    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    8726000 | PA      | $7164758.85    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    8089000 | PA      | $5602208.75    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5515551.13    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    4364000 | PA      | $4419689.78    | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3728944.46    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1939000 | PA      | $2285163.92    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6581000 | PA      | $7182596.21    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2395602.89    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7152000 | PA      | $7215880.74    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   11312000 | PA      | $11095136.71   | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   18797000 | PA      | $17614876.64   | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   25795000 | PA      | $25574527.31   | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   21104000 | PA      | $18114892.13   | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   11351000 | PA      | $8024064.57    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   12204000 | PA      | $11206941.67   | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   23128000 | PA      | $21676129.23   | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   29922000 | PA      | $25322108.98   | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $3871486.20    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   11243000 | PA      | $11945182.54   | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   15708000 | PA      | $16886163.05   | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3906504.17    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   15705000 | PA      | $14666943.40   | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    5736000 | PA      | $4270540.85    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $14963533.11   | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $10100051.93   | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   20700000 | PA      | $20800407.96   | 0.01%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   20850000 | PA      | $20849036.66   | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   16025000 | PA      | $16076373.73   | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   36632000 | PA      | $37479844.28   | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   19878000 | PA      | $22505383.95   | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   15297000 | PA      | $13658248.65   | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   19608000 | PA      | $19538354.29   | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   20505000 | PA      | $20730016.25   | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   12205000 | PA      | $12071571.42   | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   48850000 | PA      | $48060322.52   | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   89465000 | PA      | $80002441.75   | 0.02%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $3705832.91    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   11088000 | PA      | $11097536.84   | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   17367000 | PA      | $16360118.22   | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    5902000 | PA      | $5426050.10    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4279422.40    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   13195000 | PA      | $13348255.67   | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    5936000 | PA      | $5904532.98    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   10183000 | PA      | $9646421.48    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7596897.42    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $4022577.33    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3171000 | PA      | $3273154.35    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    4436500 | PA      | $4263157.06    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $7243927.03    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $3736466.25    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    5223000 | PA      | $5260332.67    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    4182000 | PA      | $3775116.28    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   10322000 | PA      | $10794520.74   | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2672293.13    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15417899.32   | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   14452000 | PA      | $13361288.17   | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $14526118.05   | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $7806860.85    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | RAYONIER LP                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    4093000 | PA      | $3674329.54    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9882000 | PA      | $6729387.81    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   27168000 | PA      | $24871859.70   | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $5459871.25    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9086000 | PA      | $8496869.20    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16076000 | PA      | $15949605.64   | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14933000 | PA      | $13858117.42   | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   18663000 | PA      | $15964553.15   | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14008000 | PA      | $8873651.47    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   17409000 | PA      | $15150284.23   | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14867000 | PA      | $13141104.05   | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14864000 | PA      | $9802710.39    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   17308000 | PA      | $17930205.64   | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   21960000 | PA      | $21435119.15   | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4101000 | PA      | $4299223.99    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6743403.02    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   26246000 | PA      | $28725729.06   | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16705000 | PA      | $18684041.37   | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    9586000 | PA      | $9638091.19    | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   15317000 | PA      | $15323484.83   | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $9478770.46    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   12559000 | PA      | $11216103.16   | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   10793000 | PA      | $10701462.31   | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   11005000 | PA      | $10662353.27   | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   21415000 | PA      | $20277645.18   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $7232464.44    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7752000 | PA      | $7744785.29    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8168000 | PA      | $8051648.46    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3841428.31    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   17774000 | PA      | $17060290.00   | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8208000 | PA      | $7325600.40    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5333000 | PA      | $5654559.80    | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5376000 | PA      | $5388007.52    | 0.00%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3979000 | PA      | $3929561.52    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7219000 | PA      | $7173461.37    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6645803.70    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6848000 | PA      | $6453167.88    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $4868255.86    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3918000 | PA      | $3992451.85    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   14729000 | PA      | $15095393.03   | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3651843.34    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3033819.24    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   11043000 | PA      | $10922543.18   | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   13420000 | PA      | $13880415.22   | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   13895000 | PA      | $14730867.06   | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   17445000 | PA      | $18721807.33   | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5254000 | PA      | $5217883.30    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5215671.59    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3878756.02    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3420103.43    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    9020000 | PA      | $8613520.55    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    8465000 | PA      | $8246227.80    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5913298.20    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $6058974.74    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   16411000 | PA      | $14469643.19   | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   12943000 | PA      | $8054716.26    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3500000 | PA      | $3576329.05    | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $8317598.96    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    5363000 | PA      | $6187430.21    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    9642000 | PA      | $9034347.35    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   11821000 | PA      | $12316547.81   | 0.00%             | 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        |   13870000 | PA      | $14245761.43   | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4804000 | PA      | $4798170.81    | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   16156000 | PA      | $15955452.72   | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    6569000 | PA      | $6208173.76    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    5174000 | PA      | $5518399.48    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    9020000 | PA      | $9421773.07    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $9529807.27    | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    8640000 | PA      | $7757027.12    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    5352000 | PA      | $5236495.56    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   10892000 | PA      | $11436689.09   | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    8600000 | PA      | $9016867.61    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5285291.17    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5223000 | PA      | $5769682.19    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    9157000 | PA      | $9593926.71    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3636000 | PA      | $3594634.79    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5982000 | PA      | $5980155.62    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10842000 | PA      | $10028189.06   | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $3559604.24    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10430000 | PA      | $9035411.61    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    6394000 | PA      | $5496518.80    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3863977.64    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   19944000 | PA      | $20457675.64   | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7846817.17    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3387000 | PA      | $3469130.69    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   12106000 | PA      | $12504411.19   | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   13924000 | PA      | $16934713.68   | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    9116376 | PA      | $8040136.05    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   50704952 | PA      | $48062433.29   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   16232328 | PA      | $16321063.68   | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   35015874 | PA      | $31924070.20   | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   28473954 | PA      | $30558566.33   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9890000 | PA      | $9282249.25    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   17275000 | PA      | $18074284.68   | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Resolution Funding Corp                                                          | RESOLUTION FUNDG               | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     110000 | PA      | $130529.74     | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | KITE REALTY GROU               | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5573625.88    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5211008.07    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    7121000 | PA      | $6196299.46    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3475146.93    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    4401000 | PA      | $5058502.67    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   10081000 | PA      | $10357234.23   | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   15480000 | PA      | $16100440.91   | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   35222000 | PA      | $34896062.44   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $3068087.59    | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3625872.41    | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   11103000 | PA      | $11991443.99   | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   23562000 | PA      | $14778843.36   | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   12283000 | PA      | $11495020.74   | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   12088000 | PA      | $10488793.90   | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    6235000 | PA      | $6403434.19    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   13240000 | PA      | $12532886.10   | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1362000 | PA      | $1371595.13    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    6193000 | PA      | $6260312.20    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    9726000 | PA      | $9964666.82    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2321000 | PA      | $2383961.38    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   12881000 | PA      | $13277086.82   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3864000 | PA      | $4026586.52    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    3825000 | PA      | $3343008.69    | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     975000 | PA      | $921850.12     | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   19019000 | PA      | $11720255.05   | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    8836000 | PA      | $8667000.32    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    9265000 | PA      | $7797517.29    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    7928000 | PA      | $6907398.82    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    6485000 | PA      | $3856355.50    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3794000 | PA      | $4436104.98    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    9339000 | PA      | $9195190.17    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   22552000 | PA      | $21289254.04   | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   23670000 | PA      | $20586740.07   | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   27423000 | PA      | $22663455.85   | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   24285000 | PA      | $24749344.13   | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   35005000 | PA      | $35496002.10   | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                      | ROLLINS INC                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $3076899.73    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    6857000 | PA      | $6917477.78    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $9263300.43    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   11512000 | PA      | $11515856.51   | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    5214000 | PA      | $5237547.17    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    8307000 | PA      | $8342846.87    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $17715270.02   | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   12919000 | PA      | $12870760.18   | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   14399000 | PA      | $14426572.85   | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   15089000 | PA      | $14379806.41   | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   11290000 | PA      | $10147599.08   | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   10626000 | PA      | $10102187.39   | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $7033028.03    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   45010000 | PA      | $45695330.45   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5635516.74    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   24894000 | PA      | $24454248.89   | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   47196000 | PA      | $48203801.44   | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4587000 | PA      | $4855586.48    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    8313000 | PA      | $8182630.88    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   41167000 | PA      | $36795726.34   | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7794000 | PA      | $7609438.97    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   18220000 | PA      | $18149372.72   | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   27470000 | PA      | $26731290.76   | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12672000 | PA      | $12287894.47   | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9364000 | PA      | $9419582.24    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   25676000 | PA      | $26699950.18   | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   15579000 | PA      | $15891464.65   | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   42211000 | PA      | $43574980.38   | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12015000 | PA      | $12370980.16   | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   13419000 | PA      | $13577291.11   | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8620000 | PA      | $8860545.78    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   11070000 | PA      | $11539586.72   | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   14015000 | PA      | $14343134.65   | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   14518000 | PA      | $14766377.90   | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   42109000 | PA      | $43383778.57   | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   43544000 | PA      | $44575786.03   | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12290000 | PA      | $12384795.26   | 0.00%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9885000 | PA      | $10014853.70   | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12885000 | PA      | $12931841.26   | 0.00%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8290000 | PA      | $8361203.93    | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6850000 | PA      | $6893719.48    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    7439000 | PA      | $8723069.21    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   16544000 | PA      | $15806291.06   | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   18600000 | PA      | $16689076.96   | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   12467000 | PA      | $9572748.51    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   15562000 | PA      | $10938200.21   | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $4572066.19    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    9185000 | PA      | $6150066.48    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3076000 | PA      | $3157495.03    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    8319000 | PA      | $8494187.65    | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   13900000 | PA      | $13781528.34   | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | RUSH OBL GROUP                 | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4604061.28    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    3275000 | PA      | $3411445.02    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    4815000 | PA      | $3284127.09    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1325000 | PA      | $1085702.35    | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    6858000 | PA      | $6753741.12    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3854000 | PA      | $3772322.02    | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $3259540.16    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   10082000 | PA      | $10439742.14   | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   10258000 | PA      | $10532804.14   | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4782401.73    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $12804247.71   | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   13755000 | PA      | $14250039.43   | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4894552.56    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $4043589.55    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2850022.50    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $14972566.69   | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2412343.83    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7091112.88    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4094891.11    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   11637000 | PA      | $10913494.47   | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    7983000 | PA      | $5731818.10    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   11123000 | PA      | $5801553.13    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    8524000 | PA      | $7426954.78    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   10870000 | PA      | $11074814.10   | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   11635000 | PA      | $11397572.43   | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   14257000 | PA      | $13622586.58   | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   21881000 | PA      | $20053799.23   | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   14398000 | PA      | $11086850.40   | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $5131202.71    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                  | SGCMS 2016-C5 A4               | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8863002.00    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2484305.14    | 0.00%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1602582.48    | 0.00%             | 2048-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4708814 | PA      | $4656725.66    | 0.00%             | 2042-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4023593.78    | 0.00%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    6014000 | PA      | $5985297.27    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7325881.60    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   28844000 | PA      | $29029256.90   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   26009000 | PA      | $25982443.89   | 0.01%             | 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        |   35285000 | PA      | $35431877.62   | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   11928308 | PA      | $12529403.51   | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   17940000 | PA      | $17380476.94   | 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        |    1871000 | PA      | $1699963.78    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2753000 | PA      | $2899436.36    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4561050.16    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $3867957.00    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    9150000 | PA      | $8118888.86    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | ST PAUL TRAVELER               | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $4450858.91    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   23408000 | PA      | $23329261.79   | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   15710000 | PA      | $14753438.98   | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   32532000 | PA      | $28894889.18   | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   22293000 | PA      | $16391332.34   | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   23932000 | PA      | $15712792.75   | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   16215000 | PA      | $10207902.46   | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8700000 | PA      | $7485689.67    | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3525000 | PA      | $2875489.14    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN          | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1795000 | PA      | $1675982.35    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4147738.00    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    3880000 | PA      | $3811591.33    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    4085000 | PA      | $4335220.55    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    6750000 | PA      | $7010633.70    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL          | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    5150000 | PA      | $4853680.33    | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    3760000 | PA      | $3848115.60    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   11635000 | PA      | $12151358.97   | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   14495000 | PA      | $13317094.40   | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $4343514.39    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    7651000 | PA      | $6200862.43    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9072000 | PA      | $6355190.45    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1165348.56    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $3270109.78    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     566000 | PA      | $518557.17     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $4754222.96    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $6623483.21    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   13075000 | PA      | $12915800.67   | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4636000 | PA      | $4794144.21    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5175000 | PA      | $5836374.32    | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-A            | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5375000 | PA      | $5453601.85    | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T             | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5940000 | PA      | $5532179.20    | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   22790000 | PA      | $23285692.63   | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   10986000 | PA      | $10805122.72   | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    9074000 | PA      | $8813142.54    | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    9105000 | PA      | $8573815.97    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    6721000 | PA      | $6177355.97    | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   14245000 | PA      | $14165131.04   | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7079000 | PA      | $7007389.42    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   17758000 | PA      | $16228223.09   | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   12160000 | PA      | $12196711.54   | 0.00%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   32089000 | PA      | $33592398.36   | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3508000 | PA      | $3498743.34    | 0.00%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3834000 | PA      | $3797397.88    | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   30693000 | PA      | $30782810.90   | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   57760000 | PA      | $57204763.10   | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   11540000 | PA      | $12040488.51   | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $11142852.38   | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   12055000 | PA      | $12559711.75   | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   10570000 | PA      | $11264523.08   | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                    | SDART 2021-4 D                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     427018 | PA      | $424706.58     | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 B                 | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1857427 | PA      | $1866983.83    | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 C                 | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1430000 | PA      | $1456482.74    | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2362149 | PA      | $2357431.33    | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 A3                | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2812706 | PA      | $2824092.53    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 B                 | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2850734.88    | 0.00%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 C                 | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5150000 | PA      | $5355461.83    | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 A3                | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10303851 | PA      | $10347308.31   | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 B                 | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9137777.40    | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2111432 | PA      | $2120187.67    | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | 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        |     800000 | PA      | $813065.36     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 B                 | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      82156 | PA      | $82173.55      | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | 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        |    1625000 | PA      | $1636681.64    | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                    | SDART 2022-5 C                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     967621 | PA      | $968479.06     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 B                 | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     634427 | PA      | $635906.93     | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 C                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $1039892.94    | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 A3                | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6233276 | PA      | $6265046.76    | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 A3                | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     686126 | PA      | $687185.41     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1055913.81    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 A3                | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2510945.00    | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 A3                | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11300000 | PA      | $11367989.84   | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                    | SDART 2022-6 C                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     726276 | PA      | $727776.95     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 A3                | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2508648.25    | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 A3                | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1365912 | PA      | $1369550.90    | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 B                 | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800000 | PA      | $1821309.84    | 0.00%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 C                 | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4620000 | PA      | $4745820.62    | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   10346000 | PA      | $10238718.31   | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   11075000 | PA      | $11415320.98   | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   13291000 | PA      | $15082732.98   | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD               | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   19760000 | PA      | $18435799.37   | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15712000 | PA      | $15547418.47   | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    9246000 | PA      | $9083792.78    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   12960000 | PA      | $12955542.84   | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   11405000 | PA      | $11076584.07   | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   17620000 | PA      | $15329273.29   | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4661678.67    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   16187000 | PA      | $14573655.90   | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20640000 | PA      | $17916208.90   | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   25653000 | PA      | $25408130.97   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   12092000 | PA      | $11480790.26   | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20688000 | PA      | $20243087.19   | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   33024000 | PA      | $30089643.86   | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15610000 | PA      | $16211196.34   | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   14172000 | PA      | $15433085.61   | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $848705.97     | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    8468000 | PA      | $5326985.48    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3564558.47    | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1556093.52    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   17850000 | PA      | $18584946.22   | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   10528000 | PA      | $10346610.58   | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   15055000 | PA      | $14768046.47   | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   10566000 | PA      | $9042690.92    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5746000 | PA      | $4436683.35    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6179000 | PA      | $6034757.11    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4252249.11    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   22531000 | PA      | $23352468.99   | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6732728.57    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10683750.00   | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5587251.29    | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $4483970.71    | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sentara Health                                                                   | SENTARA HEALTHCA               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     330000 | PA      | $212339.35     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   20554000 | PA      | $17997310.98   | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | SHARP HEALTHCARE               | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $2443255.88    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   38567000 | PA      | $43634521.05   | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   14025000 | PA      | $14521241.42   | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   13768000 | PA      | $13600105.49   | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   14499000 | PA      | $14489969.56   | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   14400000 | PA      | $9956088.41    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    7426000 | PA      | $5507161.06    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   13172000 | PA      | $8786455.19    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31772000 | PA      | $27771616.82   | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22361000 | PA      | $21119252.78   | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5401000 | PA      | $5185942.45    | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18034000 | PA      | $16333442.73   | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31346000 | PA      | $25802745.49   | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28903000 | PA      | $27119840.67   | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23317000 | PA      | $16525047.77   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11443000 | PA      | $9098099.81    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $2278389.49    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4569000 | PA      | $3991857.13    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   29983000 | PA      | $29707385.28   | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   25501500 | PA      | $22046658.21   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   22792000 | PA      | $21777123.44   | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7588000 | PA      | $5816673.51    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $4496765.05    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5814000 | PA      | $4058168.66    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6195000 | PA      | $5402024.17    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6288198.24    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4365953.14    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $5005725.26    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQ INV IE               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    1116000 | PA      | $1107242.70    | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    7060000 | PA      | $7193780.88    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6661571.82    | 0.00%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   12513000 | PA      | $14416683.03   | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2371699.10    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $858304.59     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6586229.03    | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9840000 | PA      | $8332593.43    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   15773000 | PA      | $15618008.39   | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14722199.08   | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   23048000 | PA      | $21642035.10   | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   13962000 | PA      | $9788947.81    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   13377000 | PA      | $10264714.22   | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9668000 | PA      | $9000927.25    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   16274000 | PA      | $15462087.71   | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5239276.85    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4899000 | PA      | $4737561.51    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $8100678.60    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7296000 | PA      | $6536232.01    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    8290000 | PA      | $8607677.58    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $8224361.63    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6765000 | PA      | $7761686.82    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $18278166.33   | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5662194.99    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4792000 | PA      | $4844787.48    | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    2450000 | PA      | $2590442.16    | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    8170000 | PA      | $8493070.28    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   16670000 | PA      | $16929176.10   | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   15042000 | PA      | $15563451.75   | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $7005737.47    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   10950000 | PA      | $11077429.82   | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   17945000 | PA      | $18042225.79   | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $9623862.53    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    5920000 | PA      | $6248107.35    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4873901.16    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521503.38    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     720000 | PA      | $724057.47     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   12564000 | PA      | $11382720.40   | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   12956000 | PA      | $11589966.55   | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    4223000 | PA      | $4280550.87    | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   10945000 | PA      | $11296261.25   | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6654000 | PA      | $6278746.43    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   14290000 | PA      | $14111885.66   | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $9950085.56    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $1954054.68    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5903129.96    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   19027000 | PA      | $20655686.00   | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   12785000 | PA      | $13942682.30   | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   10208000 | PA      | $10522043.25   | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   15735000 | PA      | $16296252.48   | 0.00%             | 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        |   29934000 | PA      | $30619852.06   | 0.01%             | 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        |    9255000 | PA      | $9550495.38    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    3497000 | PA      | $3456550.33    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    5219000 | PA      | $4346561.11    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    8266000 | PA      | $5708159.11    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $187132.35     | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    3212000 | PA      | $3264025.70    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    5078000 | PA      | $5240744.81    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   22890000 | PA      | $23887539.39   | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   20314000 | PA      | $21163168.43   | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    4267000 | PA      | $4386427.73    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8781000 | PA      | $8295766.06    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $3383711.68    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6089999.01    | 0.00%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   40805000 | PA      | $41034843.84   | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7786721.46    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    6380000 | PA      | $7117941.13    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $7186373.50    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    6532000 | PA      | $6632823.82    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4457531.23    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    5672000 | PA      | $5165966.15    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    8650000 | PA      | $9295141.22    | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4256430.45    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11478000 | PA      | $12012774.88   | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15493000 | PA      | $15957394.49   | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9678000 | PA      | $9685478.74    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10595000 | PA      | $10699648.11   | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7658000 | PA      | $7637029.39    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   18816000 | PA      | $19193662.46   | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6677042.98    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9434000 | PA      | $9254615.44    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8220000 | PA      | $7268628.85    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11021000 | PA      | $9410847.43    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1460600.15    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1084017.20    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12881000 | PA      | $12650723.90   | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $14167604.50   | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10772000 | PA      | $10643269.88   | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11295000 | PA      | $9601615.73    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6887000 | PA      | $6452265.81    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10149000 | PA      | $7102459.35    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10211000 | PA      | $9154952.03    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $3490877.06    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8772000 | PA      | $7767419.57    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7670000 | PA      | $5298044.17    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8938000 | PA      | $7861831.90    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $2143106.76    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $6997483.76    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6560000 | PA      | $6733467.43    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21358000 | PA      | $22534812.38   | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   16927000 | PA      | $15916670.30   | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21103000 | PA      | $20395444.27   | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8801000 | PA      | $9072855.00    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6811000 | PA      | $6778019.39    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5929000 | PA      | $5963262.83    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11915000 | PA      | $12120639.85   | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $14436161.63   | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6658439.23    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6145000 | PA      | $6154023.37    | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1912270.42    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $4640492.75    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3378595.44    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   11305000 | PA      | $9364437.94    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    7652000 | PA      | $5932023.31    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   13917000 | PA      | $12993731.91   | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    5897000 | PA      | $5808030.66    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    9410000 | PA      | $10288111.64   | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   12448000 | PA      | $12573098.50   | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2269821.40    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4865761.22    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4844000 | PA      | $5025441.26    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $4729650.33    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   11210000 | PA      | $10425965.64   | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   13784000 | PA      | $11738301.56   | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   17005000 | PA      | $17301272.34   | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   13362000 | PA      | $13032711.27   | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6101000 | PA      | $5761485.60    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16389558.70   | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7864000 | PA      | $8337461.97    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $12508788.26   | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   29873000 | PA      | $30713013.89   | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   33765000 | PA      | $35124568.72   | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $6859875.93    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   25715000 | PA      | $25471571.31   | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   24513000 | PA      | $26147269.49   | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   13538000 | PA      | $15992496.94   | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   18328000 | PA      | $20786039.21   | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   26088000 | PA      | $25230052.89   | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   11571000 | PA      | $11967401.89   | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $4697605.58    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   12144000 | PA      | $10191624.83   | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7723000 | PA      | $6753182.49    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $836887.54     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   29492000 | PA      | $30269521.75   | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7335000 | PA      | $7771383.48    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6730000 | PA      | $6753183.95    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1780085.99    | 0.00%             | 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        |    3129000 | PA      | $3137885.17    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $11372867.51   | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3854189.12    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    5205000 | PA      | $4681325.31    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2562071.16    | 0.00%             | 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        |    2609000 | PA      | $2573250.21    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    8196000 | PA      | $8079100.08    | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $4213748.66    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    4139000 | PA      | $3817593.87    | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   33452000 | PA      | $33865074.07   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $951986.16     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6613227.53    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $3681220.61    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6141410.93    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    7064000 | PA      | $6784711.42    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2614604.82    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    9707000 | PA      | $10269894.11   | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   10285000 | PA      | $8002198.37    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6113000 | PA      | $6028373.17    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    8607000 | PA      | $6474942.59    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   18178000 | PA      | $18139395.25   | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   16610000 | PA      | $11095185.94   | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $7029853.94    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2231933.14    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   30135000 | PA      | $29624605.23   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    6568000 | PA      | $5915500.36    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   16190000 | PA      | $11539091.63   | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    7716000 | PA      | $5822675.28    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    4747000 | PA      | $3957717.18    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    6712000 | PA      | $5028258.10    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $4963609.48    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3770485.00    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $9015959.68    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   14247000 | PA      | $12221396.32   | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   14544000 | PA      | $14444442.10   | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | COREWELL HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7604000 | PA      | $5621631.37    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4287164.89    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4423481.14    | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   31373000 | PA      | $33742044.48   | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   30294000 | PA      | $36885717.26   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   16513000 | PA      | $12996243.65   | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2005006.52    | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $11322604.47   | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    5418000 | PA      | $5194399.54    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    9946000 | PA      | $6057853.89    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4623449.41    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $8927890.80    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1675622.03    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    6680000 | PA      | $5828642.22    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   25845000 | PA      | $23538209.54   | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $1746502.50    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8179000 | PA      | $6851370.92    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $4404193.55    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5101000 | PA      | $4346564.54    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $12196698.76   | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2405023.31    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5321546.96    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   16676000 | PA      | $15320869.96   | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     975000 | PA      | $675946.51     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   31229000 | PA      | $28671127.94   | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $5431152.68    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5185000 | PA      | $4765799.60    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   18855000 | PA      | $19109170.47   | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $6064429.58    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3759000 | PA      | $3838477.62    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    6680000 | PA      | $6816539.96    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   15159000 | PA      | $15718574.58   | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $6971142.94    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    4071000 | PA      | $4150500.52    | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                     | STATE ST BK & TR               | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   17874000 | PA      | $18339354.10   | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7867274.81    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   41112000 | PA      | $38603662.52   | 0.01%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   23897000 | PA      | $22406637.47   | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   12027000 | PA      | $10739033.32   | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   34389000 | PA      | $34810783.17   | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10764000 | PA      | $11152529.87   | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $16058233.20   | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $9707339.99    | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   13415000 | PA      | $13628094.90   | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10095000 | PA      | $10223716.17   | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   11499000 | PA      | $11751842.64   | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   16064000 | PA      | $16406476.05   | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4578043.11    | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5397818.60    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   20409000 | PA      | $21072941.22   | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   19850000 | PA      | $21210413.64   | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   44690000 | PA      | $45973919.48   | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   35549000 | PA      | $36836681.48   | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7001000 | PA      | $7032707.10    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12554000 | PA      | $11328569.70   | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   17730000 | PA      | $15110475.72   | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   11475000 | PA      | $10902517.81   | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1882207.34    | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   13318000 | PA      | $12825252.88   | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    7649000 | PA      | $7223429.40    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $4077217.43    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $3910131.69    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5663727.01    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    6169000 | PA      | $6303675.06    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4212478.73    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    8423000 | PA      | $7672092.67    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   10648000 | PA      | $7832773.78    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SRV               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    6507000 | PA      | $5825781.68    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | STIFEL FINANCIAL               | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $4007099.35    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $6091491.57    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $5752321.96    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    3438000 | PA      | $3125664.08    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3065329.37    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5688000 | PA      | $4839590.66    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $7204214.44    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   11365000 | PA      | $10282288.30   | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    9157000 | PA      | $9075251.90    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8645000 | PA      | $7814948.31    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $2260022.36    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   10465000 | PA      | $10496766.06   | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8024000 | PA      | $7985936.36    | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $9995411.85    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9942732.15    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7483859.20    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   13422000 | PA      | $13836622.72   | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20622000 | PA      | $20408290.78   | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12902000 | PA      | $12809445.62   | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6328000 | PA      | $6264618.81    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     430000 | PA      | $424523.21     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14740000 | PA      | $14573108.97   | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   31154000 | PA      | $31053291.04   | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13368000 | PA      | $13458362.76   | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   28330000 | PA      | $27095507.19   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   16165000 | PA      | $15254497.78   | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   43408000 | PA      | $40707142.59   | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2680000 | PA      | $2403476.31    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3936000 | PA      | $3561949.70    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5417000 | PA      | $4723206.97    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6578000 | PA      | $4619369.70    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   46842000 | PA      | $43995696.25   | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   19230000 | PA      | $18753029.87   | 0.01%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7227000 | PA      | $6384379.08    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3754000 | PA      | $2777855.80    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5560000 | PA      | $5429572.27    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24814000 | PA      | $25592819.28   | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   22635000 | PA      | $24193625.00   | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   19255000 | PA      | $20301159.44   | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   15052000 | PA      | $16463590.80   | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   27070000 | PA      | $28944060.24   | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10815000 | PA      | $11609084.46   | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4660000 | PA      | $4828549.70    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   18870000 | PA      | $19910867.80   | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12925000 | PA      | $13517625.53   | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9060000 | PA      | $9388658.40    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7921000 | PA      | $8284041.44    | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5982000 | PA      | $6083256.97    | 0.00%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7810000 | PA      | $7965007.62    | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2881226.63    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   16180000 | PA      | $15698659.11   | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   10509000 | PA      | $8005699.05    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   25829000 | PA      | $18512273.95   | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    7834000 | PA      | $8794952.66    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    5102000 | PA      | $5373049.19    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1805000 | PA      | $1942169.69    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $11812739.53   | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1366810.39    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9591000 | PA      | $8783886.76    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12755000 | PA      | $11697552.67   | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12235000 | PA      | $12191542.59   | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13839000 | PA      | $12686152.50   | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $5030160.03    | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $5957255.47    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    9240000 | PA      | $8446153.46    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6225892.94    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $9100220.89    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    6716000 | PA      | $6899157.08    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2264319.23    | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN               | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    9345000 | PA      | $9356947.17    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   30152000 | PA      | $31232853.90   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   13472000 | PA      | $13561973.61   | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   16345000 | PA      | $15465143.02   | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    9948000 | PA      | $8908169.14    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    6101000 | PA      | $5767638.13    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   13138000 | PA      | $12785533.38   | 0.00%             | 2026-11-16      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   13037000 | PA      | $12742720.66   | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   16705000 | PA      | $16867700.95   | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   16100000 | PA      | $16828383.09   | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $3993433.40    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10637000 | PA      | $10754713.51   | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4987000 | PA      | $5079458.83    | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   36332000 | PA      | $37118154.51   | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   23899000 | PA      | $24291879.23   | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    9153000 | PA      | $9236942.92    | 0.00%             | 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        |    8945000 | PA      | $9289344.24    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10098000 | PA      | $9585274.89    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    6361000 | PA      | $6488826.58    | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   11222000 | PA      | $11091926.14   | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   11130000 | PA      | $11269279.63   | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3404000 | PA      | $3526422.57    | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1296705.33    | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | SYNCHRONY BANK                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1313030.31    | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6150000 | PA      | $6220817.87    | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A2 A                | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12850000 | PA      | $13087475.71   | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A1 A                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16743645.60   | 0.00%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18296056.80   | 0.00%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4578568.20    | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5059930.00    | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8015000 | PA      | $7293264.32    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4789000 | PA      | $4135353.09    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   23709000 | PA      | $23394446.79   | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8611000 | PA      | $7330742.60    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $5090555.61    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $4642153.89    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11971000 | PA      | $12692034.08   | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9589000 | PA      | $10704694.88   | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   18076000 | PA      | $20086105.94   | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8096000 | PA      | $7206336.34    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9922000 | PA      | $6628264.93    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7034266.54    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2419000 | PA      | $2621603.37    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3564000 | PA      | $3674924.92    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                      | SYSTEM ENG RES                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6407805.38    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1545197.71    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI COMMUN INC                 | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7787000 | PA      | $8302724.67    | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    6828000 | PA      | $6787969.08    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   22995000 | PA      | $22654273.02   | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   10336000 | PA      | $10240556.06   | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    5256000 | PA      | $4645845.45    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $6434541.36    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $2995510.02    | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17144000 | PA      | $17173833.59   | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   32044000 | PA      | $28925731.59   | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   46696000 | PA      | $39298675.99   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   68237000 | PA      | $67835446.51   | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  153142000 | PA      | $150119315.50  | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   32340000 | PA      | $24273067.25   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   59987000 | PA      | $40755506.25   | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12730000 | PA      | $12084547.28   | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $15675691.05   | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13241000 | PA      | $12857736.12   | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   35407000 | PA      | $33687798.33   | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11531000 | PA      | $10140183.76   | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   28381000 | PA      | $19253095.27   | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   33640000 | PA      | $32064176.02   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   43289000 | PA      | $39306905.94   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13904000 | PA      | $12465421.93   | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5437000 | PA      | $5116551.87    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   28340000 | PA      | $19384820.01   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   21721000 | PA      | $22405148.59   | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16477000 | PA      | $16301744.05   | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     693000 | PA      | $695549.07     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   37279000 | PA      | $38083929.02   | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15168000 | PA      | $15456856.98   | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16598000 | PA      | $16898148.71   | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16780000 | PA      | $16799140.25   | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1553534.47    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12319000 | PA      | $12602583.11   | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1243812.09    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8588000 | PA      | $7985912.01    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8697000 | PA      | $8947606.84    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $7646272.95    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   12868000 | PA      | $13591930.21   | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6718520.23    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5430000 | PA      | $5641349.70    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4626327.10    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9005000 | PA      | $9344215.84    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   18123000 | PA      | $17677917.76   | 0.00%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   23852000 | PA      | $21648799.86   | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   14816000 | PA      | $12057854.08   | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   24515000 | PA      | $18752054.72   | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   12642000 | PA      | $12600611.51   | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    7060000 | PA      | $7068979.85    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4207009.43    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    3673000 | PA      | $3477099.57    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    7178000 | PA      | $7122462.04    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6120103.21    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    9385000 | PA      | $9555466.73    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   30216000 | PA      | $30879418.70   | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   29737000 | PA      | $27008617.57   | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   19128000 | PA      | $14594299.39   | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   40649000 | PA      | $27456522.67   | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   12819000 | PA      | $8373740.11    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    9900000 | PA      | $10191963.02   | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    9000000 | PA      | $9196657.46    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $17682528.37   | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     708000 | PA      | $609147.50     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   14351000 | PA      | $12049245.07   | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2637576.84    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    6482000 | PA      | $4770486.76    | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $4722579.61    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4312056.68    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $4022435.46    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3332102.01    | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $6088328.88    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3291016.20    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5851596.91    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2126151.35    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   11917000 | PA      | $12195636.11   | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    8487000 | PA      | $8673754.21    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9763000 | PA      | $9774734.73    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | 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        |    6760000 | PA      | $6886359.17    | 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: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10672000 | PA      | $10858725.08   | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | 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        |   11383000 | PA      | $11420074.64   | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17630000 | PA      | $16749479.65   | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5322000 | PA      | $6058575.00    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   10911000 | PA      | $12869733.90   | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   14373000 | PA      | $12283779.69   | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   12031000 | PA      | $9282680.91    | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1468709.57    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   15174000 | PA      | $14855529.82   | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     759000 | PA      | $706811.48     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   11503000 | PA      | $10729655.55   | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    7506000 | PA      | $7328208.81    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $2489258.68    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   14566000 | PA      | $14651153.43   | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4683843.52    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   15276000 | PA      | $15068669.23   | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2283796.63    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6722000 | PA      | $6789854.94    | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   32147000 | PA      | $33088121.05   | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   12880000 | PA      | $12241841.73   | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   11764000 | PA      | $12519232.70   | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   12460000 | PA      | $13116110.08   | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   16545000 | PA      | $17427470.83   | 0.00%             | 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        |    3200000 | PA      | $3484309.25    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $36686616.48   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10949000 | PA      | $11168958.96   | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   11839000 | PA      | $11908309.94   | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8609083.69    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15355601.72   | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6568302.00    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    4372000 | PA      | $4175635.87    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   19303000 | PA      | $17712673.68   | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   13584000 | PA      | $15705116.30   | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   20911000 | PA      | $20873662.73   | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   11844000 | PA      | $10651105.74   | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   14044000 | PA      | $12803385.45   | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    7959000 | PA      | $6832431.80    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   16054000 | PA      | $14924327.25   | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   11931000 | PA      | $11702728.87   | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    3765000 | PA      | $3261710.13    | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    6513500 | PA      | $5194796.35    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   11624000 | PA      | $10706334.47   | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                  | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    7319000 | PA      | $6557441.26    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1480846.79    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2578217.01    | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5245000 | PA      | $5635040.87    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3275000 | PA      | $3731364.70    | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   11765000 | PA      | $13145363.92   | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   28955000 | PA      | $32865546.48   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    7950000 | PA      | $8180462.55    | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   15509000 | PA      | $15765208.68   | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   31885000 | PA      | $32404470.42   | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    6951000 | PA      | $6683581.13    | 0.00%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3060000 | PA      | $3295656.72    | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   39840000 | PA      | $41780407.20   | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   12323000 | PA      | $11046497.40   | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    4150000 | PA      | $3438304.05    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   33025000 | PA      | $27304442.53   | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   35520000 | PA      | $35105517.12   | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   14225000 | PA      | $12336801.95   | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   12065000 | PA      | $10339608.48   | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   42205000 | PA      | $42337819.14   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   11243000 | PA      | $11248239.24   | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   13000000 | PA      | $12985310.00   | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8434000 | PA      | $8726465.82    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8609000 | PA      | $8610962.85    | 0.00%             | 2030-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV FUND-B             | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1050000 | PA      | $863090.66     | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5715000 | PA      | $4211088.03    | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | TEXAS EAST TRANS               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    7795000 | PA      | $8729177.64    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3285949.84    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    5154000 | PA      | $2959024.81    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   14330000 | PA      | $14077388.30   | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   23516000 | PA      | $19674745.19   | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10455500 | PA      | $9339529.60    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   17571000 | PA      | $16463502.41   | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $6350362.33    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    8032000 | PA      | $7833146.99    | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4634530.12    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $3888275.17    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3139000 | PA      | $2546092.11    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2483099.85    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   16180000 | PA      | $16673217.24   | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7303000 | PA      | $6870669.50    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   12117000 | PA      | $12427521.92   | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $8220571.62    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    9745000 | PA      | $9905701.10    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20879576 | PA      | $21512164.98   | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   21910000 | PA      | $22319408.07   | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  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        |   14835000 | PA      | $11908409.06   | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   17465000 | PA      | $18148054.40   | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2850000 | PA      | $2735498.40    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7485000 | PA      | $7638328.73    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   24013000 | PA      | $22283867.07   | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   12876000 | PA      | $12758279.38   | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    9679000 | PA      | $9482754.10    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4629679.68    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    4641000 | PA      | $4178811.27    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $5332906.75    | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6613791.31    | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5452000 | PA      | $3874437.30    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1477439.52    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   14425000 | PA      | $14659061.69   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    6228000 | PA      | $6237439.84    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    7945000 | PA      | $6713642.59    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   12811000 | PA      | $12111158.21   | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    8166000 | PA      | $7641713.08    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   27390000 | PA      | $24202581.99   | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   27910000 | PA      | $20614409.68   | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   12204000 | PA      | $12631502.89   | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   14629000 | PA      | $15162698.49   | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6305785.41    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $11080850.59   | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    9343000 | PA      | $9610897.27    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    5961000 | PA      | $4269756.97    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $2030277.64    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   15057000 | PA      | $14811149.71   | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $9376041.25    | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8119000 | PA      | $7953891.36    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   10562000 | PA      | $7993179.90    | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2377757.73    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $6668452.54    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   14650000 | PA      | $14309333.51   | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   20561000 | PA      | $19257925.58   | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   23186000 | PA      | $16230266.10   | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $6814507.00    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1524000 | PA      | $1147587.16    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   13145000 | PA      | $13445203.63   | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    7169000 | PA      | $7346816.05    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3456000 | PA      | $4056076.42    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   26461000 | PA      | $27491134.39   | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   19276000 | PA      | $20104854.12   | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2907381.54    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   11682000 | PA      | $9376111.35    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   11095000 | PA      | $11146850.01   | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6972000 | PA      | $6678144.34    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3940000 | PA      | $4288996.04    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    9164000 | PA      | $9244732.51    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $886035.89     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14476000 | PA      | $14502167.74   | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6033000 | PA      | $5909841.37    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7560920.08    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                 | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    7062000 | PA      | $7122684.88    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   14344000 | PA      | $13986984.10   | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5170000 | PA      | $4588515.28    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13138000 | PA      | $12821148.66   | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7223000 | PA      | $6425011.44    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   31573000 | PA      | $31049948.66   | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   54974000 | PA      | $51020834.95   | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   20516000 | PA      | $20549135.63   | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   25522000 | PA      | $25508651.38   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   31055000 | PA      | $31458054.30   | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   16736000 | PA      | $17132652.38   | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8355000 | PA      | $8670728.18    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9898000 | PA      | $10032856.04   | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9762000 | PA      | $9901172.22    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10530000 | PA      | $10804427.47   | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5519000 | PA      | $5616188.34    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   11261000 | PA      | $11760679.03   | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7638000 | PA      | $7575295.39    | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8940000 | PA      | $9077452.02    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    9735000 | PA      | $9706674.61    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   16900000 | PA      | $16591697.13   | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   17765000 | PA      | $16944112.23   | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   12391000 | PA      | $9062734.90    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   37289000 | PA      | $25473117.65   | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    5465000 | PA      | $3666578.63    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    9411000 | PA      | $7133661.88    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   16135000 | PA      | $16739125.05   | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   26187000 | PA      | $25948472.70   | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   19025000 | PA      | $19026697.64   | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   47902000 | PA      | $48221294.53   | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   12435000 | PA      | $11952633.33   | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   37265000 | PA      | $35885414.34   | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10459000 | PA      | $10475735.48   | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A3                 | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1613708 | PA      | $1617106.28    | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A4                 | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1275000 | PA      | $1282265.21    | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2762873 | PA      | $2772883.81    | 0.00%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1550000 | PA      | $1564122.21    | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1270813 | PA      | $1269325.20    | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $649187.96     | 0.00%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3279330 | PA      | $3300157.78    | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $963830.67     | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2121000 | PA      | $2114366.95    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   13176000 | PA      | $12589591.31   | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    5978000 | PA      | $6160491.24    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2560000 | PA      | $2670634.66    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   12243000 | PA      | $12300684.97   | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    6405000 | PA      | $6556645.16    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    8604000 | PA      | $7563170.19    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6449280.20    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13783000 | PA      | $13654479.61   | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8813000 | PA      | $8636929.21    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13151381.76   | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16107000 | PA      | $14837400.65   | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15358000 | PA      | $14870759.41   | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9249000 | PA      | $8805652.26    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7685000 | PA      | $6731264.17    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9798000 | PA      | $9326564.81    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   22184000 | PA      | $19342139.45   | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3728000 | PA      | $3635407.76    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3642569.45    | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7637000 | PA      | $7728505.01    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6044000 | PA      | $6229678.05    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3524045.62    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   23668000 | PA      | $24036274.07   | 0.01%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   12012000 | PA      | $12430577.55   | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13103788.33   | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   14350000 | PA      | $15194999.01   | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8803000 | PA      | $8961815.90    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7756000 | PA      | $7883597.51    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   12405000 | PA      | $12596509.34   | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   22591000 | PA      | $23433896.99   | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $7311509.36    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     464000 | PA      | $470972.14     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8166607.06    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   20265000 | PA      | $20522085.81   | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   19472000 | PA      | $19631905.77   | 0.01%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16934000 | PA      | $17441453.42   | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17405000 | PA      | $18189770.52   | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   14155000 | PA      | $14286367.61   | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11163389.79   | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   22625000 | PA      | $22687006.20   | 0.01%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13604152.03   | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A3                 | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $16243572.80   | 0.00%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A3                 | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9100483.20    | 0.00%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A4                 | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5085871.00    | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A3                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6700000 | PA      | $6744662.87    | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | 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        |    1550000 | PA      | $1573167.70    | 0.00%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     166007 | PA      | $165910.90     | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1045338.95    | 0.00%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-D Owner Trust                                       | TAOT 2021-D A4                 | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     590258 | PA      | $586507.51     | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                       | TAOT 2025-C A3                 | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6600000 | PA      | $6632952.48    | 0.00%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                       | TAOT 2025-C A4                 | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6300000 | PA      | $6331551.03    | 0.00%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-C Owner Trust                                       | TAOT 2021-C A4                 | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440214 | PA      | $438643.11     | 0.00%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A3                 | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3905471 | PA      | $3950386.43    | 0.00%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A4                 | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3189271.63    | 0.00%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2140000 | PA      | $2161669.85    | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A3                 | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8200000 | PA      | $8303839.06    | 0.00%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A4                 | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7347024.00    | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    5715000 | PA      | $5948793.31    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    5391000 | PA      | $5532232.20    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    7918000 | PA      | $9979561.27    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4682000 | PA      | $4843716.78    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   15706000 | PA      | $16620616.92   | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    7711000 | PA      | $8114015.52    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   30410000 | PA      | $32556978.52   | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5503000 | PA      | $6344929.86    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   23255000 | PA      | $22668439.65   | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   16156000 | PA      | $16163010.93   | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   18254000 | PA      | $17984363.48   | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   23235000 | PA      | $23938937.15   | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3512338.31    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4574000 | PA      | $4005894.78    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9286000 | PA      | $9257761.16    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8414856.52    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22263000 | PA      | $21252475.09   | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6383000 | PA      | $4997457.20    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   13682000 | PA      | $15233546.49   | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3716000 | PA      | $3785935.38    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    9031000 | PA      | $8231665.10    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4768000 | PA      | $4129608.15    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    9555000 | PA      | $7633284.08    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5068893.48    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   11415000 | PA      | $9416680.95    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   11547000 | PA      | $7101825.98    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   10182000 | PA      | $6888131.89    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    5714000 | PA      | $5725503.85    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1984646.63    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4507661.13    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6389000 | PA      | $7170714.74    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                    | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    9543000 | PA      | $9717852.55    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    8535000 | PA      | $7213538.67    | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    5477000 | PA      | $4114849.19    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3056658.04    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    8160000 | PA      | $7287962.74    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   15750000 | PA      | $15817662.12   | 0.00%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    8618000 | PA      | $7855063.21    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   13053000 | PA      | $11756844.53   | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   13608000 | PA      | $12910856.71   | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   13210000 | PA      | $12445382.74   | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15770000 | PA      | $16982281.45   | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   18752000 | PA      | $19027057.72   | 0.01%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   17794000 | PA      | $18041691.41   | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10478000 | PA      | $11101809.91   | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $8221957.30    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5679000 | PA      | $5958167.40    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   17145000 | PA      | $17105292.79   | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   10835000 | PA      | $11666143.55   | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   20475000 | PA      | $12970024.77   | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $8287969.40    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                    | DARTMOUTH COLLEG               | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5135668.07    | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    5463000 | PA      | $3839133.92    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4300000 | PA      | $3130713.04    | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    9020000 | PA      | $6946096.65    | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5416000 | PA      | $4739661.07    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    6391000 | PA      | $5886466.69    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4915525.86    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5434000 | PA      | $5535686.24    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    4051000 | PA      | $4139535.21    | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   11220000 | PA      | $13272416.81   | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   16476000 | PA      | $16227890.50   | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    7984000 | PA      | $7144162.04    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   14877000 | PA      | $13969342.23   | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   17636000 | PA      | $17462675.42   | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $5417649.08    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   19754000 | PA      | $18266087.14   | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   18237000 | PA      | $18256595.38   | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2771655.15    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   13540000 | PA      | $14268357.51   | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   33625000 | PA      | $31542268.04   | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   11465000 | PA      | $11564300.74   | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $8835639.98    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3628839.74    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $6566548.92    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2997969.76    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7387591.61    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    4905000 | PA      | $4214606.45    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    4199000 | PA      | $3582182.84    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    8028000 | PA      | $6562928.25    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3273388.85    | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3605404.05    | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   10810000 | PA      | $9589709.04    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   21800000 | PA      | $22784586.37   | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 A4               | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8050000 | PA      | $7920279.08    | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS               | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2094555.59    | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 A4               | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10100000 | PA      | $9975761.92    | 0.00%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS               | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4686710.88    | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4              | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10475000 | PA      | $10415949.28   | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 A4               | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $9463670.17    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS               | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4050000 | PA      | $3928687.11    | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A3               | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5876127 | PA      | $5784777.62    | 0.00%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4               | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8050000 | PA      | $7872940.25    | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3562000 | PA      | $3432349.61    | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5325000 | PA      | $5162887.83    | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3               | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6321447 | PA      | $6278805.36    | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A4               | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15850000 | PA      | $15676486.88   | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS               | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $4146667.66    | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | 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        |    8225000 | PA      | $8123054.42    | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS               | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4375000 | PA      | $4259118.06    | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5              | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2637334.33    | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4              | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5062441.65    | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS              | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1494065.00    | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4              | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12950000 | PA      | $12948045.85   | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4              | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8975000 | PA      | $8919822.60    | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4              | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6475000 | PA      | $6097572.25    | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4              | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3544776.42    | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 AS              | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2123148.63    | 0.00%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4               | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15800000 | PA      | $15543458.56   | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    8726000 | PA      | $8887268.10    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   17140000 | PA      | $17197116.67   | 0.00%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5              | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5975000 | PA      | $5917905.89    | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 AS              | CUSIP: 90353DBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3858764.00    | 0.00%             | 2051-08-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4              | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5825000 | PA      | $5766943.39    | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 AS              | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $1047551.06    | 0.00%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   41118000 | PA      | $41242908.11   | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   30636000 | PA      | $30675849.75   | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6272107.27    | 0.00%             | 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        |   20114000 | PA      | $19931554.57   | 0.01%             | 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        |   14047000 | PA      | $13911266.29   | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    9824000 | PA      | $10773742.73   | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   16925000 | PA      | $16687653.03   | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4224000 | PA      | $4186407.46    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   21120000 | PA      | $19671876.37   | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5374000 | PA      | $4741357.10    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    7535000 | PA      | $6607399.74    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   14515000 | PA      | $9139664.50    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    8105000 | PA      | $8326197.22    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $12412467.42   | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    7202000 | PA      | $7256584.32    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   13415000 | PA      | $13482499.39   | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3104000 | PA      | $4036687.47    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     400000 | PA      | $331574.30     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $8884488.10    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7983000 | PA      | $7865003.75    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   12776000 | PA      | $10238304.42   | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   10319000 | PA      | $10116157.54   | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5521000 | PA      | $3830369.79    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   10423000 | PA      | $9909792.26    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7991000 | PA      | $4929473.55    | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    9408000 | PA      | $8193050.87    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    9851000 | PA      | $7708060.89    | 0.00%             | 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        |    9140000 | PA      | $8959945.02    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   11066000 | PA      | $11401353.04   | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4463000 | PA      | $4211561.34    | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $7010541.85    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $10561163.24   | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4944000 | PA      | $4111562.05    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5943000 | PA      | $4910945.63    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7669000 | PA      | $5661992.87    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $2367830.65    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     852000 | PA      | $693202.74     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2351918.26    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4387000 | PA      | $3889672.80    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $5388108.33    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6546000 | PA      | $6556167.61    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6677000 | PA      | $6603276.46    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $4138706.30    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   24120000 | PA      | $17866287.24   | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4129000 | PA      | $3849404.65    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10641000 | PA      | $10394403.19   | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   28560000 | PA      | $20120055.97   | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $6323223.50    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   14320000 | PA      | $8574430.61    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4447000 | PA      | $3744045.13    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   25779500 | PA      | $18184991.44   | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   15529000 | PA      | $12166896.06   | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     379000 | PA      | $345300.25     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8426000 | PA      | $5814221.06    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   19188000 | PA      | $12496126.65   | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5237000 | PA      | $4795430.03    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   15560000 | PA      | $11240861.62   | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $4617697.83    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     680000 | PA      | $631083.59     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8497000 | PA      | $8739202.96    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3762000 | PA      | $3823048.60    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5751372 | PA      | $5611437.95    | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | 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        |   13207750 | PA      | $13576021.91   | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18494824 | PA      | $17867410.96   | 0.00%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4976509 | PA      | $4740029.74    | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4692715 | PA      | $4302728.41    | 0.00%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines 2015-1 Class AA Pass Through Trust                               | UNTD AIR 15-1 AA               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2612308 | PA      | $2558986.93    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20463786 | PA      | $21163062.25   | 0.01%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Class A Pass Through Trust                                | UNTD AIR 14-2 A                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2149977 | PA      | $2131377.45    | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14836203 | PA      | $15260823.79   | 0.00%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                | UNTD AIR 24-1 A                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8414519 | PA      | $8583647.94    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    9817000 | PA      | $11787741.86   | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   18387000 | PA      | $20951576.08   | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   21913000 | PA      | $23971028.39   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   45943000 | PA      | $46327075.63   | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   25351000 | PA      | $21726559.55   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   57161000 | PA      | $47695282.49   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5642000 | PA      | $5278661.67    | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   39174000 | PA      | $31473321.46   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   24715000 | PA      | $19117077.19   | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   22616000 | PA      | $22559178.04   | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   32480000 | PA      | $25735600.01   | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   38444000 | PA      | $38047567.82   | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   30586000 | PA      | $30697729.43   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   30405000 | PA      | $23514803.11   | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   16780000 | PA      | $15857790.84   | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   20872000 | PA      | $20435744.20   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   24715000 | PA      | $20335596.05   | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   38886000 | PA      | $34678825.49   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   54261000 | PA      | $34333933.54   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   36000000 | PA      | $29281825.90   | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   46408000 | PA      | $40328571.15   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   36375000 | PA      | $27229022.29   | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   18369000 | PA      | $17795943.57   | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   15655000 | PA      | $16031486.05   | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   33680000 | PA      | $35587405.09   | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   44149000 | PA      | $43019859.78   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     275000 | PA      | $280081.92     | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   52034000 | PA      | $53380339.14   | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   21645000 | PA      | $21181165.72   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3411000 | PA      | $3592926.73    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   61863000 | PA      | $66839002.73   | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   38429000 | PA      | $42352477.34   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   56966000 | PA      | $58949914.80   | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   26175000 | PA      | $27567108.62   | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   26200000 | PA      | $26027870.25   | 0.01%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   19940000 | PA      | $19934784.09   | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   29641000 | PA      | $29518881.60   | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2136543.80    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12026000 | PA      | $13261493.95   | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    8058000 | PA      | $7780962.96    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12990000 | PA      | $10416584.91   | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   10111000 | PA      | $9942500.04    | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $1902161.33    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12902000 | PA      | $12692452.08   | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14415000 | PA      | $11237749.54   | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $11849529.56   | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12591000 | PA      | $12364416.38   | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5369000 | PA      | $3844431.08    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    7869000 | PA      | $7415552.69    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6514000 | PA      | $6529007.14    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3883669.14    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15317324.16   | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12910000 | PA      | $11933925.07   | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10490403.55   | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12476000 | PA      | $12288545.28   | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3913773.83    | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4293093.85    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12198000 | PA      | $12746241.42   | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6329205.37    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18299000 | PA      | $18073090.50   | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    9087000 | PA      | $9072149.47    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   19377000 | PA      | $18546847.85   | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18529000 | PA      | $16256252.85   | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   16590000 | PA      | $14311514.05   | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   11554000 | PA      | $10331643.07   | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   35255000 | PA      | $35510855.91   | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17630000 | PA      | $17711487.43   | 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        |   11260000 | PA      | $12004509.14   | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   31576000 | PA      | $31917799.60   | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   38040000 | PA      | $38197944.39   | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   20467000 | PA      | $21303647.73   | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   49825000 | PA      | $53069781.75   | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   12533000 | PA      | $12868589.95   | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $13209389.55   | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   30065000 | PA      | $31662014.80   | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   29818000 | PA      | $30659676.53   | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $5889955.49    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5097000 | PA      | $5272165.76    | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   11625000 | PA      | $11946607.88   | 0.00%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18910000 | PA      | $19800099.56   | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48240000 | PA      | $50625618.51   | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121485000 | PA      | $126875896.88  | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34553000 | PA      | $36291447.81   | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59481000 | PA      | $64536885.00   | 0.02%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76543000 | PA      | $84526195.32   | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  295201800 | PA      | $317238153.86  | 0.08%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44803000 | PA      | $46229345.62   | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39225000 | PA      | $41161734.38   | 0.01%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60925000 | PA      | $65292085.11   | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144063000 | PA      | $145194119.29  | 0.04%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98411100 | PA      | $100452361.73  | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140640500 | PA      | $128559700.45  | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  149293500 | PA      | $146919966.25  | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  122972000 | PA      | $123812629.21  | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  234899000 | PA      | $232907864.53  | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205527000 | PA      | $209067523.20  | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  311181000 | PA      | $307789612.54  | 0.08%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211862000 | PA      | $197370969.70  | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160292000 | PA      | $155733696.25  | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141215000 | PA      | $144811569.53  | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100545000 | PA      | $91307428.13   | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96254000 | PA      | $80135214.68   | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178642000 | PA      | $148140273.69  | 0.04%             | 2042-02-15      | 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        |  138799000 | PA      | $112551892.57  | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  193969200 | PA      | $150871668.38  | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  258399500 | PA      | $199936613.13  | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  369076000 | PA      | $301027612.50  | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  415385000 | PA      | $325168570.31  | 0.09%             | 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        |  306819600 | PA      | $267592235.50  | 0.07%             | 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        |  352191000 | PA      | $311744064.84  | 0.08%             | 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        |  336062000 | PA      | $291546911.58  | 0.08%             | 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        |  308936000 | PA      | $257611594.21  | 0.07%             | 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        |  321359500 | PA      | $257188024.84  | 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        |  365447000 | PA      | $285862349.67  | 0.08%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  247601000 | PA      | $177266840.94  | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232696600 | PA      | $181030683.03  | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  258348300 | PA      | $196173149.23  | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153075000 | PA      | $118370027.34  | 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        |  369760000 | PA      | $260753017.83  | 0.07%             | 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        |  318080000 | PA      | $223463624.20  | 0.06%             | 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        |  351434200 | PA      | $234239131.92  | 0.06%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  270737000 | PA      | $202555693.11  | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  400870000 | PA      | $305788646.88  | 0.08%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245608700 | PA      | $186883276.68  | 0.05%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  416833100 | PA      | $301927195.31  | 0.08%             | 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        |  418544000 | PA      | $302414388.33  | 0.08%             | 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        |  571356000 | PA      | $431284505.63  | 0.12%             | 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        |  614093900 | PA      | $473212125.18  | 0.13%             | 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        |  586597000 | PA      | $440795564.51  | 0.12%             | 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        |  671717000 | PA      | $539367759.84  | 0.14%             | 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        |  596976000 | PA      | $446892502.50  | 0.12%             | 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        |  633175000 | PA      | $461747813.85  | 0.12%             | 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        |  454908600 | PA      | $290199702.18  | 0.08%             | 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        |  503261000 | PA      | $329105170.66  | 0.09%             | 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        |  652325000 | PA      | $389942559.25  | 0.10%             | 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        |  627300000 | PA      | $307597533.59  | 0.08%             | 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        |  795919500 | PA      | $399980637.37  | 0.11%             | 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        |  727727000 | PA      | $458325877.64  | 0.12%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  475451000 | PA      | $302505698.75  | 0.08%             | 2040-05-15      | 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        |  812447500 | PA      | $435706706.07  | 0.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  703149000 | PA      | $458337789.38  | 0.12%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  949745000 | PA      | $542245035.94  | 0.15%             | 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        |  913967000 | PA      | $642026117.95  | 0.17%             | 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        |  993693000 | PA      | $639029996.98  | 0.17%             | 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        |  669529500 | PA      | $495687209.79  | 0.13%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  992266000 | PA      | $581095776.25  | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  859330300 | PA      | $582733359.69  | 0.16%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  938453000 | PA      | $530775822.15  | 0.14%             | 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        |  790270000 | PA      | $554516408.62  | 0.15%             | 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        |  921897000 | PA      | $571612149.30  | 0.15%             | 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        |  669733000 | PA      | $495916357.34  | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  801937000 | PA      | $572131928.44  | 0.15%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  514149000 | PA      | $431905242.66  | 0.12%             | 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        |  771345000 | PA      | $564046031.25  | 0.15%             | 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        |  433618000 | PA      | $369269765.24  | 0.10%             | 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        |  776299000 | PA      | $686812343.80  | 0.18%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  487291000 | PA      | $450382512.49  | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  820116000 | PA      | $677845097.52  | 0.18%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  538630000 | PA      | $488638403.13  | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  827879000 | PA      | $683614618.52  | 0.18%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  449766000 | PA      | $407319333.75  | 0.11%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  833309600 | PA      | $753136100.07  | 0.20%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  474144000 | PA      | $457567480.06  | 0.12%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  824308000 | PA      | $825531578.07  | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481184000 | PA      | $486127414.95  | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  974653000 | PA      | $899650400.99  | 0.24%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  478820000 | PA      | $468196181.25  | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  856604000 | PA      | $841613430.00  | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  492257000 | PA      | $488584300.06  | 0.13%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  879358000 | PA      | $811929101.16  | 0.22%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  518817000 | PA      | $481547293.12  | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  851002200 | PA      | $819388795.83  | 0.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481155000 | PA      | $476738146.26  | 0.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  943842600 | PA      | $927694038.30  | 0.25%             | 2055-02-15      | 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        |  499747300 | PA      | $502870720.63  | 0.13%             | 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        |  942502300 | PA      | $945447619.69  | 0.25%             | 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        |  665505700 | PA      | $691216055.26  | 0.19%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  502085000 | PA      | $503889367.97  | 0.13%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  306367000 | PA      | $313224354.35  | 0.08%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  605073900 | PA      | $590041595.30  | 0.16%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  747368700 | PA      | $726553315.81  | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  831836000 | PA      | $815296762.86  | 0.22%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  824886400 | PA      | $809387559.94  | 0.22%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  820754000 | PA      | $804114493.03  | 0.22%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  818650000 | PA      | $806114421.88  | 0.22%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  823322000 | PA      | $796564035.00  | 0.21%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  726887700 | PA      | $695143147.59  | 0.19%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  589806000 | PA      | $578654980.31  | 0.15%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  599104600 | PA      | $587660767.54  | 0.16%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  741704000 | PA      | $726754028.75  | 0.19%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  532027800 | PA      | $493580475.86  | 0.13%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366660000 | PA      | $358624990.76  | 0.10%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  330827000 | PA      | $306842042.50  | 0.08%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  294060000 | PA      | $287133507.86  | 0.08%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  336329000 | PA      | $328367460.27  | 0.09%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1012474000 | PA      | $983839969.69  | 0.26%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  670054200 | PA      | $610953322.29  | 0.16%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  142620000 | PA      | $137633870.74  | 0.04%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17605000 | PA      | $16832718.12   | 0.00%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  458278000 | PA      | $436312877.53  | 0.12%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1127137000 | PA      | $979640551.00  | 0.26%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  632895000 | PA      | $600953580.47  | 0.16%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481770000 | PA      | $456345339.81  | 0.12%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  714219000 | PA      | $673318799.01  | 0.18%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1387129300 | PA      | $1195802985.66 | 0.32%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  595300000 | PA      | $561116754.84  | 0.15%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  778577000 | PA      | $730311306.69  | 0.20%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  634007000 | PA      | $594703517.59  | 0.16%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1397599000 | PA      | $1211652813.56 | 0.32%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  732460000 | PA      | $687310704.15  | 0.18%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  669455000 | PA      | $626594187.97  | 0.17%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  894367000 | PA      | $837386037.73  | 0.22%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1382626000 | PA      | $1208177478.24 | 0.32%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1054060000 | PA      | $993863286.92  | 0.27%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  698505000 | PA      | $659241377.36  | 0.18%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1090923000 | PA      | $1027640945.89 | 0.28%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1374322000 | PA      | $1223522374.61 | 0.33%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  867080000 | PA      | $815021331.86  | 0.22%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  692633000 | PA      | $649857502.79  | 0.17%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  794506000 | PA      | $738611263.47  | 0.20%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1503110100 | PA      | $1300072798.51 | 0.35%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  835124000 | PA      | $777643976.76  | 0.21%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  773370000 | PA      | $721348779.73  | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  745885000 | PA      | $725256617.97  | 0.19%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  789860000 | PA      | $738025437.50  | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  714382000 | PA      | $694848117.19  | 0.19%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1544463600 | PA      | $1336805634.81 | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  565290000 | PA      | $549457465.09  | 0.15%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  762390000 | PA      | $713787637.50  | 0.19%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  683301000 | PA      | $636110524.69  | 0.17%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  739005000 | PA      | $716979185.07  | 0.19%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  685591000 | PA      | $644937592.74  | 0.17%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1394802500 | PA      | $1237451342.97 | 0.33%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  649645000 | PA      | $612747190.89  | 0.16%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  690895000 | PA      | $673811543.33  | 0.18%             | 2027-02-28      | 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        |  648205000 | PA      | $621010771.37  | 0.17%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  642578000 | PA      | $631734496.25  | 0.17%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  527428000 | PA      | $513418193.75  | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  637630000 | PA      | $628787863.64  | 0.17%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1400895800 | PA      | $1317006222.98 | 0.35%             | 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        |  610270000 | PA      | $591056027.42  | 0.16%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  660010000 | PA      | $649052804.38  | 0.17%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  618308000 | PA      | $609033380.00  | 0.16%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  543980000 | PA      | $540431379.11  | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  850372000 | PA      | $837051721.97  | 0.22%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  567684500 | PA      | $546351978.06  | 0.15%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1342660200 | PA      | $1248149502.65 | 0.33%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  682799000 | PA      | $676451099.63  | 0.18%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  431029000 | PA      | $422139026.88  | 0.11%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  474877000 | PA      | $478141779.38  | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  530129000 | PA      | $535202498.87  | 0.14%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  431880000 | PA      | $436738650.00  | 0.12%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  498878000 | PA      | $503905752.35  | 0.13%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1247927100 | PA      | $1262307513.06 | 0.34%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  524640000 | PA      | $528000975.00  | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  861829000 | PA      | $866373803.52  | 0.23%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  466039400 | PA      | $468988553.25  | 0.13%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521897000 | PA      | $524751124.22  | 0.14%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  651649500 | PA      | $649893102.59  | 0.17%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  471020000 | PA      | $467045768.75  | 0.13%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1253203000 | PA      | $1216683875.06 | 0.33%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  584369000 | PA      | $589505054.20  | 0.16%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1306275700 | PA      | $1321481559.04 | 0.35%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  401535000 | PA      | $399872392.13  | 0.11%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  667555000 | PA      | $667737536.24  | 0.18%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  402665000 | PA      | $398764182.81  | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  485431000 | PA      | $484027798.59  | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1397470800 | PA      | $1342281617.65 | 0.36%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  677585000 | PA      | $677637932.94  | 0.18%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  528011000 | PA      | $528341006.88  | 0.14%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  440635000 | PA      | $440807120.84  | 0.12%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  505826000 | PA      | $510765704.50  | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  542301000 | PA      | $549461065.18  | 0.15%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  468132000 | PA      | $473398485.00  | 0.13%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1464484000 | PA      | $1452585067.50 | 0.39%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  487455000 | PA      | $495585598.29  | 0.13%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  626648000 | PA      | $639425741.24  | 0.17%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  549070000 | PA      | $553638432.61  | 0.15%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  488561000 | PA      | $507817172.57  | 0.14%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  625504000 | PA      | $643047429.37  | 0.17%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  549649000 | PA      | $554716076.72  | 0.15%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  677017000 | PA      | $701135730.63  | 0.19%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  435145000 | PA      | $457412183.37  | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1492174800 | PA      | $1542885420.51 | 0.41%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  695565000 | PA      | $702303285.94  | 0.19%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  473200000 | PA      | $486545716.38  | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  786125000 | PA      | $803137232.40  | 0.21%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  604216000 | PA      | $608889230.10  | 0.16%             | 2026-12-15      | 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        |  509805000 | PA      | $509287226.75  | 0.14%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  681738000 | PA      | $683921688.62  | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  643728000 | PA      | $646116835.98  | 0.17%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  730722000 | PA      | $738657180.57  | 0.20%             | 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        |  583424000 | PA      | $589486137.08  | 0.16%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1674196000 | PA      | $1670010510.00 | 0.45%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  611741000 | PA      | $615277627.66  | 0.16%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  545474000 | PA      | $557747165.00  | 0.15%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  852127600 | PA      | $868304705.65  | 0.23%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  795310000 | PA      | $801740828.94  | 0.21%             | 2027-03-15      | 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        |  549952000 | PA      | $558845752.25  | 0.15%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  922816000 | PA      | $936874520.39  | 0.25%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  690814000 | PA      | $699341235.31  | 0.19%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  574360000 | PA      | $597917731.50  | 0.16%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  916260000 | PA      | $945465787.50  | 0.25%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1545865000 | PA      | $1581733891.10 | 0.42%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  864412000 | PA      | $875689870.99  | 0.23%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  911700000 | PA      | $937270331.38  | 0.25%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  635304000 | PA      | $661286942.53  | 0.18%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  642392000 | PA      | $652605030.67  | 0.17%             | 2027-06-15      | 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        |  529376000 | PA      | $540976777.43  | 0.14%             | 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        |  934209000 | PA      | $952820190.25  | 0.26%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  578990000 | PA      | $586272605.70  | 0.16%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  675667000 | PA      | $683109890.92  | 0.18%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  632462000 | PA      | $642097160.12  | 0.17%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1587096000 | PA      | $1562917576.44 | 0.42%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  560027000 | PA      | $561164554.84  | 0.15%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  652319000 | PA      | $649261254.69  | 0.17%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  905832000 | PA      | $903638183.60  | 0.24%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  728503000 | PA      | $725173515.45  | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  563939000 | PA      | $557330339.84  | 0.15%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  886234000 | PA      | $880071899.79  | 0.24%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  945362000 | PA      | $943404807.60  | 0.25%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  759783000 | PA      | $763522553.15  | 0.20%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  851655000 | PA      | $865228251.56  | 0.23%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1157289000 | PA      | $1162306935.67 | 0.31%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  560715000 | PA      | $568950501.56  | 0.15%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1618803000 | PA      | $1637330702.16 | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  796135000 | PA      | $804282940.16  | 0.22%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1543594000 | PA      | $1552819382.16 | 0.42%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  575384000 | PA      | $583610190.25  | 0.16%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  891442000 | PA      | $905788644.69  | 0.24%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  477658000 | PA      | $481594947.99  | 0.13%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  613941000 | PA      | $635237078.44  | 0.17%             | 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        |  506935000 | PA      | $520083626.56  | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  739544000 | PA      | $744310590.34  | 0.20%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  662897000 | PA      | $671934148.85  | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  897161000 | PA      | $916225671.25  | 0.25%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  926094100 | PA      | $931050148.14  | 0.25%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  639402000 | PA      | $657135411.65  | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1544932100 | PA      | $1605763801.44 | 0.43%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  623184700 | PA      | $632021265.86  | 0.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1049154600 | PA      | $1055465915.39 | 0.28%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  531114000 | PA      | $538313085.62  | 0.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  882424000 | PA      | $887973617.48  | 0.24%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  670465000 | PA      | $679421990.01  | 0.18%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  854836000 | PA      | $864653252.91  | 0.23%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  491909000 | PA      | $493388568.81  | 0.13%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  530811000 | PA      | $532428312.11  | 0.14%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1113926000 | PA      | $1115535968.39 | 0.30%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  825320200 | PA      | $830607407.53  | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  628732600 | PA      | $632490258.11  | 0.17%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1059967200 | PA      | $1069945794.82 | 0.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  933029400 | PA      | $936054458.59  | 0.25%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1203429000 | PA      | $1207612793.12 | 0.32%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  620463400 | PA      | $628413087.31  | 0.17%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  672274000 | PA      | $680204728.98  | 0.18%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  619517000 | PA      | $623582580.31  | 0.17%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  585059000 | PA      | $588167125.94  | 0.16%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  722748300 | PA      | $727209008.55  | 0.19%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  451290300 | PA      | $452118841.91  | 0.12%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  607196000 | PA      | $611157006.67  | 0.16%             | 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        |  658941400 | PA      | $662905341.06  | 0.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  867018300 | PA      | $870608293.31  | 0.23%             | 2027-07-31      | 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        |  696485000 | PA      | $699858599.22  | 0.19%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  531938700 | PA      | $536281479.46  | 0.14%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  710401300 | PA      | $710429048.27  | 0.19%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  738256000 | PA      | $738256000.00  | 0.20%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  797713000 | PA      | $795500590.86  | 0.21%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  746612000 | PA      | $742791444.54  | 0.20%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117187000 | PA      | $116390494.02  | 0.03%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $994843.75     | 0.00%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $7411071.84    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14233000 | PA      | $15570046.49   | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8697000 | PA      | $9522928.09    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   39172000 | PA      | $35414428.16   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15314000 | PA      | $12909415.51   | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4638567.53    | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14714000 | PA      | $11521500.37   | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8069000 | PA      | $6578800.52    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14616000 | PA      | $14406173.49   | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $14267619.69   | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5397000 | PA      | $4775138.00    | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   53367000 | PA      | $53247271.75   | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | UNITED UTILITIES               | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |   17001000 | PA      | $18175856.29   | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $10523939.98   | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7392000 | PA      | $8274291.72    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11274000 | PA      | $12777805.86   | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15213000 | PA      | $17602718.89   | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5763000 | PA      | $5970602.38    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3639941.85    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10776000 | PA      | $9953078.73    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $4991113.67    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12822000 | PA      | $10743902.09   | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10516000 | PA      | $9137580.50    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   22708000 | PA      | $22403194.76   | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16985000 | PA      | $15458351.60   | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13878000 | PA      | $13798338.82   | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $17051656.91   | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   41554000 | PA      | $41180781.46   | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15995000 | PA      | $13299572.59   | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9586000 | PA      | $9397078.43    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11646000 | PA      | $8934966.91    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7573000 | PA      | $7543763.38    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   23326000 | PA      | $19297093.15   | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5636000 | PA      | $5605979.16    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7127000 | PA      | $6054205.41    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   22897000 | PA      | $21842910.93   | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17034000 | PA      | $14195582.83   | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18809000 | PA      | $14070585.43   | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11780500 | PA      | $8619108.91    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14057000 | PA      | $12736987.48   | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12531000 | PA      | $9335406.96    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17891000 | PA      | $11533095.51   | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15812000 | PA      | $9799808.73    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   28015000 | PA      | $25101960.69   | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16009000 | PA      | $12175553.50   | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   22907000 | PA      | $15611428.84   | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10029000 | PA      | $9991296.24    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7672000 | PA      | $7648235.71    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12998000 | PA      | $13346793.42   | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21074000 | PA      | $21927229.02   | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   38345000 | PA      | $40076888.85   | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   33512000 | PA      | $34497466.57   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29775000 | PA      | $31114493.92   | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16928000 | PA      | $16988348.96   | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17255000 | PA      | $17064223.47   | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   27814000 | PA      | $25489824.67   | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21643000 | PA      | $19815284.14   | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7264000 | PA      | $7325588.85    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6115000 | PA      | $6224327.19    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9583000 | PA      | $9825595.54    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17005000 | PA      | $17269937.24   | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   23702000 | PA      | $22726570.84   | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $14626545.80   | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16060000 | PA      | $16411074.93   | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20679000 | PA      | $21173630.18   | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   28441000 | PA      | $29165697.73   | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $13272265.07   | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $35834113.86   | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   26473000 | PA      | $26383048.83   | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2599418.61    | 0.00%             | 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        |    7283000 | PA      | $7380780.20    | 0.00%             | 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        |   13115000 | PA      | $13557904.70   | 0.00%             | 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        |   10413000 | PA      | $10840121.50   | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |   14580000 | PA      | $9484787.18    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2575000 | PA      | $2777331.14    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13925000 | PA      | $15014414.02   | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7295000 | PA      | $4826113.76    | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6730000 | PA      | $4319432.45    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3600000 | PA      | $2316779.28    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2473229.00    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3600000 | PA      | $3111365.16    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    8445000 | PA      | $6358656.96    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   11895000 | PA      | $10737905.17   | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |        500 | PA      | $488.25        | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2894000 | PA      | $2825977.07    | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $7921443.37    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $6869691.51    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6058000 | PA      | $5043326.80    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17290000 | PA      | $14669814.61   | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15685000 | PA      | $15109140.91   | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10355000 | PA      | $9369023.82    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7540000 | PA      | $5039720.92    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   11259000 | PA      | $8975822.97    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    7943000 | PA      | $6259442.63    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   10959000 | PA      | $7108236.55    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    9515000 | PA      | $7676514.92    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4590000 | PA      | $3464053.26    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2850000 | PA      | $1809499.49    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1130283.30    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4365000 | PA      | $3518185.20    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5555000 | PA      | $4185815.82    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN           | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1226140.65    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5355000 | PA      | $3885895.91    | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |   22355000 | PA      | $17495051.83   | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |   11724000 | PA      | $8843704.77    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    4392000 | PA      | $3719722.75    | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    3879000 | PA      | $2548780.83    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    6311000 | PA      | $3780610.64    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    3523000 | PA      | $3328217.79    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $10771051.63   | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $11890746.79   | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $1498450.99    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    8442000 | PA      | $5494305.01    | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $6415671.81    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    6735000 | PA      | $6359422.59    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    5800000 | PA      | $4478683.44    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2985000 | PA      | $2844926.79    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    3200000 | PA      | $2438371.84    | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    5110000 | PA      | $3197086.83    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3425000 | PA      | $2611200.48    | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV VA-A-TXBL                 | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1395000 | PA      | $821523.73     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   56425000 | PA      | $33289322.45   | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    6798000 | PA      | $6810065.00    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4298881.76    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    7386000 | PA      | $6046212.89    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    9940000 | PA      | $7587842.91    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2202000 | PA      | $2227278.83    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   32679198 | PA      | $33073659.80   | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    5377000 | PA      | $6547426.37    | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   15956000 | PA      | $17949302.57   | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   11149000 | PA      | $12519066.49   | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   20655000 | PA      | $19870442.96   | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   22434000 | PA      | $23932568.66   | 0.01%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   13380000 | PA      | $13757756.82   | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   15038000 | PA      | $15319451.13   | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    8728000 | PA      | $10098158.28   | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   13228000 | PA      | $14668098.42   | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $8777879.48    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7245995.32    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7856000 | PA      | $7141809.70    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1992776.94    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    7667000 | PA      | $7723509.89    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4750021.85    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5597265.47    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4684000 | PA      | $4668264.52    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4278332.76    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3181239.87    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    6302000 | PA      | $6276118.06    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   15818000 | PA      | $15744764.56   | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    6834000 | PA      | $6849823.40    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    7157000 | PA      | $6315545.18    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $7929123.19    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $7234285.70    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $3372814.92    | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $9045494.69    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5986447.10    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    9470000 | PA      | $9583797.05    | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    9195000 | PA      | $9489585.49    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $9614956.97    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    9602000 | PA      | $8663751.30    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    7408000 | PA      | $7609001.93    | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10677000 | PA      | $9828445.81    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10222000 | PA      | $8317010.22    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   39295000 | PA      | $35732866.90   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   39351000 | PA      | $37921679.37   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18817000 | PA      | $17634219.82   | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17028000 | PA      | $14651384.87   | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   20129000 | PA      | $16420399.73   | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15899000 | PA      | $15140910.59   | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14362000 | PA      | $14524325.32   | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6248000 | PA      | $6160096.79    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   38680000 | PA      | $38093129.74   | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   57585000 | PA      | $57186306.32   | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   21327000 | PA      | $16816919.30   | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   29372000 | PA      | $28069663.80   | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17585000 | PA      | $15377017.96   | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   34488000 | PA      | $30177502.89   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   89230000 | PA      | $64536384.88   | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   40126000 | PA      | $25604042.26   | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $14726908.31   | 0.00%             | 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        |   70190000 | PA      | $43216648.43   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   22590000 | PA      | $19864166.49   | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13707000 | PA      | $10028203.96   | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   44618000 | PA      | $31434188.90   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   53106000 | PA      | $50640537.43   | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   51840000 | PA      | $47129714.68   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   54735000 | PA      | $43239357.27   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16626000 | PA      | $12096621.43   | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   71902000 | PA      | $63057771.17   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1174908.39    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19564000 | PA      | $20037397.42   | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   23325000 | PA      | $22943269.25   | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18229000 | PA      | $18529034.98   | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   39607000 | PA      | $40238500.88   | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   11786000 | PA      | $11763308.32   | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   16613000 | PA      | $12402955.12   | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   10480000 | PA      | $10801754.47   | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    7421000 | PA      | $7561317.49    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   10101000 | PA      | $10134977.75   | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    7809000 | PA      | $7882283.10    | 0.00%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-1 A                  | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   12950000 | PA      | $12963974.35   | 0.00%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-4 A1A                | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   11635000 | PA      | $11723499.30   | 0.00%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-7 A1A                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3466052.14    | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-1 A1A                | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3356100.69    | 0.00%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5094595.50    | 0.00%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                               | VZMT 2024-4 A1A                | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4537954.35    | 0.00%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-6 A1A                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   11825000 | PA      | $11880290.15   | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 A1A                | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1519150.65    | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 A                  | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9152208.90    | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7461471.80    | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-7 A1A                | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    6800000 | PA      | $6787556.00    | 0.00%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   28946000 | PA      | $32321354.76   | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8532000 | PA      | $8442100.94    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   22028000 | PA      | $23325206.35   | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   27560000 | PA      | $21263336.11   | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   14739000 | PA      | $13469787.59   | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3848609.11    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   14849000 | PA      | $14675917.78   | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8471000 | PA      | $6722953.43    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   23913000 | PA      | $22279242.74   | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    8014000 | PA      | $7711341.42    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   16372000 | PA      | $14739679.39   | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   13926000 | PA      | $10613087.56   | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   18888000 | PA      | $12884565.03   | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    9640000 | PA      | $9718615.52    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   13454000 | PA      | $13605611.22   | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   19757000 | PA      | $19946802.37   | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   17020000 | PA      | $16238011.90   | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $13615739.38   | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   12390000 | PA      | $12553245.51   | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8014005.31    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | VIPER ENERGY PAR               | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2339651.97    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | VIPER ENERGY PAR               | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7224510.89    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2293000 | PA      | $2463914.27    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9929000 | PA      | $10661319.57   | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7581000 | PA      | $8362285.24    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $6222153.96    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9603000 | PA      | $8733596.46    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12901500 | PA      | $11294744.34   | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11262000 | PA      | $9404966.15    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   16804000 | PA      | $16586893.50   | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7462000 | PA      | $6007327.56    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   34876000 | PA      | $34609869.76   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   10346000 | PA      | $8012370.06    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   24156000 | PA      | $24051335.42   | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $7815908.14    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12258000 | PA      | $11706481.03   | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $1881841.90    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $2461268.18    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1467906.13    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   22102000 | PA      | $14162398.56   | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9870000 | PA      | $8719764.03    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4402144.40    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11004000 | PA      | $11201053.41   | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9163000 | PA      | $8940604.29    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8267000 | PA      | $8572412.85    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8963000 | PA      | $9047189.12    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $6009034.81    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2188688.90    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6665000 | PA      | $6782357.15    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6745000 | PA      | $6778678.61    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11397000 | PA      | $11337080.50   | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9738000 | PA      | $9708608.60    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    1721759 | PA      | $1731290.96    | 0.00%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $10446628.58   | 0.00%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   26202000 | PA      | $25270314.93   | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   38088000 | PA      | $33596320.56   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   11884000 | PA      | $11663575.85   | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16603000 | PA      | $13117967.18   | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   15308000 | PA      | $11728387.57   | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16237000 | PA      | $15782584.42   | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   20331000 | PA      | $18706911.93   | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   15863000 | PA      | $13663791.45   | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7558000 | PA      | $7159410.41    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   26545000 | PA      | $14759082.12   | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   31096000 | PA      | $30983664.04   | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   13697000 | PA      | $13790985.58   | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   12368000 | PA      | $12524988.26   | 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        |   12139000 | PA      | $11382615.31   | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   19809000 | PA      | $17453013.71   | 0.00%             | 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        |    5649000 | PA      | $6152163.22    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   22436000 | PA      | $21146872.35   | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   43919000 | PA      | $38952251.36   | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   19100000 | PA      | $15214230.56   | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   23163000 | PA      | $22546419.89   | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4750000 | PA      | $4613015.13    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   13180000 | PA      | $13100093.38   | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6557582.20    | 0.00%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A4                | CUSIP: 92866EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5750000 | PA      | $5824760.35    | 0.00%             | 2028-12-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A3                | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3467809 | PA      | $3476957.45    | 0.00%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A4                | CUSIP: 92867UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3080000 | PA      | $3095113.87    | 0.00%             | 2028-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A3                | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2372721 | PA      | $2388155.28    | 0.00%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A4                | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $860942.22     | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A3                | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3449951.78    | 0.00%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A4                | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2668369.60    | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3034659.00    | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  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        |    1150000 | PA      | $1170089.24    | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A3                | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3534119.05    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A4                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $758893.95     | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    7845000 | PA      | $7469879.72    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    7878000 | PA      | $7196572.48    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675000 | PA      | $1524250.00    | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS              | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     374810 | PA      | $365443.85     | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    4049000 | PA      | $3631825.37    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    4384000 | PA      | $4230199.01    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3245947.89    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    8044000 | PA      | $7013035.13    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   10021000 | PA      | $9680774.51    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3943652.23    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7997530.10    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   14110000 | PA      | $14415544.05   | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    4637000 | PA      | $4637735.64    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    7284000 | PA      | $7169511.69    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14705000 | PA      | $12283823.88   | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 AS              | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917428 | PA      | $889905.24     | 0.00%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    6136000 | PA      | $5814649.45    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2896000 | PA      | $2561758.07    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2712050.13    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3252000 | PA      | $3313242.28    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5423000 | PA      | $5499652.73    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2344000 | PA      | $2374964.98    | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   18829000 | PA      | $19199938.90   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    7498000 | PA      | $7437941.90    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3758454.63    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    8224000 | PA      | $7306197.13    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A1 A                | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11175000 | PA      | $11336941.40   | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A2 A                | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5545436.60    | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2025-A1 A                | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8590842.90    | 0.00%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   20465000 | PA      | $21671527.39   | 0.01%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   16978000 | PA      | $19173462.38   | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29720000 | PA      | $30599976.26   | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $2565097.25    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $2536453.58    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   15936000 | PA      | $16878097.71   | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $2133425.45    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   15859000 | PA      | $18007292.18   | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $4937973.48    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7299000 | PA      | $7428854.90    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   22716000 | PA      | $19904587.90   | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6674000 | PA      | $6015960.34    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   10482000 | PA      | $8305541.87    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   24993000 | PA      | $23218641.11   | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   10901000 | PA      | $9188014.17    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   30921000 | PA      | $30916352.08   | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   24048000 | PA      | $23548781.58   | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9891000 | PA      | $6865423.47    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   22553000 | PA      | $21323685.52   | 0.01%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5102782.63    | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   15858000 | PA      | $14859739.96   | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5932000 | PA      | $5232578.23    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $961309.95     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3453000 | PA      | $3468880.55    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   11956000 | PA      | $11981785.56   | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   19039000 | PA      | $17065259.64   | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   10885000 | PA      | $10929070.15   | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2369480.50    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9472000 | PA      | $9409910.08    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   16019000 | PA      | $14364202.16   | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14349410.42   | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   25560000 | PA      | $25978237.92   | 0.01%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   32433000 | PA      | $33325572.46   | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $4409912.79    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6019006.52    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   16618000 | PA      | $12186484.18   | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    6970000 | PA      | $5426565.97    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    6621000 | PA      | $6663386.74    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    9552000 | PA      | $9382699.20    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   10310000 | PA      | $9674001.16    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    6515000 | PA      | $4408559.72    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   15804000 | PA      | $13896882.09   | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   10405000 | PA      | $6810998.49    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   10192000 | PA      | $9998210.04    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    9594000 | PA      | $9791747.97    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    5765000 | PA      | $5941504.18    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   18615000 | PA      | $18309124.39   | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    9443000 | PA      | $5735614.45    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   19444000 | PA      | $16851804.85   | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $5902965.46    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10042000 | PA      | $7613128.97    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    9372000 | PA      | $9474734.09    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   15460000 | PA      | $15879181.38   | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   17928000 | PA      | $18328559.81   | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    8180000 | PA      | $8324118.04    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    7455000 | PA      | $7710580.39    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   12210000 | PA      | $12358987.26   | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    9795000 | PA      | $9989029.55    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   13705000 | PA      | $13992202.50   | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   19625000 | PA      | $19931685.60   | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    7180000 | PA      | $7073445.23    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                   | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3955116.52    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   10000000 | PA      | $9465392.35    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3897642.48    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6317000 | PA      | $6701123.54    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $7487321.99    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9370000 | PA      | $8447949.16    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   16171000 | PA      | $14494378.76   | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9055000 | PA      | $8558339.89    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13426000 | PA      | $11917594.62   | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3716283.87    | 0.00%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5319000 | PA      | $5642028.46    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6574000 | PA      | $6796107.17    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   24560000 | PA      | $24596588.05   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52821000 | PA      | $52278840.16   | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     885000 | PA      | $992702.41     | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   19274000 | PA      | $18825815.59   | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35351000 | PA      | $31241625.33   | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25746000 | PA      | $21104162.33   | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   27550000 | PA      | $27648000.79   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44806000 | PA      | $40822693.76   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   27857000 | PA      | $23539941.37   | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6449000 | PA      | $5724833.58    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10738000 | PA      | $11440204.47   | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK               | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   27755000 | PA      | $28160129.39   | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                                   | WFCM 2016-C32 A4               | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6676747.65    | 0.00%             | 2059-01-15      | Fixed         | 3.56%                 | 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        |    3925000 | PA      | $4065111.12    | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 A4                | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705755 | PA      | $1701344.72    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                   | WFCM 2016-C34 A4               | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4647046.51    | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 A3              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   13850000 | PA      | $13628563.43   | 0.00%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 AS              | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1717221.24    | 0.00%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 A4              | CUSIP: 95000HBF8<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    9053000 | PA      | $8944981.41    | 0.00%             | 2049-10-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 ASB             | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     238587 | PA      | $237965.61     | 0.00%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | WFCM 2016-LC25 A4              | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1530000 | PA      | $1512791.02    | 0.00%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | WFCM 2016-NXS6 A4              | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1143844.91    | 0.00%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                   | WFCM 2016-C36 A3               | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    2311862 | PA      | $2282501.46    | 0.00%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                   | WFCM 2016-C37 A5               | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    4675000 | PA      | $4640429.31    | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | WFCM 2017-RB1 A5               | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $8371093.80    | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   42690000 | PA      | $42296631.68   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15944000 | PA      | $15935541.60   | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52199000 | PA      | $49399619.44   | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   38526000 | PA      | $35803825.92   | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32956000 | PA      | $33133338.32   | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   83500000 | PA      | $78033556.38   | 0.02%             | 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        |   52503000 | PA      | $40749859.17   | 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        |   42747000 | PA      | $41553092.43   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8366000 | PA      | $7786082.66    | 0.00%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   59358000 | PA      | $52140633.62   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   33069000 | PA      | $33466442.09   | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   70104000 | PA      | $71213047.85   | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   64548000 | PA      | $67066806.41   | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52303000 | PA      | $54201778.53   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   57438000 | PA      | $60331045.04   | 0.02%             | 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        |   40488000 | PA      | $42891202.29   | 0.01%             | 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        |    3200000 | PA      | $3556762.72    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9359000 | PA      | $9641439.98    | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44780000 | PA      | $46696799.04   | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21495550.05   | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35308000 | PA      | $36078322.16   | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34560000 | PA      | $35754162.44   | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31173000 | PA      | $31459741.70   | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12661000 | PA      | $12901215.27   | 0.00%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35069000 | PA      | $36793082.51   | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21530000 | PA      | $22208551.12   | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A5               | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9675000 | PA      | $9462480.89    | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS               | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5375000 | PA      | $5187555.48    | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $5270753.66    | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8025000 | PA      | $7914221.30    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS               | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2085444.53    | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13300000 | PA      | $13065274.95   | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4               | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8425888.50    | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                   | WFCM 2017-C42 A3               | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4076206 | PA      | $4016553.09    | 0.00%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   10550000 | PA      | $10488685.51   | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4               | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   15825000 | PA      | $15691946.57   | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    2742000 | PA      | $2696167.20    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11445000 | PA      | $11266041.40   | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3243000 | PA      | $3158172.52    | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | 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        |   10125000 | PA      | $10084487.85   | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $6058046.03    | 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        |    4051000 | PA      | $4049480.88    | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11175000 | PA      | $10574278.94   | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | WFCM 2019-C49 A5               | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13225000 | PA      | $13076419.77   | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                   | WFCM 2019-C50 A5               | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7650000 | PA      | $7426152.59    | 0.00%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4               | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6405000 | PA      | $6086140.53    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4               | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10159785.89   | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | 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        |   10600000 | PA      | $10643202.42   | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5               | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12750000 | PA      | $11882849.55   | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2660230.75    | 0.00%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS               | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4393443.63    | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5               | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2072758.73    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2775000 | PA      | $2471837.63    | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5               | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5820000 | PA      | $5229029.63    | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 A3               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7336873.60    | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 AS               | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2624002.25    | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $9434331.83    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4144113.64    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   17304000 | PA      | $17278674.00   | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   13681000 | PA      | $13063342.68   | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   18667000 | PA      | $18342965.88   | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $15737635.26   | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $4934166.02    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    6027000 | PA      | $5788807.12    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $12319465.75   | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   13940000 | PA      | $14184882.81   | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | WEST VA HEALTH                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4821000 | PA      | $3078642.22    | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $4811627.90    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $4726945.30    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $3654017.91    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13329885.68   | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $3750679.87    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    8189000 | PA      | $7709865.93    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   12820000 | PA      | $11598144.75   | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9136000 | PA      | $8281925.83    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2345463.81    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   11125000 | PA      | $9701504.53    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3607634.70    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   18317000 | PA      | $15962260.08   | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   16465000 | PA      | $16057210.28   | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3962631.67    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9658029.56    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    9249000 | PA      | $9660009.27    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1618000 | PA      | $1682620.14    | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $4528159.07    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   12944000 | PA      | $12836069.68   | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   18060000 | PA      | $18315978.87   | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2856519.24    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4266814.29    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   13640000 | PA      | $12025534.86   | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    4860000 | PA      | $3345505.38    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    8307000 | PA      | $5161482.99    | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6870000 | PA      | $4153936.94    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   36393000 | PA      | $36293912.72   | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   25845000 | PA      | $25675947.34   | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9118000 | PA      | $9018719.17    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12522000 | PA      | $12258050.90   | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10444000 | PA      | $9642906.04    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6061000 | PA      | $5721381.29    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   22676000 | PA      | $20358028.61   | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   11859000 | PA      | $9077937.63    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   21551000 | PA      | $19376880.19   | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9534000 | PA      | $8976686.44    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   18783000 | PA      | $16757803.69   | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12680000 | PA      | $9581998.30    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   11125000 | PA      | $11455198.38   | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12557000 | PA      | $13142075.24   | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10780000 | PA      | $12063776.78   | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9680000 | PA      | $10006830.17   | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8030000 | PA      | $8082640.39    | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   25834000 | PA      | $26629275.66   | 0.01%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   17965000 | PA      | $17710293.44   | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   12868000 | PA      | $12794571.27   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   11095000 | PA      | $12705791.65   | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    4086000 | PA      | $4720500.74    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    6734000 | PA      | $7712770.66    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    4671000 | PA      | $4622751.55    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   13140000 | PA      | $12955380.18   | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    6542000 | PA      | $5973036.50    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    4537000 | PA      | $3531717.75    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |   12792500 | PA      | $10292501.13   | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $3589050.67    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     535000 | PA      | $606217.49     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8929000 | PA      | $9013985.59    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   15013000 | PA      | $14352310.65   | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   22160000 | PA      | $20123324.66   | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6542000 | PA      | $6535386.50    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8455000 | PA      | $7932143.66    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $9472480.55    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9620000 | PA      | $9917181.37    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $9553203.07    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10360000 | PA      | $10386360.45   | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11552000 | PA      | $11996403.57   | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $6271145.03    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6683764.19    | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $10073230.35   | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   16698000 | PA      | $15460659.00   | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   21030000 | PA      | $20893167.60   | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11947000 | PA      | $10607519.05   | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   19390000 | PA      | $20985484.91   | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5129793.83    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8367000 | PA      | $8134154.52    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10076000 | PA      | $9098171.43    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7471000 | PA      | $7540750.82    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7998000 | PA      | $7288709.18    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8138000 | PA      | $7729756.96    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   12028000 | PA      | $9124865.36    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4961000 | PA      | $4998236.45    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8642544.48    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7426223.13    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4201000 | PA      | $3681450.62    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8845000 | PA      | $5591100.64    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                                          | WINTRUST FINL                  | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    3927000 | PA      | $3874225.43    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1506673.25    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $8232888.67    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $3871576.33    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5953462.75    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3836700.83    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2691765.25    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3795194.82    | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5152530.69    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4783767.05    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2990469.29    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4859000 | PA      | $4651739.98    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $3920156.60    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4054336.32    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   10790000 | PA      | $11182371.88   | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3127983.88    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     110000 | PA      | $100374.71     | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $2530306.84    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $3864815.81    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3964195.31    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   17995000 | PA      | $17007121.29   | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3074284.88    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    5404000 | PA      | $5356147.04    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   12075000 | PA      | $11526786.05   | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   18783000 | PA      | $19281282.43   | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    7050000 | PA      | $7318561.47    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   26387000 | PA      | $27542364.04   | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    7650000 | PA      | $7750073.40    | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   14436000 | PA      | $14310864.05   | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    4559000 | PA      | $4490804.11    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3415586.25    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2021-D                                         | WOART 2021-D A4                | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2095212 | PA      | $2087384.55    | 0.00%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A3                | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     656952 | PA      | $655929.95     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A4                | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1575000 | PA      | $1568930.27    | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     802829 | PA      | $801799.52     | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1325000 | PA      | $1320767.16    | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A A3                | CUSIP: 98163UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2496045 | PA      | $2503554.55    | 0.00%             | 2028-07-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A C                 | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2642161.60    | 0.00%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A3                | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2265495 | PA      | $2290952.05    | 0.00%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1029139.30    | 0.00%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A3                | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1961010 | PA      | $1972423.91    | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $532314.93     | 0.00%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A3                | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     296486 | PA      | $295885.55     | 0.00%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A4                | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $520348.24     | 0.00%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A3                | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5559644.20    | 0.00%             | 2029-09-17      | Fixed         | 5.27%                 | 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        |    2500000 | PA      | $2556077.50    | 0.00%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A3                | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2816416 | PA      | $2823267.95    | 0.00%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1585000 | PA      | $1595940.78    | 0.00%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A3                | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2513427.50    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A4                | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1975000 | PA      | $1988085.17    | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A3                 | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2015033.20    | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1512987.60    | 0.00%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A3                | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2470630 | PA      | $2476348.17    | 0.00%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4150000 | PA      | $4186851.17    | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A3                | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5625000 | PA      | $5659014.38    | 0.00%             | 2029-03-15      | Fixed         | 4.86%                 | 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        |    1750000 | PA      | $1774195.50    | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A3                | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1765247.58    | 0.00%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $812896.00     | 0.00%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                                              | WOSAT 2025-A A3                | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2170000 | PA      | $2165562.13    | 0.00%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A3                | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2326930.47    | 0.00%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1323709.14    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C A3                | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4900000 | PA      | $4914924.42    | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C A4                | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $754306.65     | 0.00%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A4                 | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     470348 | PA      | $470578.51     | 0.00%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   12156000 | PA      | $13739149.22   | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   10237000 | PA      | $11132064.87   | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   15791000 | PA      | $17105090.69   | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    8196000 | PA      | $7918771.21    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     387000 | PA      | $340713.44     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6212316.35    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    9728000 | PA      | $10751663.48   | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6154100.69    | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    8227000 | PA      | $8218044.81    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   23170000 | PA      | $21657282.38   | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   18808000 | PA      | $18038815.91   | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   11914000 | PA      | $12338556.78   | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   12183000 | PA      | $12642137.17   | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   11240000 | PA      | $10395762.38   | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    6609000 | PA      | $6541608.34    | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $5252150.68    | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $6541423.09    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   12290000 | PA      | $11723221.39   | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd                                                                     | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    6865000 | PA      | $6672536.70    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $2533544.94    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   13452000 | PA      | $12021744.32   | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   11377000 | PA      | $6919442.70    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    6147000 | PA      | $5477266.40    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2550486.83    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4258000 | PA      | $3733715.80    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   18932000 | PA      | $17003148.55   | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6007952.73    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4258000 | PA      | $4356162.68    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $7450608.63    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4900464.09    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   13645000 | PA      | $12811099.35   | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    8396000 | PA      | $8946230.71    | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $12917261.71   | 0.00%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    9813000 | PA      | $9049958.85    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   16047000 | PA      | $15767474.64   | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    7903000 | PA      | $6376112.35    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   10670000 | PA      | $10643881.99   | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   12581000 | PA      | $10893139.34   | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $5396841.97    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4794000 | PA      | $3205393.46    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   11735000 | PA      | $12476745.78   | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   10981000 | PA      | $11018193.08   | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    8105000 | PA      | $8180805.13    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   62270000 | PA      | $62613546.07   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |   15030000 | PA      | $15052941.90   | 0.00%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    5830000 | PA      | $4973867.54    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer